UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
NPORT-P: Filer Information
Confidential | |
Filer CIK | 0001691167 |
Filer CCC | ******** |
Filer Investment Company Type | |
Is this a LIVE or TEST Filing? | LIVE TEST |
Would you like a Return Copy? | |
Is this an electronic copy of an official filing submitted in paper format? |
Submission Contact Information
Name | |
Phone | |
E-Mail Address |
Notification Information
Notify via Filing Website only? | |
Series ID | S000063703 |
Class (Contract) ID | C000206500 |
Class (Contract) ID | C000206499 |
NPORT-P: Part A: General Information
Item A.1. Information about the Registrant.
a. Name of Registrant | FS Series Trust |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-23216 |
c. CIK number of Registrant | 0001691167 |
d. LEI of Registrant | 549300SWBHM656UWP474 |
Street Address 1 | 201 ROUSE BOULEVARD |
Street Address 2 | |
City | PHILADELPHIA |
State, if applicable | |
Foreign country, if applicable | |
Zip / Postal Code | 19112 |
Telephone number | 215-495-1150 |
Item A.2. Information about the Series.
a. Name of Series. | FS Long/Short Equity Fund |
b. EDGAR series identifier (if any). | S000063703 |
c. LEI of Series. | 549300II3IUPYTXGC256 |
Item A.3. Reporting period.
a. Date of fiscal year-end. | 2021-12-31 |
b. Date as of which information is reported. | 2021-03-31 |
Item A.4. Final filing
Does the Fund anticipate that this will be its final filing on Form N PORT? | Yes No |
NPORT-P: Part B: Information About the Fund
Report the following information for the Fund and its consolidated subsidiaries. |
Item B.1. Assets and liabilities. Report amounts in U.S. dollars.
a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 7925810.14 |
b. Total liabilities. | 1825418.43 |
c. Net assets. | 6100391.71 |
Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.
a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.00000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
Amounts payable after one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
(ii) On a standby commitment basis: | 0.00000000 |
e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
f. Cash and cash equivalents not reported in Parts C and D. | 2114896.44000000 |
Item B.3. Portfolio level risk metrics.
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Investment grade. | |
Maturity period. | |
3 month. | |
1 year. | |
5 years. | |
10 years. | |
30 years. | |
Non-Investment grade. | |
Maturity period. | |
3 month. | |
1 year. | |
5 years. | |
10 years. | |
30 years. |
For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).
Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.
Item B.4. Securities lending.
a. For each borrower in any securities lending transaction, provide the following information:
b. Did any securities lending counterparty provide any non-cash collateral? | Yes No |
Item B.5. Return information.
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.
Monthly Total Return Record: 1 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | -8.72000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | 3.87000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | -0.33000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000206500 |
Monthly Total Return Record: 2 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | -8.72000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | 3.87000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | -0.22000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000206499 |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Asset category. | Equity Contracts |
Monthly net realized gain(loss) – Month 1 | -823584.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -1503916.59000000 |
Monthly net realized gain(loss) – Month 2 | 1056436.56000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -101193.94000000 |
Monthly net realized gain(loss) – Month 3 | 493079.07000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -378353.49000000 |
Instrument type. | Swap |
Monthly net realized gain(loss) – Month 1 | -823584.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -1503916.59000000 |
Monthly net realized gain(loss) – Month 2 | 1056436.56000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -101193.94000000 |
Monthly net realized gain(loss) – Month 3 | 493079.07000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -378353.49000000 |
d. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Month 1
Monthly net realized gain(loss) – Month 1 | -216.68000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 2621.80000000 |
Monthly net realized gain(loss) – Month 2 | -276.89000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 276.88000000 |
Monthly net realized gain(loss) – Month 3 | -365.83000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 365.83000000 |
Item B.6. Flow information.
Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
Month 1 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 72704.14000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 217621.80000000 |
Month 2 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 164450.47000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 498390.92000000 |
Month 3 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 60281.32000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 19251244.90000000 |
Item B.7. Highly Liquid Investment Minimum information.
a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. | |
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. | |
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | Yes No N/A |
Item B.8. Derivatives Transactions.
For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments | |
(2) Less Liquid Investments | |
(3) Illiquid Investments | |
Classification |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXIISISB4 TRS USD R V 01MFEDL0 PAY FEDL01-1.05 BPS / Short: BXIISISB4 TRS USD P E BBG00PSSH7H0 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 99S1H1802 |
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 | 528969.20000000 |
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. | -393612.28000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -6.45224599847 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
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 Short Interest |
Index identifier, if any. | BXIISISB |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Digimarc Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DMRC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3610.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Copa Holdings SA |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -49.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ARMOUR Residential REIT Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -325.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Plug Power Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLUG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -110.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FTI Consulting Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Inseego Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INSG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -396.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Akebia Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AKBA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1172.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | South Jersey Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SJI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -175.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Transocean Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RIG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1117.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | G1 Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GTHX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -164.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Matador Resources Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTDR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -169.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Willdan Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WLDN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2459.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intercept Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICPT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -171.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BioCryst Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -390.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rite Aid Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RAD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -193.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | fuboTV Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FUBO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -179.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Discovery Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Allegheny Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -188.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kite Realty Group Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KRG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -205.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LivePerson Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Texas Capital Bancshares Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TCBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -55.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Altice USA Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MSG Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSGN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -263.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GEO Group Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GEO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -511.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United States Steel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | X |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -151.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MGP Ingredients Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MGPI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Supernus Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SUPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -151.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SunPower Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -118.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dave & Buster's Entertainment |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -82.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wayfair Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alexandria Real Estate Equitie |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kadmon Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KDMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1019.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colfax Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Stitch Fix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PNM Resources Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PNM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | REGIS CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RGS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -246.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3092.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ShotSpotter Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SSTI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1403.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Airlines Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -165.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United Natural Foods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNFI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -120.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WABASH NATIONAL CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WNC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -211.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mersana Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MRSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -245.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pagseguro Digital Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAGS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -85.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GATX Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GATX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cargurus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CARG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -166.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DMC Global Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BOOM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ViacomCBS Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -87.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bed Bath & Beyond Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BBBY |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Editas Medicine Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EDIT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -94.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Acuity Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AYI |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 1-800-Flowers.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLWS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -143.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Quaker Chemical Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ormat Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -50.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Virgin Galactic Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPCE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -129.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bonanza Creek Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCEI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rapid7 Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RPD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bioxcel Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BTAI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tabula Rasa HealthCare Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRHC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Camping World Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CWH |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MBIA Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -391.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3764.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Helen of Troy Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HELE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GoodRx Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GDRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -101.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PBF Energy Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -280.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Smith & Wesson Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SWBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -227.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intellia Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NTLA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -49.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fisker Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FSR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -230.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Norwegian Cruise Line Holdings |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -143.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Voya Financial Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VOYA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunrun Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RUN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colony Capital Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -612.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FERRO CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -201.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3396.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atlas Air Worldwide Holdings I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAWW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 3D Systems Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DDD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -144.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Realogy Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RLGY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -262.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macy's Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | M |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CODEXIS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDXS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -173.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lemonade Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kura Oncology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KURA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | First Majestic Silver Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -254.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | World Wrestling Entertainment |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WWE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atreca Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -146.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2247.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Square Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Domtar Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mack-Cali Realty Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -256.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QTS Realty Trust Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PROTO LABS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRLB |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hibbett Sports Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HIBB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -57.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KARYOPHARM THERAPEUTICS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KPTI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -377.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lumentum Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LITE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HCI Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3076.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PAR Technology Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAR |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nielsen Holdings PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NLSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -157.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Western Union Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -160.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LendingTree Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TREE |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SL Green Realty Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Encore Capital Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ECPG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -98.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Livent Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LTHM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -229.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PRA Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRAA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chewy Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SmileDirectClub Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SDC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -384.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Coupa Software Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | j2 Global Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JCOM |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aon PLC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marathon Digital Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MARA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -82.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RealReal Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -175.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Synaptics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SYNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WillScot Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WSC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -142.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tivity Health Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TVTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -177.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dick's Sporting Goods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DKS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tanger Factory Outlet Centers |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -262.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hostess Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWNK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -276.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GameStop Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GME |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Repay Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RPAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -168.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | iRobot Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Range Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RRC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -384.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Radian Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RDN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -170.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Green Plains Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GPRE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -146.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Callon Petroleum 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). | CPE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rocket Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RCKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sprouts Farmers Market Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -149.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Infinera Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INFN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -411.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Veritone Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VERI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -165.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carvana 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). | CVNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Riot Blockchain Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RIOT |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Healthcare Services Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCSG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -141.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arch Coal Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -95.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PROS Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -93.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Heron Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRTX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -244.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cytokinetics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CYTK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -170.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | New Relic Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TRUPANION INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRUP |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Groupon Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GRPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hannon Armstrong Sustainable I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HASI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -70.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pacira Pharmaceuticals Inc/DE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pebblebrook Hotel Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -163.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AnaptysBio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ANAB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -184.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AVAYA HOLDINGS CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AVYA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -141.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Beyond Meat Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | INVITAE CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NVTA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -103.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PETMED EXPRESS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PETS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -112.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brink's Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -50.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | World Acceptance Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WRLD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cleveland-Cliffs Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -197.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cowen Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COWN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -112.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RealPage Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Impinj Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | II-VI Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IIVI |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 8x8 Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EGHT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -122.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Madrigal Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MDGL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BANDWIDTH INC-CLASS 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). | BAND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MicroStrategy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Avis Budget Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -54.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cutera Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CUTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -122.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3680.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CINEMARK HOLDINGS INC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -194.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | OPKO Health Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OPK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -924.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fastly Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FSLY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TherapeuticsMD Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TXMD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2960.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amyris Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -207.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tilray Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TLRY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -174.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunnova Energy International I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -97.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TTM Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TTMI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -273.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Canadian Solar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CSIQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MasTec Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Match Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alliance Data Systems Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ALTAIR ENGINEERING 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). | ALTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FuelCell Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -275.