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. | 37522.08000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 1.812191940825 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |  Long Short  N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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. | S&P 500 Total Return 4 JAN 1988 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 485443.08000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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 | -895.83000000 |
| 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. | 37522.08000000 |
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. | 294.99000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.014247038027 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7797.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44946.09000000 |
| 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 | 132.18000000 |
| 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. | 294.99000000 |
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 | 201284.55000000 |
| 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. | -468.94000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.02264824574 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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 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). | ESH2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 0.00000000 |
| 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 | -26.56000000 |
| 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. | 201284.55000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -468.94000000 |
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 | 2119850.30300000 |
| 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. | 2120062.29000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 102.3919728326 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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. | 69974.16000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 3.379519707277 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-commodity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief 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-Index Trust |
| Index identifier, if any. | GSG |
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. | iShares S&P GSCI Commodity Ind |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GSG |
| iii. Number 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. | 388858.97000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | ICE Libor USD 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 | -2311.81000000 |
| 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. | 69974.16000000 |
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. | 20565.95000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.993267133522 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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). | 0.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 337.49000000 |
| 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). | 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). | 550667.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 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). | 1390.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 440637.07000000 |
| 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). | -175.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21098.36000000 |
| 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). | 328.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69062.28000000 |
| 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). | 291882.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4801.35000000 |
| 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). | 23081.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 506.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 166663.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 166663.84000000 |
| 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). | 2375.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 405737.66000000 |
| 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). | -47963.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -548.52000000 |
| 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). | -1020.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4801.35000000 |
| 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). | 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). | -395041.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -510921.53000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.10000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | -394.55000000 |
| 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. | 20565.95000000 |
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. | 46906.71000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 2.265438425392 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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). | -46.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1804.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ECL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 821.34000000 |
| 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). | 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). | -11.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1811.75000000 |
| 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). | 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). | 9.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1670.88000000 |
| 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). | -40.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wynn Resorts Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WYNN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1744.61000000 |
| 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). | 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). | -29.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4.57000000 |
| 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). | 5.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1646.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SolarEdge Technologies Inc |
At least one of the following other identifiers:
| Identifier. | 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). | -5.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1615.68000000 |
| 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). | 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). | 49.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1826.70000000 |
| 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). | AZO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1722.69000000 |
| 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). | NOW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 694.39000000 |
| 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). | -36.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -84.05000000 |
| 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). | 10.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1811.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MSFT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1710.79000000 |
| 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). | SAP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1929.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 13.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1670.53000000 |
| 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). | 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). | -12.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1648.24000000 |
| 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). | 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). | 14.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1701.88000000 |
| 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). | 10.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1974.92000000 |
| 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). | 19.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1690.71000000 |
| 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). | 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). | 19.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1699.88000000 |
| 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). | SBRY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -416.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21.09000000 |
| 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). | -122.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1241.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Estee Lauder Cos Inc/The |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1687.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Western Union Co/The |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WU |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1594.60000000 |
| 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). | MCK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1495.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -1.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -170.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -25.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -924.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Affirm Holdings Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AFRM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1674.87000000 |
| 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). | 21.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12.59000000 |
| 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). | 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). | 25.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13.81000000 |
| 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). | 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). | -53.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14.59000000 |
| 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). | BT/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). | -329.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Santen Pharmaceutical Co Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4536 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11.28000000 |
| 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). | -48.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1620.46000000 |
| 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). | -1522.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -197.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSON |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -162.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18.33000000 |
| 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). | 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). | -5.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2175.51000000 |
| 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). | 21.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1316.81000000 |
| 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). | 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). | 77.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1726.21000000 |
| 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). | 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). | 4.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 926.83000000 |
| 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). | 11.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1720.92000000 |
| 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). | 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). | -134.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1682.38000000 |
| 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). | 0.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 937.37000000 |
| 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). | NVAX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -281.44000000 |
| 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). | 76.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23.54000000 |
| 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). | -145.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1946.12000000 |
| 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). | OKTA |
| iii. Number 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. | 342.41000000 |
| 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). | 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). | 20.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1930.89000000 |
| 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). | 11.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 799.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GVC 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). | ENT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24.43000000 |
| 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). | -3.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -155.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nissin Foods Holdings Co Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2897 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11.41000000 |
