NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | J.P. Morgan Securities 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. | ZBUT11V806EZRVTWT807 |
| c. Title of the issue or description of the investment. | Long: JPUS1MMC2 TRS USD R E JPUS1MMC/BBG00F7SVV13 / Short: JPUS1MMC2 TRS USD P F .20000 FIXED +.2 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 | JPUS1MMC2 |
| 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 | 447921.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 26183.69000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 1.225045507910 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |  Long Short  N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | J.P. Morgan Securities LLC |
| LEI (if any) of counterparty. | ZBUT11V806EZRVTWT807 |
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. | JPM US Conviction Mean Reversion Index |
| Index identifier, if any. | JPUS1MMC |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | JPM US Conviction Mean Reversion 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). | 1.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 377482.14000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.20000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | -666.90000000 |
| ii. Termination or maturity date. | 2022-02-04 |
| 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. | 447921.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 26183.69000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | J.P. Morgan Securities 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. | ZBUT11V806EZRVTWT807 |
| c. Title of the issue or description of the investment. | Long: JPOSCOSV1 TRS USD R E JPOSCOSV INDEX / Short: JPOSCOSV1 TRS USD P F .25000 FIXED 0.25 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 | JPOSCOSV1 |
| 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 | 221869.46000000 |
| 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. | -2937.01000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.13741267587 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | J.P. Morgan Securities LLC |
| LEI (if any) of counterparty. | ZBUT11V806EZRVTWT807 |
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. | JPM Correlation Spread Index |
| Index identifier, if any. | JPOSCOSV |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | iPath Series B S&P 500 VIX Sho |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VXX US |
| iii. Number 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. | -22731.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPX |
| iii. Number 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. | -89620.00000000 |
| 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.
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. | 0.25000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 133.72000000 |
| ii. Termination or maturity date. | 2022-07-28 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0.00000000 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 221869.46000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -2937.01000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Macquarie Bank Limited |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 4ZHCHI4KYZG2WVRT8631 |
| c. Title of the issue or description of the investment. | Long: MQIS3312 TRS USD R E MQIS331 INDEX / Short: MQIS3312 TRS USD P F .25000 FIXED .25 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 | MQIS3312 |
| 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 | 200138.34000000 |
| 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. | -527.65000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.02468694298 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Macquarie Bank Limited |
| LEI (if any) of counterparty. | 4ZHCHI4KYZG2WVRT8631 |
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. | US Equity Overnight Mean Reversion |
| Index identifier, if any. | MQIS331 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | S&P500 EMINI FUT Sep21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESU1 |
| iii. Number 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. | 1.00000000 |
| 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.
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. | 0.25000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | -27.46000000 |
| ii. Termination or maturity date. | 2022-03-09 |
| 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. | 200138.34000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -527.65000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | 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 | 2182128.55400000 |
| 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. | 2182564.98000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 102.1147677990 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle) |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Registered fund |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Bank of America, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | B4TYDEB6GKMZO031MB27 |
| c. Title of the issue or description of the investment. | Long: GSG2 TRS USD R E BULLET SWAP / Short: GSG2 TRS USD P V 03MLIBOR US0003M+.55 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 | GSG2 |
| 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 | 318884.81000000 |
| 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. | 64292.41000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 3.008022477474 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Bank of America, National Association |
| LEI (if any) of counterparty. | B4TYDEB6GKMZO031MB27 |
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. | iShares S&P GSCI Commodity-Indexed Trust |
| Index identifier, if any. | GSG Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | ICE Libor USD 3 Months |
| Payments: Floating rate Spread. | 0.55000000 |
| 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 | -1630.12000000 |
| ii. Termination or maturity date. | 2022-03-18 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0.00000000 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 318884.81000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 64292.41000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | BNP Paribas |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | R0MUWSFPU8MPRO8K5P83 |
| c. Title of the issue or description of the investment. | Long: BNPXA1CU1 TRS USD R E BNPXA1CU / Short: BNPXA1CU1 TRS USD P F .10000 FIXED .10 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 | BNPXA1CU1 |
| 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 | 530000.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 17503.79000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.818942605526 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | BNP Paribas |
| LEI (if any) of counterparty. | R0MUWSFPU8MPRO8K5P83 |
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. | BNP Paribas Artificial Intelligence Trend ex-Comm USD 2021 |
| Index identifier, if any. | BNPXA1CU |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | BNP Paribas US Equity Futures |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BNPIFUS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 481.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 178276.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45636628.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3665.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BNP Paribas EUR 10Y Futures 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). | BNPIFE10 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1331.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 438746.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BNP Paribas Emerging Equities |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BNPIFEM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -234.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28470.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BNP Paribas Eurozone Equity Fu |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BNPIFEU |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 716.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 147082.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HONG KONG DOLLAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HKD |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91207.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1505.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BNP Paribas Japan Equity Futur |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BNPIFJP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40621.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 971.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45558.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45558.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BNP Paribas USD 10Y Futures 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). | BNPIFU10 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2052.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 352138.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BNP Paribas JPY 10Y Futures 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). | BNPIFJ10 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 221726.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2693.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BNP Paribas China Equity Futur |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BNPIFCN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 302.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1507.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EUR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -436231.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -585829.19000000 |
| 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.
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 | -259.11000000 |
| ii. Termination or maturity date. | 2022-05-06 |
| 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. | 530000.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 17503.79000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | J.P. Morgan Securities 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. | ZBUT11V806EZRVTWT807 |
| c. Title of the issue or description of the investment. | Long: JPQFLVW12 TRS USD R E BBG00HQ050N2 / Short: JPQFLVW12 TRS USD P F .00000 FIXED 0.00 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 | JPQFLVW12 |
| 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 | 285605.74000000 |
| 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. | 13329.47000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.623640416852 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | J.P. Morgan Securities LLC |
| LEI (if any) of counterparty. | ZBUT11V806EZRVTWT807 |
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. | JPM Low Volatility Factor |