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Investors Bancorp Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ISBC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -270.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lovesac Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LOVE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -70.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EZCORP Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EZPW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -294.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1461.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aerie Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AERI |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CarParts.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -277.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Invesco Mortgage Capital Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IVR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -989.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zogenix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZGNX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -203.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DISH Network Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -109.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NETGEAR Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NTGR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chart Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GTLS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cymabay Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CBAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -870.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3953.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sally Beauty Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SBH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -197.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nautilus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NLS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -253.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macerich Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -339.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Academy Sports & Outdoors Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ASO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -146.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | COHERUS BIOSCIENCES INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -271.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Innovative Industrial Properti |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IIPR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WD-40 Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WDFC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Summit Materials Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SUM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -141.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Limelight Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LLNW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1111.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rocket Cos Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -171.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CoreCivic Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CXW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -438.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMC Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMCX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -74.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SM Energy 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). | SM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -242.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Iron Mountain Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Q2 Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QTWO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | APPIAN CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | APPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Vornado Realty Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VNO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -87.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sorrento Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SRNE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -479.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Credit Acceptance Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CACC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ebix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -123.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QUALYS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QLYS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ViaSat Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VSAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -82.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Elastic NV |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ESTC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eventbrite Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -179.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Constellation Pharmaceuticals |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -169.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bloom Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -146.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aerojet Rocketdyne Holdings In |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AJRD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -84.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | H&R Block Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -181.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 2U Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -103.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MGIC Investment Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -286.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Spirit Airlines Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SAVE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Seritage Growth Properties |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -216.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Appfolio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | APPF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ironwood Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRWD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -354.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Children's Place Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLCE |
iii. Number 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. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cardlytics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Renewable Energy Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REGI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -60.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TimkenSteel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -337.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Stratasys Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SSYS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -153.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Everbridge Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EVBG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sabre Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -267.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Antero Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -388.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Invacare Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IVC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -220.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1764.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Health Catalyst Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -84.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atara Biotherapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATRA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -276.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Shift4 Payments Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOUR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | eHealth Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EHTH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -54.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bloomin' Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BLMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -146.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Laredo Petroleum Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -131.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zillow Group Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dynavax Technologies Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DVAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -403.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PagerDuty Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -98.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PetIQ Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PETQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -112.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | VICI Properties Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VICI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | iStar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -223.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marcus Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -198.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Middleby Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MIDD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Global Blood Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -97.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Greenbrier Cos Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -84.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3967.28000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Floating rate Index. | Overnight Bank Funding Rate |
Receipts: Floating rate Spread. | -1.05000000 |
Receipt: Floating Rate Reset Dates. | Day |
Receipt: Floating Rate Reset Dates Unit. | 382 |
Receipts: Floating Rate Tenor. | Day |
Receipts: Floating Rate Tenor Unit. | 382 |
Receipts: Base currency. | United States Dollar |
Receipts: Amount. | -3420.67000000 |
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 |
Description of Other Payments | equity-performance leg |
ii. Termination or maturity date. | 2021-05-17 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 528969.20000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -393612.28000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXIISISB6 TRS USD R V 01MFEDL0 BULLET -1.05 PERCENT / Short: BXIISISB6 TRS USD P E BXIISISB/BBG00PSSH7H0 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 99S1JM3C3 |
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 | 818390.21000000 |
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. | -181073.06000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -2.96822021614 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
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 Short Interest |
Index identifier, if any. | BXIISISB |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Altice USA Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -132.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CODEXIS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDXS |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Akebia Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AKBA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1269.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macy's Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | M |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -265.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Coupa Software Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zogenix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZGNX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -220.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Iron Mountain Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -116.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Copa Holdings SA |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 8x8 Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EGHT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -132.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Children's Place Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLCE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -61.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Everbridge Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EVBG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TTM Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TTMI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -296.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aerojet Rocketdyne Holdings In |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AJRD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pebblebrook Hotel Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -176.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Avis Budget Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QTS Realty Trust Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Q2 Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QTWO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | G1 Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GTHX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -178.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tanger Factory Outlet Centers |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -284.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | eHealth Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EHTH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intellia Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NTLA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMC Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMCX |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BANDWIDTH INC-CLASS 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). | BAND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | First Majestic Silver Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -275.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Appfolio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | APPF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rite Aid Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RAD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -210.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arch Coal Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -103.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atreca Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCEL |
iii. Number 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. | -2434.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Digimarc Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DMRC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -131.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3910.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | World Acceptance Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WRLD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PRA Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRAA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -115.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SmileDirectClub Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SDC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -416.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | VICI Properties Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VICI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -152.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MicroStrategy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PBF Energy Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -303.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Credit Acceptance Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CACC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | APPIAN CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | APPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Realogy Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RLGY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -284.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Smith & Wesson Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SWBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -246.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Global Blood Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -105.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Invacare Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IVC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -238.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1912.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | iStar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -241.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rocket Cos Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -186.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Shift4 Payments Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOUR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Antero Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -421.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colfax Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -98.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Innovative Industrial Properti |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IIPR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aon PLC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dick's Sporting Goods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DKS |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cowen Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COWN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -122.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WD-40 Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WDFC |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sally Beauty Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SBH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -213.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GameStop Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GME |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Green Plains Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GPRE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -158.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ViacomCBS Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -95.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macerich Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -367.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Acuity Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AYI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United Natural Foods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNFI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -130.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Impinj Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amyris Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -225.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pagseguro Digital Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAGS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -92.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atara Biotherapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATRA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -299.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Spirit Airlines Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SAVE |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ironwood Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRWD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -384.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bioxcel Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BTAI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -99.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TRUPANION INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRUP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 1-800-Flowers.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLWS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -155.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Infinera Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INFN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -446.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HCI Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3333.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MSG Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSGN |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Greenbrier Cos Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBX |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CoreCivic Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CXW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -474.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | New Relic Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Range Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RRC |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Constellation Pharmaceuticals |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -183.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ShotSpotter Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SSTI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1520.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chart Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GTLS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aerie Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AERI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -240.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Transocean Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RIG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1210.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Plug Power Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLUG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -119.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MBIA Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -423.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4078.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AVAYA HOLDINGS CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AVYA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -153.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Voya Financial Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VOYA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dynavax Technologies Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DVAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -437.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GEO Group Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GEO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -553.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dave & Buster's Entertainment |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLAY |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FuelCell Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -298.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cargurus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CARG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -180.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunrun Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RUN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -71.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SunPower Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -128.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carvana 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). | CVNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bonanza Creek Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCEI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -120.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wayfair Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mersana Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MRSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -265.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hibbett Sports Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HIBB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cleveland-Cliffs Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -213.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Norwegian Cruise Line Holdings |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -155.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ebix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -134.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Domtar Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -116.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sorrento Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SRNE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -519.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Canadian Solar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CSIQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Stitch Fix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MasTec Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CINEMARK HOLDINGS INC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -210.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PAR Technology Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atlas Air Worldwide Holdings I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAWW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -71.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tilray Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TLRY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -189.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | j2 Global Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JCOM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Beyond Meat Inc |
At 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 |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hostess Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWNK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -299.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PETMED EXPRESS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PETS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -122.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | South Jersey Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SJI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -190.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Renewable Energy Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REGI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lumentum Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LITE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KARYOPHARM THERAPEUTICS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KPTI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -408.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ormat Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -54.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PROTO LABS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRLB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Repay Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RPAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -183.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Summit Materials Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SUM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -153.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Riot Blockchain Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RIOT |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kite Realty Group Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KRG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -222.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EZCORP Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EZPW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -318.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1583.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cytokinetics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CYTK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -184.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marathon Digital Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MARA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alexandria Real Estate Equitie |