| 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). | 12.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1684.76000000 |
| 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). | BXB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 182.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1025.67000000 |
| 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). | 19.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1680.07000000 |
| 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). | -4.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1664.58000000 |
| 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). | 27.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1386.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SVB Financial Group |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIVB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1643.07000000 |
| 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). | 109.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1643.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koninklijke DSM 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). | DSM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1774.83000000 |
| 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). | 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). | 1.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 818.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UN01 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 860.47000000 |
| 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). | 2914 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MercadoLibre Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MELI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1240.86000000 |
| 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). | NVDA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1712.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -541.85000000 |
| 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). | 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). | 0.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 541.59000000 |
| 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). | T |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1714.74000000 |
| 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). | DSV |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 192.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EPAM Systems Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EPAM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 730.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1684.38000000 |
| 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). | 0.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1720.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UnitedHealth Group Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNH |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1683.82000000 |
| 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). | 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). | 9.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23.30000000 |
| 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). | -32.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1576.65000000 |
| 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). | 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). | -8.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1656.90000000 |
| 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). | -53.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1064.18000000 |
| 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). | -5.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3.80000000 |
| 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). | PUM |
| iii. Number 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. | 861.21000000 |
| 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). | SE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -97.10000000 |
| 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). | -9.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1666.57000000 |
| 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). | 7.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1757.70000000 |
| 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). | -1.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -398.04000000 |
| 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). | 7.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1701.46000000 |
| 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). | CA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -95.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1996.54000000 |
| 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). | -33.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1750.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -9.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1617.54000000 |
| 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). | 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). | 4.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1759.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Broadband Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LBRDK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 622.73000000 |
| 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). | 9.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1634.17000000 |
| 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). | 4.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1671.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 34.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1347.21000000 |
| 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). | -23.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1651.45000000 |
| 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). | 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). | 69.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1840.71000000 |
| 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). | -11.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1718.81000000 |
| 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). | 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). | -41.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1786.86000000 |
| 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). | 3.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1878.43000000 |
| 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). | -43.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1801.85000000 |
| 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). | 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). | -3.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1818.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hannover Rueck SE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HNR1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 788.43000000 |
| 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). | -35.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1657.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bureau Veritas SA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BVI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 447.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Horizon Pharma Plc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HZNP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1727.09000000 |
| 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). | -74.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1296.35000000 |
| 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). | 1.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1791.35000000 |
| 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). | CPU |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1065.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | General Electric Co |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1684.93000000 |
| 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). | 10.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1749.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bachem Holding AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BANB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1429.17000000 |
| 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). | 2.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1661.52000000 |
| 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). | 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). | -11.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1703.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marathon Petroleum Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MPC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 845.89000000 |
| 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). | 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). | -7.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1657.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EDP - Energias de Portugal 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). | EDP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 592.67000000 |
| 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). | TWTR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1634.21000000 |
| 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). | 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). | 7.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1742.24000000 |
| 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). | 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). | 4.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1709.11000000 |
| 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). | 4.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1716.73000000 |
| 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). | 18.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1137.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wolters Kluwer NV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WKL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1255.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FleetCor 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). | FLT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1709.60000000 |
| 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). | -48.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3.25000000 |
| 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). | -43.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1838.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seagate Technology PLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9993232D |
| iii. Number 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. | -1785.13000000 |
| 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). | -16.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Croda International PLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRDA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Williams Cos Inc/The |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WMB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1646.38000000 |
| 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). | 6.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1750.02000000 |
| 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). | 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). | 5.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1839.41000000 |
| 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). | -25.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1649.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Grid PLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NG/ |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Erste Group Bank 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). | EBS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 539.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of Nova Scotia/The |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BNS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1360.25000000 |
| 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). | 22.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 875.09000000 |
| 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). | 16.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1673.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 13.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1808.87000000 |
| 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). | 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). | -165.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14.39000000 |
| 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). | 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). | -18.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -74.79000000 |
| 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). | 7.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1701.27000000 |
| 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). | -10.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1722.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | salesforce.com Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1659.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OKE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1665.45000000 |