| Index identifier, if any. | JPQFLVW1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | Delta Air Lines Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DAL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -207.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEMN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -236.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Express Co |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AXP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1548.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 9.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1467.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Isuzu Motors Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3064 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13.15000000 |
| 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). | 5.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1483.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SolarEdge Technologies Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEDG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1425.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARMK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1538.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 672.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -591.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ABN AMRO Group 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). | ABN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1857.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hermes International |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RMS |
| iii. Number 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. | 1611.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CGNX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1357.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Meridian Energy 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). | MEL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -236.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sonic Healthcare Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHL. |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 545.98000000 |
| 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). | 10.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1547.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XYL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1413.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NET |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1297.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBUX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1462.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Boerse AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DB1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1727.02000000 |
| 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). | 17.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1446.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRMB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1365.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HPQ |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1486.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortescue Metals Group Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FMG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -136.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1064.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 17.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1516.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -10.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -416.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Admiral Group PLC |
At least one of the following other identifiers:
| Identifier. | 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). | 31.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6971 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3092 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Franklin Resources Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BEN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1436.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Embracer Group AB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMBRACB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -155.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARGX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1605.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Bank of Canada |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NWSA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1583.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cincinnati Financial Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CINF |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1485.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 847.03000000 |
| 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). | 8.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1386.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUMN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1449.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Barry Callebaut AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BARN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 739.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | St James's Place PLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STJ |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 0.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Electricite de France 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). | EDF |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1770.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DKNG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -951.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 20.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1413.96000000 |
| 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). | 21.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1467.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SG Holdings Co Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9143 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6.98000000 |
| ISO Currency Code. | United States Dollar |
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). | -15.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -540.79000000 |
| 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). | 11.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1597.92000000 |
| 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). | 19.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1491.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MarketAxess Holdings Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MKTX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1495.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | La Francaise des Jeux SAEM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FDJ |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 720.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Live Nation Entertainment Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LYV |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1578.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AGNC Investment Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGNC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1484.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVGO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1441.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Camden Property Trust |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPT |
| iii. Number 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. | 1494.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UN01 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1203.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Tobacco Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JAPAF |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1485.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPLK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1443.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ASML |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1520.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chipotle Mexican Grill Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1431.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Henkel AG & Co KGaA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEN3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1376.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FERG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19.59000000 |
| 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). | -31.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1462.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -5.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1351.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pan American Silver Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAAS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -785.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Banque Cantonale Vaudoise |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BCVN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 541.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Avery Dennison Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1451.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oracle Corp Japan |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4716 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Huntington Bancshares Inc/OH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HBAN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -101.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1565.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zoom Video 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). | ZM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1376.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Automatic Data Processing Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADP. |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1513.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Crowdstrike Holdings Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRWD |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1414.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank Leumi Le-Israel BM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUMI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1.99000000 |
| 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). | 7.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1482.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Walgreens Boots Alliance Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WBA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1435.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -9.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1509.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 3.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1354.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABNB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -917.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | III |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 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). | 9.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1474.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sherwin-Williams Co/The |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1432.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1173.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hartford Financial Services Gr |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HIG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1529.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEXAB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENG |
| iii. Number 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. | 488.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seattle Genetics Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGEN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1647.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -35.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1469.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zurich Insurance Group AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZURN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1589.00000000 |
| 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). | -44.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1456.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1408.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Citizens Financial Group Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1628.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Host Hotels & Resorts Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HST |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -93.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1520.55000000 |
| 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). | 0.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 466.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Computershare Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMSQF |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 105.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1387.55000000 |
| 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). | 8.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1362.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Charles River Laboratories Int |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1409.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -910.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Idemitsu Kosan Co Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zebra 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). | ZBRA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1361.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DASH |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1399.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ETSY |
| iii. Number 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. | -1387.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Endeavour Group Ltd/Australia |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDV |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 94.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Align Technology Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALGN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1291.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 6.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1428.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Northern Star Resources Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NST |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -125.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -554.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 4.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1434.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Home Depot Inc/The |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HD |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1470.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Smurfit Kappa Group 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). | SKG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1025.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EOAN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 727.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVLR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1395.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mazda Motor Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7261 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -173.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13.62000000 |
| 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). | -38.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1706.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tokyo Century Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8439 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IQVIA Holdings Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IQV |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1405.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -33.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1482.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTNT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1466.49000000 |
| 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). | -1.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -135.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chocoladefabriken Lindt & Spru |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LISN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1165.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAYN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -468.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -64.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1607.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Regency Centers Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1491.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortis Inc/Canada |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1168.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NTAP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 663.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RPM International Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RPM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1485.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOKIA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -274.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1754.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAYX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1554.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4755 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -148.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMBUB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -44.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -203.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mid-America Apartment Communit |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1497.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EQNR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 52.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IPG Photonics Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPGP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1439.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hewlett Packard Enterprise Co |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HPE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1581.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8053 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Paint Holdings Co Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4612 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INTU |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1444.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -56.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1429.54000000 |
| 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). | 0.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 413.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EOG 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). | EOG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1636.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AV/ |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 187.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -5.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1419.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1576.75000000 |
| 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). | 12.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1462.72000000 |
| 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). | 5.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1411.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AME |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1433.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 13.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1505.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NESN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1586.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gjensidige Forsikring ASA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GJF |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 48.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Media Corp-Liberty For |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FWONK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1561.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kinross Gold Corp |
At least one of the following other identifiers:
| Identifier. | 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). | -23.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -100.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 9.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1399.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 6.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1495.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Motorola Solutions Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MSI |
| iii. Number 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. | 1471.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 7.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1461.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Taisho Pharmaceutical 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). | 4581 |
| iii. Number 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. | 7.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Regions Financial Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RF |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -76.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1627.03000000 |
| 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). | ZG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1394.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Groupe Bruxelles Lambert 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). | GBLB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1227.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zimmer Biomet Holdings Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZBH |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1500.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian Imperial Bank of Comm |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1154.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HFG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1602.98000000 |