At 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 |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cymabay Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CBAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -943.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4282.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Vornado Realty Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VNO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -94.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bloom Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -158.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SM Energy 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). | SM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -262.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hannon Armstrong Sustainable I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HASI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -76.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Elastic NV |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ESTC |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Investors Bancorp Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ISBC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -292.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mack-Cali Realty Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -277.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | World Wrestling Entertainment |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WWE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LivePerson Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -81.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Invesco Mortgage Capital Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IVR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1071.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chewy Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -50.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Callon Petroleum 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). | CPE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cutera Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CUTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -132.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3987.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rocket Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RCKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | fuboTV Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FUBO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -194.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kura Oncology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KURA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -152.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Radian Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RDN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -184.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alliance Data Systems Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Madrigal Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MDGL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Match Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intercept Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICPT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -186.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Academy Sports & Outdoors Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ASO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -159.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Editas Medicine Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EDIT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sabre Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -290.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Inseego Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INSG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -429.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | INVITAE CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NVTA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -112.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QUALYS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QLYS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bloomin' Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BLMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -158.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ARMOUR Residential REIT Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -352.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TimkenSteel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -365.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Laredo Petroleum Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -142.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MGIC Investment Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -310.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colony Capital Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -663.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Healthcare Services Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCSG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -153.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United States Steel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | X |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -164.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BioCryst Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -422.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AnaptysBio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ANAB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -199.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MGP Ingredients Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MGPI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Veritone Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VERI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -179.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zillow Group Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Camping World Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CWH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -118.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TherapeuticsMD Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TXMD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3207.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GATX Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GATX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PROS Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -101.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bed Bath & Beyond Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BBBY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -147.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ViaSat Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VSAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tabula Rasa HealthCare Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRHC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -93.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tivity Health Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TVTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -192.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FERRO CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -218.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3679.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sprouts Farmers Market Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -161.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fastly Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FSLY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PNM Resources Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PNM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -87.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | II-VI Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IIVI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Health Catalyst Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nautilus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NLS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -274.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PagerDuty Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -106.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Western Union Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -174.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CarParts.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -300.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Supernus Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SUPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -164.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Quaker Chemical Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eventbrite Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -193.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Allegheny Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -204.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | iRobot Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NETGEAR Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NTGR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -104.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ALTAIR ENGINEERING 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). | ALTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Heron Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRTX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -265.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pacira Pharmaceuticals Inc/DE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -61.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PetIQ Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PETQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Encore Capital Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ECPG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -106.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LendingTree Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TREE |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brink's Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -54.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rapid7 Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RPD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -57.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fisker Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FSR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -249.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Groupon Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GRPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -85.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DMC Global Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BOOM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Seritage Growth Properties |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -234.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Discovery Inc |
At 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 |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marcus Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -215.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 2U Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -112.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Synaptics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SYNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Stratasys Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SSYS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -165.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lovesac Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LOVE |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Matador Resources Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTDR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -183.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Square Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Helen of Troy Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HELE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cardlytics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Middleby Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MIDD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Willdan Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WLDN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2664.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 3D Systems Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DDD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -156.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | COHERUS BIOSCIENCES INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -294.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nielsen Holdings PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NLSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -170.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunnova Energy International I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -105.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RealReal Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -189.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lemonade Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Texas Capital Bancshares Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TCBI |
iii. Number 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. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GoodRx Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GDRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -110.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Airlines Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -179.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SL Green Realty Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -61.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Livent Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LTHM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -248.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FTI Consulting Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DISH Network Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -118.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WABASH NATIONAL CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WNC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -228.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | OPKO Health Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OPK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1001.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | REGIS CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RGS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -266.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3350.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Virgin Galactic Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPCE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | H&R Block Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -197.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WillScot Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WSC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -154.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Limelight Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LLNW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1203.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kadmon Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KDMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1104.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RealPage Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -49.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4297.88000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Floating rate Index. | US Federal Funds Effective Rate |
Receipts: Floating rate Spread. | -1.05000000 |
Receipt: Floating Rate Reset Dates. | Month |
Receipt: Floating Rate Reset Dates Unit. | 12 |
Receipts: Floating Rate Tenor. | Month |
Receipts: Floating Rate Tenor Unit. | 12 |
Receipts: Base currency. | United States Dollar |
Receipts: Amount. | -1984.09000000 |
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 |
Description of Other Payments | equity-performance leg |
ii. Termination or maturity date. | 2021-05-17 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 818390.21000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -181073.06000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | State Street Institutional Liquid Reserves 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. | 5493000HFJPORCLSV250 |
c. Title of the issue or description of the investment. | State Street Institutional Liquid Reserves Fund |
d. CUSIP (if any). | 85749P101 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US85749P1012 |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 4612668.87400000 |
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. | 4614052.67000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 75.63535079946 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle) |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Registered fund |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | 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. | Long: RU10INTR6 TRS USD R V 03MLIBOR US0003M-20BPS / Short: RU10INTR6 TRS USD P E RU10INTR/BBG002SMQWB5 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 99S1F86O9 |
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 | 2249446.28000000 |
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. | -152783.91000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -2.50449343686 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Goldman Sachs & Co. LLC |
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. | Russell 1000 Total Return Index |
Index identifier, if any. | RU10INTR |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Russell 1000 Total Return Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RU10INTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2402230.19000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Floating rate Index. | ICE Libor USD 3 Months |
Receipts: Floating rate Spread. | -0.20000000 |
Receipt: Floating Rate Reset Dates. | Month |
Receipt: Floating Rate Reset Dates Unit. | 3 |
Receipts: Floating Rate Tenor. | Month |
Receipts: Floating Rate Tenor Unit. | 3 |
Receipts: Base currency. | United States Dollar |
Receipts: Amount. | 84.73000000 |
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 |
Description of Other Payments | equity-performance leg |
ii. Termination or maturity date. | 2021-04-16 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 2249446.28000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -152783.91000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXIISISB5 TRS USD R F 1.05000 BULLET -1.05 PRECENT / Short: BXIISISB5 TRS USD P E BBG00PSSH7H0 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 99S1HCW35 |
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 | 1036646.35000000 |
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. | -667623.11000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -10.9439383852 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
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 Short Interest |
Index identifier, if any. | BXIISISB |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Aon PLC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | INVITAE CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NVTA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -191.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RealReal Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -323.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dynavax Technologies Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DVAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -745.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Livent Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LTHM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -423.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arch Coal Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -176.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cutera Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CUTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -226.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6799.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United States Steel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | X |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -280.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CODEXIS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDXS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -320.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fastly Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FSLY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -108.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rapid7 Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RPD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -98.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SunPower Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -219.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Airlines Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -306.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kura Oncology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KURA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -259.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Credit Acceptance Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CACC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chewy Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pacira Pharmaceuticals Inc/DE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -104.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 2U Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -191.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aerojet Rocketdyne Holdings In |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AJRD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -156.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carvana 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). | CVNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nautilus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NLS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -468.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SmileDirectClub Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SDC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -710.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EZCORP Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EZPW |
iii. Number 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. | -2700.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Domtar Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -198.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colfax Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -167.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colony Capital Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1130.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bioxcel Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BTAI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -169.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pebblebrook Hotel Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -301.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Impinj Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -128.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Vornado Realty Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VNO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -161.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tilray Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TLRY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -322.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | World Acceptance Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WRLD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ALTAIR ENGINEERING 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). | ALTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aerie Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AERI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -410.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Callon Petroleum 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). | CPE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -190.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wayfair Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Summit Materials Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SUM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -261.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CarParts.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -513.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ARMOUR Residential REIT Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -600.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sally Beauty Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SBH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -364.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kadmon Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KDMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1883.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WillScot Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WSC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -264.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GoodRx Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GDRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -187.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ShotSpotter Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SSTI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2593.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Range Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RRC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -709.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bloomin' Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BLMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -270.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sprouts Farmers Market Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -275.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Greenbrier Cos Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -155.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Infinera Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INFN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -761.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bloom Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -270.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cytokinetics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CYTK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -315.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hibbett Sports Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HIBB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -106.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Investors Bancorp Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ISBC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -498.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Academy Sports & Outdoors Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ASO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -271.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mersana Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MRSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -452.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TimkenSteel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -623.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ironwood Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRWD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -655.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Akebia Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AKBA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2165.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DMC Global Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BOOM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -135.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Supernus Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SUPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -279.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Global Blood Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -179.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Invacare Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IVC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -406.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3260.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PAR Technology Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -112.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zogenix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZGNX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -375.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Children's Place Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLCE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -105.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Limelight Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LLNW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2052.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hannon Armstrong Sustainable I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HASI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -130.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eventbrite Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -330.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fisker Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FSR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -425.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | G1 Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GTHX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -304.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TherapeuticsMD Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TXMD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5469.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BioCryst Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -720.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | World Wrestling Entertainment |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WWE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -135.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Iron Mountain Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -198.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | eHealth Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EHTH |