| 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). | 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). | 2.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1676.84000000 |
| 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). | 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). | -70.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1662.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Domino's Pizza Enterprises Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DMP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -967.66000000 |
| 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). | AMGN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1670.45000000 |
| 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). | 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). | -52.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1217.59000000 |
| 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). | 11.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1656.98000000 |
| 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). | 6.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1615.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Credit Suisse 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). | CSGN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -115.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1235.68000000 |
| 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). | 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). | 11.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1689.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kornit Digital Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KRNT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -935.22000000 |
| 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). | 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). | 12.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1699.14000000 |
| 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). | SEV |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1890.81000000 |
| 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). | 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). | 11.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1839.88000000 |
| 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). | 37.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 104.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IEX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1566.12000000 |
| 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). | 28.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1779.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bristol-Myers Squibb Co |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1657.49000000 |
| 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). | 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). | 12.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1675.84000000 |
| 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). | 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). | 6.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1668.39000000 |
| 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). | 6.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1715.46000000 |
| 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). | 15.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6.12000000 |
| 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). | -28.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1770.35000000 |
| 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). | 10.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1329.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Honeywell International Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HON |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1644.03000000 |
| 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). | 13.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1742.83000000 |
| 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). | 14.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1337.60000000 |
| 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). | 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). | -16.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1453.39000000 |
| 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). | 0.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1831.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MF |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 433.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swiss Life 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). | SLHN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1843.18000000 |
| 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). | 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). | -1.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -196.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TFI International Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TFII |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1398.00000000 |
| 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). | SREN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 983.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GN Store Nord A/S |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -268.38000000 |
| 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). | 31.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1190.77000000 |
| 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). | 11.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1854.71000000 |
| 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). | KLAC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -655.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lam Research Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LRCX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1770.75000000 |
| 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). | 10.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1665.92000000 |
| 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). | -4.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1661.76000000 |
| 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). | 12.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1662.18000000 |
| 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). | 8.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1718.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Dainippon Pharma Co 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). | 4506 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -132.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13.22000000 |
| 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). | 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). | 2.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1655.53000000 |
| 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). | COL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1052.95000000 |
| 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). | -78.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1798.19000000 |
| 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). | -4.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1627.51000000 |
| 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). | -38.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1199.10000000 |
| 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). | 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). | 12.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1717.90000000 |
| 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). | -24.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1679.71000000 |
| 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). | 131.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15.70000000 |
| 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). | 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). | -5.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1058.68000000 |
| 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). | -70.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1911.41000000 |
| 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). | -36.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1702.47000000 |
| 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). | 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). | -73.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22.49000000 |
| 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). | 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). | 8.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1801.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JFE Holdings Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5411 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -127.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14.12000000 |
| 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). | ZEN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -861.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -0.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -208.03000000 |
| 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). | 15.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1663.06000000 |
| 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). | 53.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 189.33000000 |
| 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). | 25.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1668.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1748.20000000 |
| 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). | 16.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1661.88000000 |
| 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). | 36.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14.04000000 |
| 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). | 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). | 0.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3.92000000 |
| 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). | 45.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1690.16000000 |
| 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). | 1605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -155.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11.76000000 |
| 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). | -19.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1667.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brown & Brown Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 169.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Edwards Lifesciences Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EW |
| iii. Number 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. | 1790.65000000 |
| 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). | 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). | -221.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1917.76000000 |
| 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). | 10.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1840.96000000 |
| 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). | 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). | -22.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1754.28000000 |
| 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). | 2.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1697.80000000 |
| 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). | 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). | 313.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 216.02000000 |
| 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). | 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). | -45.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1782.27000000 |
| 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). | 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. | 1683.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Advanced Micro Devices Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMD |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1715.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Micron Technology Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MU |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1861.97000000 |
| 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). | -58.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1688.41000000 |
| 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). | 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). | -146.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -205.66000000 |
| 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). | NVEI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1324.01000000 |
| 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). | SDR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14.77000000 |
| 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). | -20.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1625.79000000 |
| 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). | CNP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -61.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1729.50000000 |