| 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). | 0.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1535.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aeroports de Paris |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -957.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LEN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -731.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ramsay Health Care Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RHC |
| iii. Number 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. | 895.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hilton Worldwide Holdings Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HLT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1514.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Telekom AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DTE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 592.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CARLB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 207.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NXP Semiconductors NV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NXPI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1407.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TE Connectivity Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1455.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Generac 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). | GNRC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1421.21000000 |
| 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). | 12.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1467.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keysight Technologies Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEYS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1392.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADBE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1322.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sharp Corp/Japan |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6753 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vistra 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). | VST |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -85.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1455.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Rentals Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | URI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1557.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WiseTech Global Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WTC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1104.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | YUM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1447.33000000 |
| 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). | -22.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1541.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daiwa House REIT Investment 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). | 8984 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Phoenix Group Holdings PLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PHNX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 168.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DDOG |
| iii. Number 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. | -1495.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LVMH Moet Hennessy Louis Vuitt |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1392.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WELL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -527.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Siemens Gamesa Renewable Energ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGRE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1292.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Molson Coors Brewing 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). | TAP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1533.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OCDO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CDW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1432.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Blackstone 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). | BX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1309.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Siemens Healthineers AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1649.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DIA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1550.77000000 |
| 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). | 12.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1478.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 6.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1396.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Industrivarden AB. |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INDUA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 80.41000000 |
| 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). | 24.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1434.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cheniere Energy Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1689.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McDonald's Holdings Co Japan L |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Interpublic Group of Cos Inc/T |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1490.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | T&D Holdings Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8795 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -105.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Neurocrine Biosciences Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NBIX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1504.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vail Resorts Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1628.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -235.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1823.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Baloise Holding AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BALN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1463.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7752 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -149.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Anglo American PLC |
At least one of the following other identifiers:
| Identifier. | 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). | -34.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1563.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fisher & Paykel Healthcare Cor |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FPH |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -630.53000000 |
| 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). | 0.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 0.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 66 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 266.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 184.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MOS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1609.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lamb Weston Holdings Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1509.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LIN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1426.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVTR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1437.88000000 |
| 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). | -56.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1662.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SINCH |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -161.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Exact Sciences Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXAS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1336.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APTV |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1529.98000000 |
| 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). | 7.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1509.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 13.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1502.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Newell Brands Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NWL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1071.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1452.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Johnson Controls International |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JCI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1372.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ASM International NV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ASM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1584.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 7.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1470.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spark New Zealand Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 150.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 343.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -66.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -961.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SS&C Technologies 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). | SSNC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1483.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Telegraph & Telephone C |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9432 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HLMA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Associated British Foods PLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABF |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kinder Morgan 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). | KMI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1576.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -887.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DISCK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1414.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Takeda Pharmaceutical Co Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4502 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koninklijke Vopak NV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VPK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1141.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Boston Beer 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). | SAM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1491.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRYG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 198.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4523 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -3.