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).
| TREASURY BILL |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| United States Treasury Bill |
| d. CUSIP (if any).
| 912797GV3 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797GV34 |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 3515000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 3468647.38000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 81.14168254714 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
| 
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2023-10-03 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| MORGAN STANLEY & 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.
| 9R7GPTSO7KV3UQJZQ078 |
| c. Title of the issue or description of the investment.
| TRS MSSIGLS1A INDEX |
| 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 | MSSIGLS1A |
| Description of other unique identifier.
| INTERNAL |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
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.
| 6116.40000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.143080265233 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO. LLC |
| LEI (if any) of counterparty. | 9R7GPTSO7KV3UQJZQ078 |
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.
| Custom Equity Basket |
| Index identifier, if any.
| MSSIGLS1A_INDEX |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Custom Equity Basket |
For all other indices or custom baskets provide:
| i. Name.
| LEG Immobilien SE |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -772.46935500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -44380.18918000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Covivio SA/France |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -185.56000300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8744.94925100 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Pacific Kansas City Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 13646K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1054.40231300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -85250.80257000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dai Nippon Printing Co Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -790.41669200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -22324.50388000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -473.61241800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -29180.78304000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hang Lung Properties Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -13767.44803000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -21249.66884000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ivanhoe Mines Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46579R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -6280.24327300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -57420.96463000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05722G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -295.08852500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9324.22691800 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Energy Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21037T109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -119.15492500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10904.45844000 |
| 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.
| CUSIP |
| CUSIP. | 98954M200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -255.16712400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12819.83469000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hakuhodo DY Holdings Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2068.25695300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -21658.87044000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29444U700 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -31.21294900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -24459.76669000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -317.06165700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11734.45774000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Building Fund Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -18.69252600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -73276.25295000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Nova Scotia/The |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 064149107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -442.20564200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -22147.04848000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 294429105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -370.85117900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -87228.20036000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Grab Holdings Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -5293.22659000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -18148.85540000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sekisui Chemical Co Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -708.85417600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10172.41101000 |
| 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.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -24.76211800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11755.27801000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Azrieli Group Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -221.87490100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12432.94678000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -18897.38988000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -77407.97682000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swatch Group AG/The |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -294.62170300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -85946.74399000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2955.08645700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -23163.72735000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -446.79343100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -74828.28488000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 143658300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -745.41255800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14030.83600000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Imperial Bank of Commerce |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 136069101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -731.40602300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -31259.11957000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Post Bank Co Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -8683.48386100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -67598.82229000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -6262.35536600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -45214.40525000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| National Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 633067103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -477.32491700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -35599.13391000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bio-Rad Laboratories Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 090572207 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -43.89993100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -16637.05841000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 682680103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -133.93508400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8263.35990200 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Apollo Global Management Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03769M106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -95.34285700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7320.47436900 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Duke Energy Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26441C204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -876.33410200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -78612.38944000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2794.06541400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -23657.26419000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 125896100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -323.31754000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -18987.72747000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intercontinental Exchange Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45866F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -638.07612300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -72126.30684000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Airlines Co Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -596.03115500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12879.57215000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AvalonBay Communities Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053484101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -332.49252700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -62906.97187000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 852234103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -169.13553600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11255.06463000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boston Scientific Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 101137107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1500.49357700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -81130.93834000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Willis Towers Watson PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -289.89179400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -68243.63546000 |
| 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.
| CUSIP |
| CUSIP. | 989207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -57.53719000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17014.80999000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Walt Disney Co/The |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 254687106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -832.83679400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -74327.45655000 |
| 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.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -45136.37079000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12699.92052000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -327.91536700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7032.59252000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CyberArk Software Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -68.56244900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10714.26491000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Media Corp-Liberty Formula One |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 531229854 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1126.63980900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -84781.33641000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toronto-Dominion Bank/The |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 891160509 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1133.45622100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -70324.87101000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| T&D Holdings Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -5916.84306000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -86282.76720000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kinder Morgan Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49456B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -533.21829500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9178.57293400 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banque Cantonale Vaudoise |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -288.46773000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -30456.96846000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 77543R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -252.76355700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -16160.65216000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Square Enix Holdings Co Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -528.39788000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -24475.75524000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55261F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -67.14756500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8307.02095700 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bentley Systems Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 08265T208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1284.36638300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -69624.80068000 |
| 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.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -394.56419000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10442.10807000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 278865100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -361.36521100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -67437.70684000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PNC Financial Services Group Inc/The |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 693475105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -454.18382500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -57182.80543000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 148806102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1650.14165300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -71523.04634000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Quest Diagnostics Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74834L100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -107.09853800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -15048.04196000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -7277.96430500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8951.39488600 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zimmer Biomet Holdings Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98956P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -85.75002700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12480.47321000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Industries Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1105.43549600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -78514.08618000 |
| 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.