| 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). | 8.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1671.06000000 |
| 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). | 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). | 15.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1636.46000000 |
| 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). | SNPS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1725.66000000 |
| 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). | 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). | 6.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1757.60000000 |
| 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). | 20.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1698.88000000 |
| 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). | 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). | 7.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1732.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hitachi Metals 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). | 5486 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14.19000000 |
| 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). | 168.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 357.94000000 |
| 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). | 20.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1695.51000000 |
| 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). | 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). | 39.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23.43000000 |
| 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). | -16.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6.12000000 |
| 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). | 104.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1652.70000000 |
| 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). | 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). | -73.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1675.57000000 |
| 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). | 59.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14.17000000 |
| 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). | 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). | 66.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 252.02000000 |
| 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). | 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). | -26.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13.00000000 |
| 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). | 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). | -5.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1488.54000000 |
| 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). | 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). | -30.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1825.29000000 |
| 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). | 4912 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6.09000000 |
| 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). | 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). | -7.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1683.76000000 |
| 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). | -52.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1755.10000000 |
| 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). | -41.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1484.73000000 |
| 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). | 2.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 245.69000000 |
| 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). | 29.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 601.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kirin Holdings Co Ltd |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13.78000000 |
| 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). | 7.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1961.33000000 |
| 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). | TEN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -160.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1912.14000000 |
| 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). | MTCH |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1063.79000000 |
| 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). | 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). | -7.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1673.28000000 |
| 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). | 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). | -36.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1629.48000000 |
| 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). | 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). | 1.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LKQ |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1750.07000000 |
| 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). | BA/ |
| iii. Number 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. | 12.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sage Group PLC/The |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 151.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shaw 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). | SJR/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). | -56.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1362.16000000 |
| 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). | 15.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 440.13000000 |
| 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). | 11.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 968.96000000 |
| 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). | 16.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1350.23000000 |
| 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). | -12.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1808.53000000 |
| 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). | 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). | 145.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 163.82000000 |
| 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). | 54.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 189.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Financial Group Inc/O |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AFG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1631.03000000 |
| 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). | 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). | 8.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1664.23000000 |
| 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). | -34.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1610.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Signature Bank/New York NY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBNY |
| iii. Number 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. | -1757.24000000 |
| 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). | 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). | 2.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 113.39000000 |
| 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). | 48.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1281.79000000 |
| 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). | 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). | 44.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1658.49000000 |
| 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). | LLY |
| iii. Number 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. | -1636.17000000 |
| 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). | 23.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 49.14000000 |
| 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). | 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). | -6.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1668.34000000 |
| 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). | 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). | -3.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -728.86000000 |
| 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). | -12.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1767.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Waste Connections Inc |
At least one of the following other identifiers:
| Identifier. | 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). | 12.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1702.68000000 |
| 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). | BNR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1359.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Genuine Parts Co |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPC |
| iii. Number 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. | 1703.61000000 |
| 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). | IVZ |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1675.45000000 |
| 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). | 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). | -19.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1471.10000000 |
| 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). | TSLA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1884.45000000 |
| 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. | 1782.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SoFi Technologies Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SOFI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -104.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1656.90000000 |
| 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). | 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). | 119.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1893.75000000 |
| 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). | 44.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1080.93000000 |
| 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). | 47.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1771.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Diamondback Energy Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FANG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1334.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Omnicom Group Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OMC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1475.15000000 |
| 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). | 19.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1663.40000000 |
| 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). | 34.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1739.95000000 |
| 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). | 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). | 19.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1730.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Iron Mountain Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IRM |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1706.02000000 |
| 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). | 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). | 25.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1468.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Annaly Capital 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). | NLY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 205.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1603.49000000 |
| 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). | PODD |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1699.71000000 |
| 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). | 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). | -9.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1867.11000000 |
| 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). | FB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1659.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PayPal Holdings Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PYPL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1293.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ASAN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1832.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telecom Italia SpA/Milano |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TIT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3328.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1869.45000000 |
| 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). | INVEA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Broadband Corp. |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LBRDA |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1179.32000000 |
| 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). | 31.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1627.95000000 |
| 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). | 9.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1683.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola Europacific Partners |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCEP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -395.23000000 |