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1354.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -20.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1363.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -5.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1427.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oak Street 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). | OSH |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1226.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ACS Actividades de Construccio |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -54.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1731.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Peloton Interactive Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PTON |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1273.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bayerische Motoren Werke AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMW3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 447.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Woolworths Group Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WOW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1077.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1611.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -485.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -36.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1495.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Discover Financial Services |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DFS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1504.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Global 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). | LBTYA |
| iii. Number 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. | 1558.81000000 |
| 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). | 20.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1500.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Bank of Canada |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1179.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 10X Genomics Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TXG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1348.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 823 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 96.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Industrivarden AB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INDUC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 124.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 8.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1453.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 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). | -31.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1527.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 508.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Power Corp of Canada |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | POW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1156.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1429.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Singapore Technologies Enginee |
At 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). | 446.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 922.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -4.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1369.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROKU |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1463.81000000 |
| 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). | -11.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1399.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 959.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 58.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1214.83000000 |
| 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). | 11.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1482.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IBE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 475.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NVCR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1342.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arrow Electronics Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1491.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORSTED |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -99.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1094.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ballard Power 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). | BLDP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -590.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Melrose Industries PLC |
At least one of the following other identifiers:
| Identifier. | 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). | -111.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Assicurazioni Generali SpA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | G |
| iii. Number 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. | 1789.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Las Vegas Sands Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LVS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1442.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 20.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1575.39000000 |
| 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). | 17.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1455.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Media Corp-Liberty Sir |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LSXMA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1491.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 19.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1455.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAMPO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1372.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VIFN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1624.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FUJIFILM Holdings Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4901 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INVEB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 163.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MGM Resorts International |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MGM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1562.18000000 |
| 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). | 27.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1496.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Analog Devices Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1468.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BIM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -747.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wm Morrison Supermarkets 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). | MRW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -374.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1576.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Invitation Homes Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INVH |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 198.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Evonik Industries AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1739.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Guidewire Software Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GWRE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1505.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AMC Entertainment 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). | AMC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -831.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Valero Energy Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VLO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1629.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Internet AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UTDI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -894.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 23.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1322.60000000 |
| 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). | 12.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1446.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1728.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 707.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INPST |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -778.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INFO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 600.86000000 |
| 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). | 6.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1439.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cie Generale des Etablissement |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ML |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1724.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTLT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1469.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carlyle 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). | CG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1392.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 0.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1416.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swatch Group AG/The |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UHR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 386.44000000 |
| 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). | -9.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1411.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTB |
| iii. Number 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. | -1643.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Logitech International SA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LOGN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1536.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 11.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1453.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Direct Line Insurance Group PL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DLG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 232.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BTO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -217.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -587.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MEIJI Holdings Co Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2269 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4385 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Severn Trent PLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SVT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUBS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1469.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dell 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). | DELL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1556.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9434 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Baker Hughes a GE 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). | BKR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 731.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Palantir Technologies Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PLTR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1267.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dassault Systemes SE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DSY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1564.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOV |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1437.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KKR |