| CUSIP |
| CUSIP. | 368736104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -118.08231900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17602.96043000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Media Corp-Liberty SiriusXM |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 531229607 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2698.17234700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -88277.73483000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -630.51587100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -28297.10787000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1103.50825400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -74318.93518000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Truist Financial Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89832Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -790.77405000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -23990.91547000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87262K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1271.65368100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -28644.37579000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -150.42878300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -24881.61858000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -6288.23182200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -59904.11030000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1855.53472500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -55327.60589000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Water Works Co Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 030420103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -79.29322300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11314.80209000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172967424 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -166.63826500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7669.14787000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NextEra Energy Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65339F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1178.52852500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -87413.65003000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -214.23425400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -20248.36358000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Central Japan Railway Co |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -139.00090700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17386.58784000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of New York Mellon Corp/The |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 064058100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -167.64274700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7460.59385400 |
| 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.
| CUSIP |
| CUSIP. | 09215C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1467.55519400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -87623.87319000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Porsche Automobil Holding SE |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1180.65660000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -71078.79290000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58933Y105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -85.32063900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9841.39519600 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 493267108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -8725.53962300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -80593.38905000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charles Schwab Corp/The |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 808513105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -125.77622100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7126.32762300 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3745.23587600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -62933.59018000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TFI International Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87241L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -661.71293900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -75466.42151000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Horizon Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 320517105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1274.90821200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14362.73030000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -426.27888800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -31222.92569000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 771049103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -435.70111800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17552.09574000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Martin Marietta Materials Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 573284106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -180.20215700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -83165.96521000 |
| 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.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1118.57965600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14794.50915000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Just Eat Takeaway.com NV |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1294.05248900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19823.78837000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Public Service Enterprise Group Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 744573106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1255.17452000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -78556.69305000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Verizon Communications Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92343V104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -851.71911200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -31663.40161000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Altria Group Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02209S103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -603.19051100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -27314.16310000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Carlisle Cos Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 142339100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -201.41793700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -51650.15026000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 806857108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1232.63531200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -60524.06215000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 418056107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -791.78129400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -51264.22870000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Huntington Bancshares Inc/OH |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 446150104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -7645.87238400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -82391.22306000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fresenius Medical Care AG & Co KGaA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1792.10898500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -85611.77496000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -568.78899900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11108.97140000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90138F102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -176.51171700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11225.45944000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Old Dominion Freight Line Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679580100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -152.98817200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -56545.89868000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charter Communications Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16119P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -35.40250500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13000.89190000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Mitsui Financial Group Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -208.22836300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8882.34541000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2484.10385600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -86385.11153000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Citizens Financial Group Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 174610105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2606.95061000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -67963.48434000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -5735.62148000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -47914.71415000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Analog Devices Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032654105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -41.98991000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8176.91628300 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Roper Technologies Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 776696106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -132.72786300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -63791.34983000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BILL Holdings Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 090043100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -732.75626300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -85590.07621000 |
| 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.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -104.06377400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9068.84927500 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Standard Chartered PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1059.76517700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9200.71093400 |
| 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.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -182.69881200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -26821.85615000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Take-Two Interactive Software Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 874054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -582.25018600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -85651.48280000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Becton Dickinson & Co |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 075887109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -251.74932200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -66439.12491000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 780087102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -86.70391500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8289.09971900 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 448811208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -289.11754700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8268.89440200 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83304A106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2156.90776600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -25528.10089000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29364G103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -275.72169100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -26836.87836000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Exact Sciences Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30063P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -868.23973200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -81496.83029000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boston Properties Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 101121101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -197.43015700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11365.66678000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dentsu Group Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1958.12211000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -63916.97420000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wheaton