iii. Number 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. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | OPKO Health Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OPK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1708.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bonanza Creek Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCEI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -205.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | iStar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -412.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marathon Digital Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MARA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -152.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MBIA Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -722.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6954.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LivePerson Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -138.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RealPage Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -84.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FuelCell Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -508.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Q2 Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QTWO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PROTO LABS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRLB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -60.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | II-VI Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IIVI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FERRO CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -372.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6273.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atara Biotherapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATRA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -510.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Allegheny Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -347.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MasTec Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTZ |
iii. Number 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. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Veritone Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VERI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -305.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PNM Resources Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PNM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -149.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NETGEAR Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NTGR |
iii. Number 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. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Square Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Camping World Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CWH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -201.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Avis Budget Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -101.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Renewable Energy Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REGI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -110.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tabula Rasa HealthCare Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRHC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -159.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Innovative Industrial Properti |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IIPR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ebix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -228.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunnova Energy International I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -179.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | REGIS CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RGS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -454.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5713.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sorrento Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SRNE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -886.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | j2 Global Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JCOM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -61.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Transocean Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RIG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2064.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macerich Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -626.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DISH Network Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -202.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ViacomCBS Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -162.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | VICI Properties Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VICI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -259.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | New Relic Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -119.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | First Majestic Silver Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -470.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Helen of Troy Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HELE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KARYOPHARM THERAPEUTICS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KPTI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -696.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chart Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GTLS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QTS Realty Trust Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -118.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lumentum Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LITE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United Natural Foods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNFI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -222.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | COHERUS BIOSCIENCES INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -501.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 8x8 Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EGHT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -225.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Realogy Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RLGY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -484.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intellia Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NTLA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Groupon Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GRPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -144.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ormat Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -93.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alexandria Real Estate Equitie |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -44.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GameStop Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GME |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Voya Financial Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VOYA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -115.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SM Energy 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). | SM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -447.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cargurus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CARG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -307.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Discovery Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -168.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WD-40 Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WDFC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CINEMARK HOLDINGS INC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -359.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Digimarc Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DMRC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -224.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6668.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Heron Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRTX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -452.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Everbridge Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EVBG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -60.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Coupa Software Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Invesco Mortgage Capital Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IVR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1827.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | South Jersey Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SJI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -324.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Editas Medicine Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EDIT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -174.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Stratasys Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SSYS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -282.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Madrigal Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MDGL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zillow Group Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sabre Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -494.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Synaptics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SYNA |
iii. Number 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. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TRUPANION INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRUP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LendingTree Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TREE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Stitch Fix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -147.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marcus Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -366.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CoreCivic Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CXW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -809.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | H&R Block Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -336.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amyris Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -383.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunrun Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RUN |
iii. Number 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. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nielsen Holdings PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NLSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -291.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 1-800-Flowers.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLWS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -265.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SL Green Realty Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -104.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hostess Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWNK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -511.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cleveland-Cliffs Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -364.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PBF Energy Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -517.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Beyond Meat Inc |
At 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 |
iii. Number 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. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AVAYA HOLDINGS CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AVYA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -261.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lemonade Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Constellation Pharmaceuticals |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -313.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Canadian Solar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CSIQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -147.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Riot Blockchain Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RIOT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -137.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Virgin Galactic Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPCE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -239.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMC Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMCX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -137.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Willdan Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WLDN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -110.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4543.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Altice USA Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -225.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rocket Cos Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -317.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cardlytics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -66.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brink's Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -92.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kite Realty Group Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KRG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -379.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atreca Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -270.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4151.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | iRobot Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Healthcare Services Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCSG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -261.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Copa Holdings SA |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Elastic NV |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ESTC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rocket Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RCKT |
iii. Number 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. | -7328.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Antero Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -718.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tivity Health Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TVTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -328.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pagseguro Digital Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAGS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -158.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GEO Group Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GEO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -944.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rite Aid Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RAD |
iii. Number 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. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Norwegian Cruise Line Holdings |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -265.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Acuity Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AYI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -44.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MicroStrategy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BANDWIDTH INC-CLASS 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). | BAND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -57.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Texas Capital Bancshares Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TCBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -103.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tanger Factory Outlet Centers |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -484.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Western Union Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -297.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GATX Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GATX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | APPIAN CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | APPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -55.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dave & Buster's Entertainment |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -153.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atlas Air Worldwide Holdings I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAWW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Smith & Wesson Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SWBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -419.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cymabay Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CBAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1608.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7302.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intercept Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICPT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -317.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PROS Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -172.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MSG Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSGN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -487.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Appfolio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | APPF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mack-Cali Realty Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -473.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Shift4 Payments Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOUR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QUALYS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QLYS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alliance Data Systems Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HCI Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5683.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AnaptysBio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ANAB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -340.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Spirit Airlines Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SAVE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -198.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Radian Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RDN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -315.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Green Plains Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GPRE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -270.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lovesac Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LOVE |
iii. Number 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. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FTI Consulting Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Seritage Growth Properties |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -399.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Health Catalyst Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -156.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bed Bath & Beyond Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BBBY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -251.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dick's Sporting Goods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DKS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Plug Power Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLUG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -204.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Inseego Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INSG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -732.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MGP Ingredients Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MGPI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -123.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TTM Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TTMI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -505.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Encore Capital Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ECPG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -182.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ViaSat Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VSAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -152.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MGIC Investment Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -529.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | fuboTV Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FUBO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -331.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Matador Resources Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTDR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -312.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Middleby Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MIDD |
iii. Number 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. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Quaker Chemical Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 3D Systems Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DDD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -267.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PETMED EXPRESS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PETS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -208.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PRA Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRAA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -197.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Laredo Petroleum Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -243.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WABASH NATIONAL CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WNC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -389.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cowen Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COWN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -208.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PagerDuty Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -182.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PetIQ Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PETQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -207.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Repay Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RPAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -312.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macy's Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | M |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -452.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Match Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7328.68000000 |
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.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Floating rate Index. | Overnight Bank Funding Rate |
Receipts: Floating rate Spread. | -1.05000000 |
Receipt: Floating Rate Reset Dates. | Day |
Receipt: Floating Rate Reset Dates Unit. | 382 |
Receipts: Floating Rate Tenor. | Day |
Receipts: Floating Rate Tenor Unit. | 382 |
Receipts: Base currency. | United States Dollar |
Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Description of Other Payments | equity-performance leg |
ii. Termination or maturity date. | 2021-05-17 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 1036646.35000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -667623.11000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXII13UE6 TRS USD R E BBG00HMV9VZ3 / Short: BXII13UE6 TRS USD P F .10000 BULLET SWAP 0.10 BPS |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 99S1H1BC2 |
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 | 2991125.85000000 |
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. | 861306.71000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 14.11887549102 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
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. | Novus Barclays Public Ownership Index |