| 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). | 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). | 14.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1662.76000000 |
| 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). | 36.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1671.71000000 |
| 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). | 51.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1909.79000000 |
| 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). | 14.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1648.35000000 |
| 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). | 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). | -22.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14.63000000 |
| 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). | 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). | -5.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1744.71000000 |
| 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). | 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). | 31.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1931.72000000 |
| 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). | 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). | -135.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1855.17000000 |
| 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). | DLTR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1667.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Evolution Gaming 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). | EVO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27.24000000 |
| 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). | 6.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1662.20000000 |
| 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). | 10.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1961.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bill.com 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). | BILL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1767.53000000 |
| 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). | 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). | 0.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1650.89000000 |
| 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). | -8.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1584.38000000 |
| 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). | 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). | -10.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1657.20000000 |
| 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). | 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). | 16.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1672.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Trend Micro Inc/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). | 4704 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3.47000000 |
| 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). | AES |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1662.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Advance Auto Parts Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AAP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1107.27000000 |
| 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). | EQT |
| iii. Number 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. | -119.63000000 |
| 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). | 26.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13.74000000 |
| 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). | 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). | -30.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13.43000000 |
| 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). | 1.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 0.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -2.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1674.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rivian 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). | RIVN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1574.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Capitaland Investment Ltd/Sing |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -341.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -641.31000000 |
| 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). | 3.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 223.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 107.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coinbase Global Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COIN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1687.66000000 |
| 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). | -90.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1641.17000000 |
| 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). | 27.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1890.75000000 |
| 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). | 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). | 9.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1741.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alnylam Pharmaceuticals Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALNY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1516.10000000 |
| 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). | -1.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -175.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Realty Income Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | O |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1748.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nuance 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). | NUAN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1659.78000000 |
| 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). | SYD |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -135.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -25.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1127.14000000 |
| 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). | 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). | -135.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1639.38000000 |
| 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). | 4.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1753.44000000 |
| 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). | 31.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 775.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Xinyi Glass Holdings Ltd |
At least one of the following other identifiers:
| Identifier. | 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). | -203.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -65.34000000 |
| 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). | 26.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1733.51000000 |
| 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). | -40.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1710.92000000 |
| 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). | 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). | 9.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1702.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | -36.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1739.04000000 |
| 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). | VIV |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -129.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1991.90000000 |
| 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). | -54.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -256.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daimler Truck Holding AG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DTG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -44.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1871.71000000 |
| 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). | -2.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -69.91000000 |
| 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). | 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). | 13.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1589.65000000 |
| 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). | TER |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1707.49000000 |
| 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). | 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). | -5.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15.61000000 |
| 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). | 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). | -8.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1876.94000000 |
| 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). | 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). | 0.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1657.36000000 |
| 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). | -18.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1738.84000000 |
| 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). | 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). | -69.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1642.41000000 |
| 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). | 7.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 281.16000000 |
| 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). | 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). | -749.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -223.76000000 |
| 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). | FICO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1754.70000000 |
| 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). | 4452 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 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). | 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). | -133.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -989.99000000 |
| 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). | -789.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17.79000000 |
| 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). | 9.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1678.03000000 |
| 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). | 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). | 6.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1748.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 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). | 40.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1736.50000000 |
| 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). | 9.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1661.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3626 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8.01000000 |
| 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). | 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). | -55.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1677.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Darden Restaurants Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DRI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1544.86000000 |
| 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). | -0.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3.45000000 |
| 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). | 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). | 8.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1704.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ULTA |
| iii. Number 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. | 1769.28000000 |
| 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). | 28.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1668.48000000 |
| 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). | 7.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1920.29000000 |
| 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). | 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). | -11.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1678.23000000 |
| 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). | 27.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1736.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 23.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14.18000000 |
| 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). | 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). | -4.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1684.95000000 |
| 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). | 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). | 0.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1849.22000000 |
| 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). | -201.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1614.58000000 |
| 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). | 26.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3.26000000 |