| iii. Number 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. | 1378.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teladoc Health Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TDOC |
| iii. Number 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. | -1341.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HKT Trust & HKT Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6823 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 427.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 75.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teledyne Technologies Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TDY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1526.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Delivery Hero SE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DHER |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -266.14000000 |
| 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). | 9.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1491.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1025.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fifth Third Bancorp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FITB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1035.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -153.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1476.74000000 |
| 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). | 3.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1423.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Red Electrica Corp 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). | REE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1713.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Xinyi Glass Holdings Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 868 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -70.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8058 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Duke 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). | DRE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1456.43000000 |
| 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). | -36.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1539.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LEA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1537.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNAP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1496.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vestas Wind Systems A/S |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VWS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -210.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kansai Paint Co Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4613 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brookfield Renewable Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BEPC |
| iii. Number 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. | -543.58000000 |
| 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). | 10.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1506.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 11.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1501.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vertex Pharmaceuticals Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VRTX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1458.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6920 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -0.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -4.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1383.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ON Semiconductor Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ON |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 579.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 0.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1428.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bentley 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). | BSY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1354.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Trade Desk 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). | TTD |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1466.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLVT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1371.83000000 |
| 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). | 53.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1483.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1928 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -686.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -181.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALV |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1523.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1440.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FMC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1446.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -106.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -821.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 5.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1488.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rolls-Royce Holdings PLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RR/ |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -992.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25.28000000 |
| 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). | 9.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1504.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 6.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1409.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Boston Scientific Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BSX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1470.67000000 |
| 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). | 9.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1471.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Simon Property Group Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1499.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sonova Holding AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SOON |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1517.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 4.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1410.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -37.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1495.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -27.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1407.98000000 |
| 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). | -6.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1356.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Great-West Lifeco Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GWO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1179.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 7.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1504.83000000 |
| 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). | 27.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1449.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EssilorLuxottica SA |
At least one of the following other identifiers:
| Identifier. | 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). | 7.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1672.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TMV |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1546.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOCU |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1403.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -166.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -509.94000000 |
| 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). | 26.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1439.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jeronimo Martins SGPS 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). | JMT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 518.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9735 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNOW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1418.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1821 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -182.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -71.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGSN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1536.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spirax-Sarco Engineering PLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teva Pharmaceutical 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). | TEVA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -76.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -744.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mizrahi Tefahot Bank 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). | MZTF |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 0.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SITC International 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). | 1308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -359.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -165.64000000 |
| 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). | 6.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 975.57000000 |
| 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). | 43.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1471.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Venture Corp 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). | VMS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Global 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). | GPN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 376.66000000 |