Index identifier, if any. | BXII13UE |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Charles Schwab Corp/The |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1220.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 79555.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Comcast Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1461.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 79056.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Freeport-McMoRan Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2067.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 68089.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zillow Group Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 472.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 61225.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bank of America Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2172.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 84035.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Tower Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 344.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 82276.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JPMorgan Chase & Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JPM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 511.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 77818.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Booking Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BKNG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 76399.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Uber Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UBER |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1427.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 77796.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Netflix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NFLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 141.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 73945.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Viatris Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VTRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5059.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 70683.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Apple Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 620.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 75765.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Progressive Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PGR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 876.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 83838.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Berkshire Hathaway Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BRK/B |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 314.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 80327.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GoDaddy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GDDY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 949.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 73711.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | T-Mobile US Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMUS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 647.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 81099.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fiserv Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FISV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 665.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 79233.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Square Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 313.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 71205.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | salesforce.com Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 325.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 69053.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Micron Technology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 870.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 76780.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pinterest Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 940.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 69596.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alphabet Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 77583.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TransDigm Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TDG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 129.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 76336.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Microsoft Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSFT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 331.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 78219.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Facebook Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 295.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 87079.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aon PLC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 334.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 76893.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | eBay Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1296.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 79386.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Visa Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | V |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 362.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 76660.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WILLSCOT CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WSC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2855.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 79243.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tesla Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TSLA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 72777.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Moody's Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 278.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 83296.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PG&E Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6878.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 80543.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wells Fargo & Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WFC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2056.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 80351.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CarMax Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KMX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 644.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 85501.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Twilio Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 192.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 65603.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Altice USA Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2312.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 75237.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Liberty Broadband Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 527.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 79138.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Unity Software Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | U |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 701.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 70326.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HCA Healthcare Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 442.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 83299.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fidelity National Information |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 562.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 79142.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Interactive Brokers Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IBKR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1048.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 76547.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Match Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 496.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 68276.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mastercard Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 218.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 77907.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Charter Communications Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 128.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 79129.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PayPal Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PYPL |
iii. Number 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. | 70898.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wayfair Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 295.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 92987.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carvana 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). | CVNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 278.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 73032.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Walt Disney Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 397.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 73350.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amazon.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMZN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 75933.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Builders FirstSource Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BLDR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1860.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 86253.59000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Description of Other Receipts | equity-performance leg |
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. | 0.10000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | 345.23000000 |
ii. Termination or maturity date. | 2021-05-17 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 2991125.85000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 861306.71000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | 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. | Long: RU20INTR6 TRS USD R E RU20INTR/BBG002SMQWF1 / Short: RU20INTR6 TRS USD P V 03MLIBOR US0003M+0BPS |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 99S1F86F8 |
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 | 2232644.40000000 |
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. | 162972.60000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.671510416828 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Goldman Sachs & Co. LLC |
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. | Russell 2000 Total Return Index |
Index identifier, if any. | RU20INTR |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Russell 2000 Total Return Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RU20INTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2395617.00000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Description of Other Receipts | equity-performance leg |
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 3 Months |
Payments: Floating rate Spread. | 0.00000000 |
Payment: Floating Rate Reset Dates. | Month |
Payment: Floating Rate Reset Dates Unit. | 3 |
Payment: Floating Rate Tenor. | Month |
Payment: Floating Rate Tenor Unit. | 3 |
Payments: Base currency | United States Dollar |
Payments: Amount | -803.50000000 |
ii. Termination or maturity date. | 2021-04-16 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 2232644.40000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 162972.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BCFSVOLP2 TRS USD R F .42000 FIXED -42 BPS / Short: BCFSVOLP2 TRS USD P E BCFSVOLP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 99S1HJ4O5 |
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 | 561989.82000000 |
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. | -39961.53000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.65506498434 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
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 US Volatility Pair |
Index identifier, if any. | BCFSVOLP |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Devon Energy Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -163.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3582.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DXC Technology Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DXC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3015.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Scientific Games Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SGMS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2605.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Altria Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3382.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Union Pacific Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3088.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Northrop Grumman Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3115.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chart Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GTLS |
iii. Number 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. | -3184.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Digital Turbine Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | APPS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3710.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NIKE Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2781.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Core Laboratories NV |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -85.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2465.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Target Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TGT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3042.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Guess? Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GES |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -116.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2743.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | General Dynamics Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3403.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Golar LNG Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GLNG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -260.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2668.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | New York Times Co/The |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2855.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | T-Mobile US Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMUS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2765.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intercontinental Exchange Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2797.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Akebia Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AKBA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -823.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2787.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Booz Allen Hamilton Holding 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). | BAH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2380.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ajax I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AJAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 241.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2481.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JELD-WEN Holding Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JELD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2841.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Juniper Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JNPR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2736.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Spirit Airlines Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SAVE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -105.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3896.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kroger Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2868.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pactiv Evergreen Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PTVE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 190.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2618.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Five Prime Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FPRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -177.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6694.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ACM Research Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ACMR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2483.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cisco Systems Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CSCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3216.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Adient PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADNT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -85.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3787.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dynavax Technologies Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DVAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -478.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4698.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AZEK Co Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AZEK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3037.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Moderna Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MRNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2314.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Halliburton Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -154.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3312.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tupperware Brands Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TUP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2406.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Accenture PLC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3124.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Costco Wholesale Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2783.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QIAGEN NV |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QGEN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2590.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rocket Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RCKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2292.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Performance Food Group Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PFGC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3373.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CVS Health Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CVS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2922.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ruth's Hospitality Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RUTH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -150.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3738.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rollins Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ROL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2697.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Celldex Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLDX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -135.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2801.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sutro Biopharma Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STRO |
iii. Number 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. | -2878.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Liberty Broadband Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2728.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Copa Holdings SA |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2843.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ICU Medical Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICUI |
iii. Number 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. | 2835.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PACCAR Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCAR |
iii. Number 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. | 2801.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CINEMARK HOLDINGS INC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -132.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2706.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chefs' Warehouse Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHEF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -93.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2856.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DaVita Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2578.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chemours Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2861.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Vapotherm Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VAPO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1921.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nautilus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NLS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -120.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1889.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JetBlue Airways Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -192.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3915.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Waste Management Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3245.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sterling Bancorp/DE |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -146.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3376.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Procter & Gamble Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2929.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cardlytics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2452.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | frontdoor Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FTDR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2685.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | China Biologic Products Holdin |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CBPO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2823.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zoetis Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZTS |
iii. Number 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. | 2837.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Genworth Financial Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GNW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -979.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3251.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Avis Budget Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4954.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Antero Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -370.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3780.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Allegheny Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -154.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3254.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hostess Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWNK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 197.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2834.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Houlihan Lokey Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HLI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2769.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Summit Materials Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SUM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -131.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3694.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Translate Bio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TBIO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -126.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2081.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Coty Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -417.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3764.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SkyWest Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SKYW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3748.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cadence BanCorp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CADE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -150.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3118.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AAR Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3344.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Electric Power Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AEP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2965.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Masimo Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MASI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2514.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Post Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | POST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3069.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | eBay Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3060.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Xcel Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2947.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hershey Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HSY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3009.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NextEra Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NEE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2586.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Celsius Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CELH |
iii. Number 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. | -2417.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arcturus Therapeutics Holdings |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARCT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1778.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Church & Dwight Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2834.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Resideo Technologies Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -115.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3253.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pitney Bowes Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -304.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2506.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Broadridge Financial Solutions |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2981.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Royalty Pharma PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RPRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2528.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amazon.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMZN |
iii. Number 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. | 2693.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Renewable Energy Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REGI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2000.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Charter Communications Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2658.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Republic Services Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RSG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3049.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hain Celestial Group Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HAIN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2923.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United Therapeutics Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UTHR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2869.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | National Oilwell Varco Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -223.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3066.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NewMarket Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NEU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2672.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United Parcel Service Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UPS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3048.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 3D Systems Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DDD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -74.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2037.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Prestige Consumer Healthcare I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PBH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3060.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PBF Energy Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -296.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4200.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Illinois Tool Works Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ITW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3166.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MediaAlpha Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1899.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lennox International Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LII |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3080.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cerner Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2513.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Waitr Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WTRH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -768.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2251.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aon PLC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3141.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Airlines Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -155.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3723.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Danaher Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DHR |
iii. Number 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. | 2777.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Community Health Systems Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CYH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -277.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3752.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Philip Morris International In |
At 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 |
iii. Number 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. | 3079.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Oracle Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORCL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3232.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Waste Connections Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WCN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3059.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Clean Energy Fuels Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLNE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -270.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3711.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tyler Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TYL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2784.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Oasis Petroleum Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OAS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4374.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ceragon Networks Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CRNT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -610.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2301.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Take-Two Interactive Software |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2488.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atmos Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3147.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Overstock.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OSTK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2325.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MTS Systems Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTSC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2794.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CarLotz Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LOTZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 260.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1858.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PerkinElmer Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PKI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2499.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alphabet Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3140.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fastenal Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FAST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3039.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KARYOPHARM THERAPEUTICS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KPTI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -188.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1977.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Scholar Rock Holding Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SRRK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2476.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Gilead Sciences Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GILD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2818.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Archer-Daniels-Midland Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3151.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Enphase Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ENPH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2360.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Altimmune Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ALT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -209.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2962.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dun & Bradstreet Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DNB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2793.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Progress Software Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRGS |
iii. Number 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. | 3020.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Matador Resources Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTDR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -173.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4059.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Plantronics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3350.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kimberly-Clark Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KMB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2901.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | O'Reilly Automotive Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORLY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3309.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Helix Energy Solutions Group I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -663.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3351.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ONEOK Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OKE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -66.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3392.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ebix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1714.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Berkshire Hathaway Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BRK/B |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3119.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AbbVie Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ABBV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2928.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Thermo Fisher Scientific Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2592.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Abbott Laboratories |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ABT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2807.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cimarex Energy 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). | XEC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3817.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ICON PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICLR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2685.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fluor Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -151.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3508.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kellogg 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). | K |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2966.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Masco Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3070.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Camping World Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CWH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2942.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Coca-Cola Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3024.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Axle & Manufacturing |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AXL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -312.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3020.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Livent Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LTHM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -143.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2490.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Consolidated Edison Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ED |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3004.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Progressive Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PGR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3047.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Container Store Group Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TCS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -212.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3536.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Citrix Systems Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2902.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Welbilt Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -204.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3320.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cal-Maine Foods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CALM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2783.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Open Text Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OTEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2903.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Walmart Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WMT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2664.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CNX Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -223.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3279.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Air Lease Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3285.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Premier Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2788.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Concentrix Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNXC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3628.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Willis Towers Watson PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WLTW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3128.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GenMark Diagnostics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GNMK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -202.75000000 |
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. | CMS Energy Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3015.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | International Business Machine |
At 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 |
iii. Number 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. | 3129.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Michaels Cos Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MIK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -182.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4004.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | West Pharmaceutical Services I |
At 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 |
iii. Number 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. | 2658.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mettler-Toledo International I |
At 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 |
iii. Number 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. | 2783.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Redfin Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RDFN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2597.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CIT Group Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -74.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3841.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Old Dominion Freight Line Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ODFL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3406.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | General Mills Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2913.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Medtronic PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MDT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2902.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MAXIMUS Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MMS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3270.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Precision BioSciences Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DTIL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -233.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2418.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | McDonald's Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3056.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Spirit AeroSystems Holdings In |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3905.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Expeditors International of Wa |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3265.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sabre Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -249.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3696.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fluidigm Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLDM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -432.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1955.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Silvergate Capital Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SI |
iii. Number 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. | -4729.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | National Fuel Gas Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NFG |
iii. Number 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. | 3483.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Morningstar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MORN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2741.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marcus Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -158.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3161.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Triumph Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TGI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -249.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4587.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Collier Creek Holdings |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UTZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2975.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Flowers Foods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2898.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Everi Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EVRI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -209.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2952.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Garmin Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GRMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3165.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Graco Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GGG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2867.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eventbrite Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -150.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3338.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Grocery Outlet Holding Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2407.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TechnipFMC PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FTI |
iii. Number 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. | -1988.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Penn National Gaming Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PENN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2762.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AT&T Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | T |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2964.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PepsiCo Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEP |
iii. Number 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. | 2866.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Johnson & Johnson |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JNJ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2739.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Jack Henry & Associates Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JKHY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2875.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Merck & Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MRK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2790.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United Continental Holdings In |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -66.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3813.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AerCap Holdings NV |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AER |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4055.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Roper Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ROP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2689.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Switch Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 161.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2620.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Helmerich & Payne Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -114.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3083.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Constellium SE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CSTM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -218.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3213.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tronox Holdings PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TROX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -170.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3120.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Realogy Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RLGY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -182.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2756.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Clorox Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2595.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fossil Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOSL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -192.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2385.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fastly Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FSLY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1732.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Syndax Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SNDX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -139.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3129.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dycom Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DY |
iii. Number 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. | -3080.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tenneco Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -281.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3017.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alliant Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LNT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3119.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Signet Jewelers Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SIG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -76.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4419.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Verisk Analytics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VRSK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2672.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Exponent Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EXPO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3231.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Yum China Holdings Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2928.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PDC Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PDCE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -123.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4249.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cambium Networks Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CMBM |
iii. Number 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. | -3608.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Comcast Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2957.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Groupon Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GRPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4491.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Royal Caribbean Cruises Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RCL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3496.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AutoZone Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3453.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | O-I Glass Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -219.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3242.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Warner Music Group Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WMG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2759.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hydrofarm Holdings Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HYFM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2310.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brown & Brown Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BRO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2936.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Denny's Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DENN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -171.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3110.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lockheed Martin Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3177.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Campbell Soup Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CPB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2908.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colgate-Palmolive Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2808.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ChampionX Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -179.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3905.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pfizer Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PFE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2849.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arlo Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARLO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -338.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2123.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Scorpio Tankers Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STNG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -227.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4208.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chemed Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2493.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Equifax Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EFX |
iii. Number 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. | 2819.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cardtronics PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CATM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2838.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arcus Biosciences Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RCUS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2236.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GrowGeneration Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GRWG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -61.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3057.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pershing Square Tontine Holdin |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PSTH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 102.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2472.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ADVERUM BIOTECHNOLOGIES INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADVM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -229.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2266.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hecla Mining 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). | HL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -501.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2855.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Black Knight Inc |
At 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 |
iii. Number 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. | 2556.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Replimune Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -70.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2143.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Monster Beverage Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MNST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2895.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BJ's Restaurants Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BJRI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3429.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Conagra Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAG |
iii. Number 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. | 3055.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marsh & McLennan Cos Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MMC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3156.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | F5 Networks Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2922.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Waters Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3006.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | INVITAE CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NVTA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -55.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2115.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IDEX Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IEX |