Precious Metals Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 962879102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1123.41308900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -48632.53002000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 337738108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -76.03788400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9588.56518000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69331C108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -964.05849800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -16652.60772000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fifth Third Bancorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 316773100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3123.28676300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -81830.30587000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| British American Tobacco PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -277.10084700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9186.21581500 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1215.87825800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -68210.86771000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chocoladefabriken Lindt & Spruengli AG |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -0.67061700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8421.66417200 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delivery Hero SE |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1970.50010500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -86896.83315000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2505.71855700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8567.93310000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Julius Baer Group Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -392.83219500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -24727.61892000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98389B100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -882.67257500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -54854.97716000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -9670.09094200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -83316.27520000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kyowa Kirin Co Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -4212.84564800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -77729.94416000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78409V104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -175.41697300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -70296.23217000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1033.72234700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -69527.72731000 |
| 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.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -377.93166100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -69750.77645000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teva Pharmaceutical Industries Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 881624209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1586.02703800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11938.26790000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Regions Financial Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 7591EP100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -829.40996000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14774.47953000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fastighets AB Balder |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3019.25164500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11020.24370000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 863667101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -27.88613300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8504.59382200 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hormel Foods Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 440452100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1940.92799100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -78034.51736000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Svenska Cellulosa AB SCA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1987.50506600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -25333.16350000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| QBE Insurance Group Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -8433.64192900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -88098.25890000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3045.73628100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -62060.28122000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Campbell Soup Co |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 134429109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1123.70268700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -51344.96212000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3118.25391800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -77323.64158000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sun Life Financial Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 866796105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -797.01619700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -41591.24043000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -538.76984500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9085.62847400 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Publicis Groupe SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -170.51866400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13678.91208000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 888787108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -653.07437600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14734.33245000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -575.58604000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -51010.43234000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fisher & Paykel Healthcare Corp Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -577.69017400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8686.00243400 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 896239100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1013.01897000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -53608.92402000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Markel Group Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 570535104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -8.78038800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12140.23323000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schneider Electric SE |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -300.14701500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -54530.11079000 |
| 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.
| CUSIP |
| CUSIP. | 349553107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -525.26268100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -22659.20935000 |
| 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.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -4325.77256500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -67420.40055000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ceridian HCM Holding Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15677J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -262.74770600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17589.51950000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 058498106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -165.46815400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9628.27302100 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -82.13417000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8744.68570300 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 842587107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1193.59700000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -83818.42126000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SoftBank Group Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1747.02994800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -81952.15272000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -6163.57042500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -56159.27433000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Montreal |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 063671101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -87.67739500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7926.37034600 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -545.37069200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -38047.05205000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -47087.46592000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -70940.95749000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Edison International |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 281020107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -102.96645800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7148.28992500 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 406216101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1441.46749000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -47535.99623000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northern Trust Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 665859104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -99.23596900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7354.55986100 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essential Utilities Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29670G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -694.37988700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -27702.19305000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Freeport-McMoRan Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 35671D857 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1133.90029600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -45338.79972000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72352L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -335.79223200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9177.07949700 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alliant Energy Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 018802108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1181.93718500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -62004.58482000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30161N101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -673.10714700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -27412.02712000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| London Stock Exchange Group PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -699.05091100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -74339.14050000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 833445109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -53.33495900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9382.29524400 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Resona Holdings Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -15163.02532000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -72494.04361000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Eversource Energy |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30040W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -108.60621500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7699.45584600 |
| 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.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -349.49478700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8845.09734600 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Estate Co Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -787.99872600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9332.57259300 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Element Fleet Management Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 286181201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -597.49312900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9110.92904500 |