| 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). | 9.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1461.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ashtead Group PLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AHT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cognizant Technology 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). | CTSH |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1479.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LYFT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1554.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WIX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1401.66000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2022-07-28 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0.00000000 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 285605.74000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13329.47000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | Long: GSISXT11D TRS USD R E GSISXT11/BBG00GM1JQ27 / Short: GSISXT11D TRS USD P F .15000 .15 FIXED PERCENTAGE |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | GSISXT11D |
| 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 | 1110492.10000000 |
| 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. | -85442.62000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -3.99756863204 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
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. | GS Cross Asset Trend Risk Parity |
| Index identifier, if any. | GSISXT11 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | S&P500 EMINI FUT Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESZ1 |
| iii. Number 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. | 44576.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US 2YR NOTE (CBT) Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TUZ1 |
| iii. Number 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. | 815765.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-BUND FUTURE Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RXZ1 |
| iii. Number 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. | 145913.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SWISS MKT IX FUTR Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMZ1 |
| iii. Number 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. | 48749.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY EURO$ FUTR Mar23 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDH3 |
| iii. Number 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. | 375031.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOUTH KOREAN WON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KRW |
| iii. Number 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. | -83.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD |
| iii. Number 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. | -30341.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US 5YR NOTE (CBT) Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FVZ1 |
| iii. Number 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. | 128077.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | INDONESIAN RUPIAH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IDR |
| iii. Number 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. | 9.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY STERLING FU Dec22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L Z2 |
| iii. Number 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. | -1791420.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OMXS30 IND FUTURE Oct21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QCV1 |
| iii. Number 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. | 3845.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TOPIX INDX FUTR Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TPZ1 |
| iii. Number 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. | 271.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NASDAQ 100 E-MINI Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NQZ1 |
| iii. Number 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. | 41939.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY STERLING FU Mar23 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L H3 |
| iii. Number 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. | -1790605.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US LONG BOND(CBT) Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USZ1 |
| iii. Number 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. | 160839.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MXN |
| iii. Number 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. | 3230.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE 100 IDX FUT Dec21 |
At 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 Z1 |
| iii. Number 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. | 52252.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SET50 FUTURES Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BCZ1 |
| iii. Number 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. | 1075.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3MO EURO EURIBOR Jun22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERM2 |
| iii. Number 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. | -842988.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | E-Mini Russ 2000 Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RTYZ1 |
| iii. Number 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. | 23691.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE/MIB IDX FUT Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STZ1 |
| iii. Number 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. | 33430.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY STERLING FU Mar22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L H2 |
| iii. Number 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. | -821729.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3MO EURO EURIBOR Dec22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERZ2 |
| iii. Number 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. | -992444.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AUSTRALIAN DOLLAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AUD |
| iii. Number 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. | -40108.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAC40 10 EURO FUT Oct21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFV1 |
| iii. Number 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. | 36733.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK |
| iii. Number 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. | -4882.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3MO EURO EURIBOR Mar23 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERH3 |
| iii. Number 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. | -1422742.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RUB |
| iii. Number 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. | 911.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GBP |
| iii. Number 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. | 0.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SPI 200 FUTURES Oct21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XPV1 |
| iii. Number 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. | 32765.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EUR |
| iii. Number 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. | 0.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P/TSX 60 IX FUT Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PTZ1 |
| iii. Number 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. | 36153.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-BOBL FUTURE Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OEZ1 |
| iii. Number 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. | 291415.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AMSTERDAM IDX FUT Oct21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EOV1 |
| iii. Number 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. | 42120.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HSCEI Futures Oct21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HCV1 |
| iii. Number 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. | -2094.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LONG GILT FUTURE Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | G Z1 |
| iii. Number 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. | -254730.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PHILIPPINES PESO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PHP |
| iii. Number 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. | -1860.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY EURO$ FUTR Jun22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDM2 |
| iii. Number 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. | 1357979.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HUNGARIAN FORINT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUF |
| iii. Number 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. | 30.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY STERLING FU Jun22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L M2 |
| iii. Number 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. | -1793311.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF |
| iii. Number 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. | 0.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US 10YR NOTE (CBT)Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TYZ1 |
| iii. Number 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. | 160322.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY EURO$ FUTR Mar22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDH2 |
| iii. Number 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. | 1358551.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRL |
| iii. Number 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. | 5216.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | China Offshore Spot |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNH |
| iii. Number 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. | 23521.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD |
| iii. Number 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. | -0.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLP |
| iii. Number 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. | -58.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DAX INDEX FUTURE Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GXZ1 |
| iii. Number 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. | 41213.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IBEX 35 INDX FUTR Oct21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IBV1 |
| iii. Number 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. | 34610.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOUTH AFRICAN RAND |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZAR |
| iii. Number 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. | 2204.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE/JSE TOP 40 Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIZ1 |
| iii. Number 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. | -1672.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PLN |
| iii. Number 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. | -9550.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY EURO$ FUTR Dec22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDZ2 |
| iii. Number 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. | 734489.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY |
| iii. Number 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. | -0.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CZK |
| iii. Number 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. | 2385.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPN 10Y BOND(OSE) Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JBZ1 |
| iii. Number 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. | 2979.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HANG SENG IDX FUT Oct21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HIV1 |
| iii. Number 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. | -2594.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NEW ZEALAND DOLLAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NZD |
| iii. Number 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. | 23571.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MSCI EmgMkt Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MESZ1 |
| iii. Number 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. | -15310.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ILS |
| iii. Number 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. | 38193.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TWD |
| iii. Number 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. | 3820.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3MO EURO EURIBOR Mar22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERH2 |
| iii. Number 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. | 1554989.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INR |
| iii. Number 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. | 1686.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO STOXX 50 Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VGZ1 |
| iii. Number 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. | 37789.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK |
| iii. Number 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. | 3428.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KOSPI2 INX FUT Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMZ1 |
| iii. Number 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. | 28.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SINGAPORE DOLLAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGD |
| iii. Number 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. | 16772.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-SCHATZ FUT Dec21 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DUZ1 |
| iii. Number 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. | -1473784.47000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.15000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | -1232.19000000 |
| ii. Termination or maturity date. | 2022-02-04 |
| 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. | 1110492.10000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -85442.62000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Nomura Global Financial Products Inc. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 0Z3VO5H2G7GRS05BHJ91 |
| c. Title of the issue or description of the investment. | Long: NMSY2RNU1 TRS USD R E BBG00F0X8FW6/NMSY2RNU / Short: NMSY2RNU1 TRS USD P F .15000 FIXED 0.15 PERCENTAGE |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | NMSY2RNU1 |
| 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 | 299999.99000000 |
| 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. | 7352.51000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.343998853766 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Nomura Global Financial Products Inc. |
| LEI (if any) of counterparty. | 0Z3VO5H2G7GRS05BHJ91 |
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. | Nomura G10 FX Mean Reversion 25x |
| Index identifier, if any. | NMSY2RNU |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | 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). | JPY |
| iii. Number 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. | 132.47000000 |
| ISO Currency Code. | United States Dollar |
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). | GBP |
| iii. Number 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. | 37558.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK |
| iii. Number 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. | 19.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NEW ZEALAND DOLLAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NZD |
| iii. Number 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. | 16082.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK |
| iii. Number 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. | -3330.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD |
| iii. Number 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. | -28140.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF |
| iii. Number 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. | 15616.37000000 |
| ISO Currency Code. | United States Dollar |
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). | AUD |
| iii. Number 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. | -1677.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EUR |
| iii. Number 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. | 21860.10000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.15000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | -332.87000000 |
| ii. Termination or maturity date. | 2022-02-04 |
| 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. | 299999.99000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 7352.51000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Deutsche Bank Securities Inc. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 9J6MBOOO7BECTDTUZW19 |
| c. Title of the issue or description of the investment. | Long: DBVSCVP81 TRS USD R E BBG00K62F999 / Short: DBVSCVP81 TRS USD P F .00000 PAY FIX 0 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 | DBVSCVP81 |
| 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 | 444323.77000000 |
| 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. | 3163.30000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.148000012800 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Deutsche Bank Securities Inc. |
| LEI (if any) of counterparty. | 9J6MBOOO7BECTDTUZW19 |
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. | DB Synthetic Long Vol Strategy Break-Out Momentum |
| Index identifier, if any. | DBVSCVP8 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | Deutsche Bank Duration Bias US |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DBDRUS10 |
| iii. Number 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. | -20160.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Bank Duration Bias EU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DBDREU10 |
| iii. Number 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. | -46753.68000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2022-07-07 |
| 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. | 444323.77000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 3163.30000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | 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: BEFSEB052 TRS USD R E BEFSEB052 / Short: BEFSEB052 TRS USD P F .00000 FIXED 0.00 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 | BEFSEB052 |
| 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 | 780007.84000000 |
| 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. | -2844.52000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.13308538438 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | 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 EB05 strategy |
| Index identifier, if any. | BEFSEB05 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | Barclays EB05 strategy |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BEFSEB05 |
| iii. Number 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. | 777163.32000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2022-07-08 |
| 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. | 780007.84000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -2844.52000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | J.P. Morgan Securities 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. | ZBUT11V806EZRVTWT807 |
| c. Title of the issue or description of the investment. | Long: JPMZVEL11 TRS USD R E JPMZVEL11/BBG00FQMX7M3 / Short: JPMZVEL11 TRS USD P F .00000 0.00 FIXED BULLET |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | JPMZVEL11 |
| 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 | 263862.37000000 |
| 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. | 2074.31000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.097049886685 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | J.P. Morgan Securities LLC |
| LEI (if any) of counterparty. | ZBUT11V806EZRVTWT807 |
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. | J.P. Morgan FX Momentum Index |
| Index identifier, if any. | JPMZVEL1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MXN |
| iii. Number 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. | -14.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EUR |
| iii. Number 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. | -341.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY |
| iii. Number 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. | 18.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GBP |
| iii. Number 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. | -2775.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOUTH AFRICAN RAND |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZAR |
| iii. Number 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. | -297.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AUSTRALIAN DOLLAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AUD |
| iii. Number 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. | -212.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NEW ZEALAND DOLLAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NZD |
| iii. Number 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. | 606.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK |
| iii. Number 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. | -33.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRY |
| iii. Number 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. | -425.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PLN |
| iii. Number 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. | 379.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HUNGARIAN FORINT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUF |
| iii. Number 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. | 14.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK |
| iii. Number 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. | -220.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RUB |
| iii. Number 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. | 60.69000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2022-02-04 |
| 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. | 263862.37000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 2074.31000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