iii. Number 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. | 3127.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Symantec Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2814.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nomad Foods Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOMD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3041.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bio-Rad Laboratories Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BIO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2843.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arthur J Gallagher & Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AJG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3046.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amgen Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMGN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2832.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Baxter International Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3083.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Beam Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BEAM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2259.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Owens & Minor Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OMI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3766.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AO Smith Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3350.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dave & Buster's Entertainment |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3796.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Apache Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -188.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3378.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Experience Investment Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EXPC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1952.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arconic Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HWM |
iii. Number 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. | -2781.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marathon Oil Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -373.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3984.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | US Foods Holding Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | USFD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3287.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ball Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BLL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2707.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GS Acquisition Holdings Corp I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GSAH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 246.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2566.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JM Smucker Co/The |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3017.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Murphy Oil Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -218.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3579.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lovesac Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LOVE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2887.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dollar General Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2870.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Linde PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LIN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3165.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bio-Techne Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TECH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3339.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cerence Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CRNC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2144.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Reynolds Consumer Products Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REYN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2767.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | STERIS PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2810.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Activision Blizzard Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2905.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | G-III Apparel Group Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GIII |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3096.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TreeHouse Foods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | THS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3480.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Werner Enterprises Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WERN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3326.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Duke Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DUK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2975.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arvinas Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARVN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2522.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dine Brands Global Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DIN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3497.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ALX Oncology Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ALXO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2678.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Otis Worldwide Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OTIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3024.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | VeriSign Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VRSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2848.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Knight-Swift Transportation Ho |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3320.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HMS Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HMSY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2849.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Delek US Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -139.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3030.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brown-Forman Corp |
At 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 |
iii. Number 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. | 2623.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mersana Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MRSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -151.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2449.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Graphic Packaging Holding Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GPK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 176.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3213.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Continental Resources Inc/OK |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -135.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3511.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nasdaq Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NDAQ |
iii. Number 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. | 2991.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Public Service Enterprise Grou |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2976.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Equity Investment Lif |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -95.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3003.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tenet Healthcare Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | THC |
iii. Number 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. | -3019.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wayfair Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3191.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brighthouse Financial Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BHF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -76.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3367.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 3M Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MMM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2962.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SmileDirectClub Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SDC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -206.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2130.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Churchill Capital Corp II |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 274.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2748.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Landstar System Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LSTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3270.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carnival Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -142.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3791.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atkore International Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATKR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -61.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4388.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Electronic Arts Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2669.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Norwegian Cruise Line Holdings |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -116.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3220.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Herc Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4288.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CDK Global Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3018.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Incyte Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2511.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Toro Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TTC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3031.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Akamai Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AKAM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2548.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MSC Industrial Direct Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3239.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Protagonist Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PTGX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -132.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3435.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tractor Supply Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TSCO |
iii. Number 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. | 3341.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MacroGenics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MGNX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -137.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4368.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Red Rock Resorts Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RRR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -114.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3733.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JB Hunt Transport Services Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JBHT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3465.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carvana 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). | CVNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2890.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Check Point Software Technolog |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2388.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BWX Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BWXT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3373.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Essent Group Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ESNT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3066.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Silgan Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SLGN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3297.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Agilent Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | A |
iii. Number 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. | 2949.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Becton Dickinson and 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). | BDX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2676.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | McCormick & Co Inc/MD |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2762.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Surface Oncology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SURF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -258.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2016.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Magnolia Oil & Gas Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MGY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -317.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3650.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AptarGroup Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2954.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United Natural Foods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNFI |
iii. Number 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. | -3500.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Caesars Entertainment Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3344.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CarParts.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -173.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2476.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Curo Group Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CURO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -190.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2774.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amdocs Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DOX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2747.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SiTime Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SITM |
iii. Number 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. | -2273.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Coeur Mining Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -314.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2835.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Targa Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRGP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3192.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IMAX Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IMAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -145.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2932.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | International Game Technology |
At 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 |
iii. Number 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. | -2661.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alliance Data Systems Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4465.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunrun Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RUN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2374.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nu Skin Enterprises Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2544.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lincoln National Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LNC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3616.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bioxcel Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BTAI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -60.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2631.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Children's Place Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLCE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2767.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | OPKO Health Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OPK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -524.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2248.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Novavax Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NVAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3815.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bristol-Myers Squibb Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BMY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2858.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Occidental Petroleum Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OXY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -134.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3583.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Maxar Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAXR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2414.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BioCryst Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -323.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3292.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Designer Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -230.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4009.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cooper Cos Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COO |
iii. Number 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. | 2970.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | US Concrete Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | USCR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4562.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Verizon Communications Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2961.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bloom Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2099.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 4D Molecular Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FDMT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2912.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Schneider National Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SNDR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3318.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MoneyGram International Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MGI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -407.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2675.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Gentex Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GNTX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2998.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fusion Fuel Green PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HTOO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -123.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1659.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Plug Power Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLUG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1548.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Harris Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3235.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunnova Energy International I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2534.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amphenol Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2933.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Encore Capital Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ECPG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3684.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Domo Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DOMO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2398.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ferrari NV |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RACE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2851.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mondelez International Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MDLZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2889.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Diamondback Energy Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3436.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Michael Kors Holdings Ltd |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -66.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3379.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Curis Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CRIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -308.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3492.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rite Aid Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RAD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -103.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2127.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | At Home Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HOME |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -115.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3301.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IDEXX Laboratories Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IDXX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2861.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hormel Foods Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRL |
iii. Number 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. | 2809.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Keurig Dr Pepper Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KDP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2989.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | White Mountains Insurance Grou |
At 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 |
iii. Number 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. | 3017.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SM Energy 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). | SM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -333.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5457.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Quest Diagnostics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DGX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2925.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eastern Bankshares Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 175.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3379.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hawaiian Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -136.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3645.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Range Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RRC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -301.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3119.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CH Robinson Worldwide Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHRW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3024.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Seres Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCRB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2428.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Vir Biotechnology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VIR |
iii. Number 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. | -2462.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Laredo Petroleum Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3526.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Woodmark Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMWD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3134.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brinker International Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3347.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Estee Lauder Cos Inc/The |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3347.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Patterson-UTI Energy Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -452.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3227.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Party City Holdco Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -399.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2316.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Watsco Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WSO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2930.54000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Fixed rate. | -0.42000000 |
Receipts: Base currency. | United States Dollar |
Receipts: Amount. | -134.88000000 |
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 |
Description of Other Payments | equity-performance leg |
ii. Termination or maturity date. | 2021-08-23 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 561989.82000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -39961.53000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: RU10INTR8 TRS USD R V 03MLIBOR US0003M +24 BPS / Short: RU10INTR8 TRS USD P E BULLET 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 | 99S1JXTC1 |
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 | 2249446.28000000 |
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. | -152783.91000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -2.50449343686 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
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. | Russell 1000 Total Return Index |
Index identifier, if any. | RU10INTR |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Russell 1000 Total Return Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RU10INTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2402230.19000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Floating rate Index. | ICE Libor USD 3 Months |
Receipts: Floating rate Spread. | 0.24000000 |
Receipt: Floating Rate Reset Dates. | Month |
Receipt: Floating Rate Reset Dates Unit. | 3 |
Receipts: Floating Rate Tenor. | Month |
Receipts: Floating Rate Tenor Unit. | 3 |
Receipts: Base currency. | United States Dollar |
Receipts: Amount. | 1680.25000000 |
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 |
Description of Other Payments | equity-performance leg |
ii. Termination or maturity date. | 2022-02-22 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 2249446.28000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -152783.91000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BCSUFSL5 TRS USD R E BCSUFSL / Short: BCSUFSL5 TRS USD P V 01MLIBOR US0001M+0.30 PERCENT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 99S1HCS63 |
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 | 3732376.70000000 |
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. | -14913.02000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.24446003976 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
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. | Novus Adjustment Long Basket |
Index identifier, if any. | BCSUFSL |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | KBR Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KBR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3830.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 147053.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amazon.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMZN |
iii. Number 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. | 89151.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Expedia Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EXPE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 761.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 131134.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Resideo Technologies Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4438.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 125400.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Equinix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EQIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 183.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 124994.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macquarie Infrastructure Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3892.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 123827.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Vertiv Holdings Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VRT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5755.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 115119.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Microsoft Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSFT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 783.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 184723.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United Therapeutics Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UTHR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 703.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 117599.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alphabet Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 184723.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Anthem Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 407.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 146175.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Walt Disney Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 318.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 58837.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NIKE Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 897.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 119274.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wells Fargo & Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WFC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1650.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 64495.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Goldman Sachs Group Inc/The |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 387.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 126726.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | UnitedHealth Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 329.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 122483.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marriott International Inc/MD |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 858.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 127173.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Crown Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 612.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 59416.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | STAAR Surgical 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). | STAA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1065.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 112301.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Unity Software Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | U |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 797.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 79964.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bausch Health Cos Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3879.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 123150.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Micron Technology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1067.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 94146.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | VeriSign Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VRSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 631.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 125468.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Apple Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1942.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 237278.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Autodesk Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADSK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 411.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 114128.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Western Digital Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WDC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1803.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 120350.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FATE THERAPEUTICS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FATE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1214.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 100095.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Viatris Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VTRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3908.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 54595.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cardlytics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 721.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 79100.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | General Motors Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2347.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 134906.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alexion Pharmaceuticals Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 789.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 120684.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Match Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 385.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 52977.65000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Description of Other Receipts | equity-performance leg |
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. | 0.30000000 |
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 | -1552.96000000 |
ii. Termination or maturity date. | 2021-05-24 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 3732376.70000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -14913.02000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXIIVMUE8 TRS USD R E BBG007275652 / Short: BXIIVMUE8 TRS USD P F .35000 BULLET .35 PERCENT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 99S1K4Z69 |
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 | 564134.10000000 |
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. | 28430.31000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.466040729046 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
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 US Equity Value Market Hedged Index |
Index identifier, if any. | BXIIVMUE |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Pinnacle West Capital Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 153.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12463.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Entergy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ETR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 126.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12586.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | People's United Financial Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 613.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10989.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Oracle Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORCL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 177.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12463.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Omnicom Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OMC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12279.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NRG Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NRG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 297.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11235.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bunge Ltd |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 150.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11910.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | General Dynamics Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12463.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INTC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 186.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11910.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amdocs Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DOX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11726.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lockheed Martin Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12340.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Biogen Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BIIB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11235.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | eBay Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 188.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11542.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Molina Healthcare Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MOH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12033.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Jefferies Financial Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JEF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 401.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12094.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Seagate Technology PLC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 153.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11787.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Verizon Communications Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 202.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11787.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kroger Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 366.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13200.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Philip Morris International In |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11787.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Louisiana-Pacific Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 239.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13261.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Credit Acceptance Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CACC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11787.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | O'Reilly Automotive Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORLY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12831.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | International Business Machine |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12647.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | S&P 500 Total Return Index |
At 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 |
iii. Number 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. | -619822.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Berkshire Hathaway Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BRK/B |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12033.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AutoZone Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13814.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Western Union Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 487.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12033.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cardinal Health Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 224.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13629.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | T Rowe Price Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TROW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12094.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Whirlpool Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WHR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13138.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HP Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HPQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 409.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13015.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Universal Health Services Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11542.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Anthem Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13814.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Regeneron Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REGN |
iii. Number 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. | 11665.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Huntington Ingalls Industries |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12586.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Unum Group |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 423.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11787.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fidelity National Financial In |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 285.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11603.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FirstEnergy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 336.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11665.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PPL Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 421.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12156.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fox Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOXA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 345.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12463.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Humana Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HUM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12831.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | State Street Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 157.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13200.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cisco Systems Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CSCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 251.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13015.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Steel Dynamics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STLD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 270.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13752.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amgen Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMGN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12401.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Celanese Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CE |
iii. Number 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. | 12463.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DaVita Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 114.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12340.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Synchrony Financial |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SYF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 294.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11972.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Discovery Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 216.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9393.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Toll Brothers Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TOL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 214.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12156.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Principal Financial Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PFG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 194.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11665.16000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Description of Other Receipts | equity-performance leg |
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. | 0.35000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -313.75000000 |
ii. Termination or maturity date. | 2022-01-10 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 564134.10000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 28430.31000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXII13UE7 TRS USD R E BBG00HMV9VZ3 / Short: BXII13UE7 TRS USD P F .10000 BULLET SWAP 0.10 PERCENT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 99S1IL2R4 |
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 | 1712519.64000000 |
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. | 434518.46000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 7.122796054025 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | Yes No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes No |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | Yes No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
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. | Novus Barclays Public Ownership Index |
Index identifier, if any. | BXII13UE |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Walt Disney Co/The |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 221.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 40879.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | T-Mobile US Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMUS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 360.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 45198.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fidelity National Information |
At 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 |
iii. Number 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. | 44107.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Netflix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NFLX |
iii. Number 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. | 41211.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pinterest Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 523.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 38787.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CarMax Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KMX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 359.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 47651.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Berkshire Hathaway Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BRK/B |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 175.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44768.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WILLSCOT CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WSC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1591.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44163.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HCA Healthcare Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 246.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 46424.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | eBay Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 722.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44243.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Liberty Broadband Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 293.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44105.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alphabet Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 43238.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fiserv Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FISV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 370.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44158.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wells Fargo & Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WFC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1146.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44781.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Builders FirstSource Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BLDR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1036.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 48070.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Comcast Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 814.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44059.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | salesforce.com Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 181.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 38484.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wayfair Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 51823.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Visa Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | V |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 201.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 42724.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Viatris Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VTRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2819.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 39393.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PayPal Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PYPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 162.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 39513.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PG&E Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3833.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44888.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Square Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 174.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 39684.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Match Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 276.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 38051.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carvana 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). | CVNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 155.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 40702.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GoDaddy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GDDY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 529.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 41080.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amazon.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMZN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 42319.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Booking Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BKNG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 42578.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JPMorgan Chase & Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JPM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 284.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 43369.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mastercard Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 43419.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TransDigm Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TDG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 42543.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Microsoft Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSFT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 184.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 43593.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Uber Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UBER |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 795.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 43357.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Micron Technology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 485.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 42791.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Interactive Brokers Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IBKR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 584.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 42661.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Unity Software Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | U |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 390.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 39194.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Twilio Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 107.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 36562.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zillow Group Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 263.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34122.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aon PLC |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 186.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 42854.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tesla Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TSLA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 40560.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Charles Schwab Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCHW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 680.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44337.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Freeport-McMoRan Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1152.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 37947.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Altice USA Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1289.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 41931.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Facebook Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 48531.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Moody's Corp |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 155.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 46422.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bank of America Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1210.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 46834.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Apple Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 345.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 42225.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Charter Communications Inc |
At 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 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44100.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Tower Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 191.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 45854.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Progressive Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PGR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 488.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 46724.76000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Description of Other Receipts | equity-performance leg |
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. | 0.10000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -722.54000000 |
ii. Termination or maturity date. | 2021-05-17 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 1712519.64000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 434518.46000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part E: Explanatory Notes (if any)
The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
Note Item | C.11.f.i.2 |
Explanatory Notes | IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate. |
Note Item | B.5.a |
Explanatory Notes | Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees. |
NPORT-P: Signatures
The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant: | FS Series Trust |
By (Signature): | Bill Goebel |
Name: | Bill Goebel |
Title: | Chief Financial Officer |
Date: | 2021-05-28 |