| 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). | -418.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -193.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Western Digital Corp |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WDC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1900.63000000 |
| 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). | 10.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1678.04000000 |
| 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). | 100.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1012.33000000 |
| 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). | 13.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1760.81000000 |
| 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). | 9.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1689.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Roper Technologies Inc |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1669.35000000 |
| 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). | 19.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1731.55000000 |
| 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). | 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). | -44.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1885.42000000 |
| 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. | 46906.71000000 |
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. | -77933.10000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -3.76391009622 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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 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). | ESH2 |
| iii. Number 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. | 29809.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US LONG BOND(CBT) 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). | USH2 |
| iii. Number 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. | 74949.00000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -93.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KOSPI2 INX FUT 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). | KMH2 |
| iii. Number 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. | 4.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3MO EURO EURIBOR Jun23 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERM3 |
| iii. Number 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. | -722591.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SET50 FUTURES 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). | BCH2 |
| iii. Number 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. | 1050.89000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -58982.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DAX INDEX FUTURE 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). | GXH2 |
| iii. Number 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. | 23568.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE/JSE TOP 40 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). | AIH2 |
| iii. Number 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. | 1604.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3 MONTH SOFR FUT Sep22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SFRU2 |
| iii. Number 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. | -628407.71000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE/MIB IDX FUT 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). | STH2 |
| iii. Number 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. | 27762.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AMSTERDAM IDX FUT Jan22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EOF2 |
| iii. Number 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. | 30016.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TOPIX INDX 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). | TPH2 |
| iii. Number 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. | 196.47000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -505.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3MO EURO EURIBOR Sep22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERU2 |
| iii. Number 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. | -392692.74000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 724724.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IBEX 35 INDX FUTR Jan22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IBF2 |
| iii. Number 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. | -15504.95000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47406.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE 100 IDX FUT 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). | Z 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45266.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HANG SENG IDX FUT Jan22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HIF2 |
| iii. Number 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. | -2962.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPN 10Y BOND(OSE) 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). | JBH2 |
| iii. Number 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. | 2119.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7203.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US 5YR NOTE (CBT) 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). | FVH2 |
| iii. Number 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. | -253862.50000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -723031.17000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 622.22000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 0.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-BUND FUTURE 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). | RXH2 |
| iii. Number 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. | 119012.21000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 0.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-SCHATZ FUT 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). | DUH2 |
| iii. Number 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. | 518650.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US 10YR NOTE (CBT)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). | TYH2 |
| iii. Number 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. | -149329.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ICE 3MTH SONIA 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). | SFIM2 |
| iii. Number 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. | -870868.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-BOBL FUTURE 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). | OEH2 |
| iii. Number 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. | 136047.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HSCEI Futures Jan22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HCF2 |
| iii. Number 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. | -2610.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OMXS30 IND FUTURE Jan22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QCF2 |
| iii. Number 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. | 2804.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3 MONTH SOFR FUT 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). | SFRM2 |
| iii. Number 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. | -629748.51000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 889.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ICE 3MTH SONIA 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). | SFIH3 |
| iii. Number 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. | -847624.48000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -191.40000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -0.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SPI 200 FUTURES Jan22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XPF2 |
| iii. Number 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. | 25512.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ICE 3MTH SONIA FU Sep22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SFIU2 |
| iii. Number 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. | -848632.54000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8351.48000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29175.82000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -0.22000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -54.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2268.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ICE 3MTH SONIA FU Jun23 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SFIM3 |
| iii. Number 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. | -868255.93000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17957.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US 2YR NOTE (CBT) 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). | TUH2 |
| iii. Number 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. | -792065.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LONG GILT FUTURE 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). | G 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 93164.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAC40 10 EURO FUT Jan22 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFF2 |
| iii. Number 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. | 28884.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P/TSX 60 IX FUT 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). | PTH2 |
| iii. Number 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. | 27854.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3 MONTH SOFR FUT Jun23 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SFRM3 |
| iii. Number 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. | -624281.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NASDAQ 100 E-MINI 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). | NQH2 |
| iii. Number 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. | 22472.22000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 0.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3 MONTH SOFR FUT 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). | SFRH3 |
| iii. Number 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. | -625504.31000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3548.71000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38258.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 24928.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO STOXX 50 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). | VGH2 |
| iii. Number 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. | 26734.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SWISS MKT IX 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). | SMH2 |
| iii. Number 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. | 38649.39000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5213.75000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 721.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MSCI EmgMkt 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). | MESH2 |
| iii. Number 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. | -28322.38000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5282.16000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -107045.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | E-Mini Russ 2000 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). | RTYH2 |
| iii. Number 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. | 8155.96000000 |
| 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 | -1652.04000000 |
| 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. | -77933.10000000 |
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. | 6289.81000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.303776949234 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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:
At 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38641.14000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1176.09000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7790.55000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17049.81000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5478.25000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 459.69000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17615.16000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21395.12000000 |
| 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). | 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7617.44000000 |
| 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 | -446.30000000 |
| 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. | 6289.81000000 |
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. | -1241.95000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.05998206338 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23099.03000000 |
| 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -89366.31000000 |
| 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. | -1241.95000000 |
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. | -12691.19000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.61294235920 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 767316.65000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | -12691.19000000 |
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 |