| 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.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -319.85709600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -60254.45293000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Atmos Energy Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 049560105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -275.09470500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -31992.39689000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 655663102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -235.12013400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -58330.02822000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Church & Dwight Co Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 171340102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -88.73591500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8890.60323500 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 891092108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -392.27065900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -39859.20548000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Uber Technologies Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90353T100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -277.12737600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11959.08817000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -297.16347400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8841.23198100 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Washington H Soul Pattinson & Co Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -638.27089300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13522.01340000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902973304 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -275.85124700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9110.66549700 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cellnex Telecom SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2173.87077300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -87762.76278000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 872590104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -624.07526900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -86651.20677000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swire Properties Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3388.86421200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8325.73283800 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -142.63261800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -85002.10147000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34959J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1176.97029400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -87968.68132000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rentokil Initial PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -9610.67379700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -75131.10109000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -184.66266900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19076.19162000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chiba Bank Ltd/The |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -8241.57755300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -49882.79993000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dominion Energy Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25746U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -626.71856100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -32445.43525000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Webster Financial Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 947890109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1729.70239300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -65271.52111000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Flutter Entertainment PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -322.81046500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -64915.38043000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1561.39081300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14324.95514000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 95040Q104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -111.22886500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8993.91390200 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -11287.69718000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -38444.13046000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -780.92307600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8651.03844900 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 717081103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -513.15251000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -18815.27948000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola Europacific Partners PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -956.77307600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -61621.56228000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alnylam Pharmaceuticals Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02043Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -45.80485800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8696.89573500 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Iron Mountain Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46284V101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -419.73442800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -23840.25409000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59156R108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -133.78424400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7559.95130600 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3687.61000500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -47250.39846000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hikma Pharmaceuticals PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1320.01655200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -31721.03069000 |
| 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.
| CUSIP |
| CUSIP. | 339041105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -34.37980300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8628.81260000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Corp ACCIONA Energias Renovables SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -211.49630400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7068.08359900 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WEC Energy Group Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92939U106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -757.59393100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -66824.78293000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wharf Real Estate Investment Co Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -6505.28283600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -32487.07577000 |
| 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.
| CUSIP |
| CUSIP. | 78467J100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -415.84733600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -25190.75994000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mizuho Financial Group Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -5267.34074600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -80222.31400000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -18433.65262000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -50873.82682000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1541.82346300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -58796.24395000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Healthineers AG |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -211.45669400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11968.66373000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teck Resources Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 878742204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -228.38182600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9619.13670400 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Warner Bros Discovery Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 934423104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -872.23779200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10933.71223000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -208.96875600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -36888.93596000 |
| 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.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -802.87165900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9438.07949000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| MSSIGLS1A INDEX |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Year |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Year |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 8776436.98000000 |
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.
| MSSIGLS1A INDEX |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Year |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Year |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| -86568.00000000 |
| ii. Termination or maturity date.
| 2049-12-31 |
| 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.
| 8776436.98000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 6116.40000000 |
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).
| TREASURY BILL |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| United States Treasury Bill |
| d. CUSIP (if any).
| 912797GF8 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797GF83 |
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BP5WGH4 |
| Description of other unique identifier.
| SEDOL |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 875000.00000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 870517.81000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 20.36392635294 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Debt
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2023-08-08 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| MORGAN STANLEY & 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.
| 9R7GPTSO7KV3UQJZQ078 |
| c. Title of the issue or description of the investment.
| TRS MSSIGLL1A INDEX |
| 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 | MSSIGLL1A |
| Description of other unique identifier.
| INTERNAL |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
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.
| -12005.58000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.28084519826 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO. LLC |
| LEI (if any) of counterparty. | 9R7GPTSO7KV3UQJZQ078 |
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.
| Custom Equity Basket |
| Index identifier, if any.
| MSSIGLL1A_INDEX |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Custom Equity Basket |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 654106103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 674.96402700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 74455.24918000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cardinal Health Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 14149Y108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 925.23457100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 87451.88095000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 668.90338700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 84706.23206000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dick's Sporting Goods Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 253393102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 581.41677100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 76815.65443000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Magna International Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 559222401 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1451.37290100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 82008.56351000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nibe Industrier AB |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8946.10539800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 84937.37824000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ArcelorMittal SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3144.76565600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 85552.19206000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 761152107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 380.97998600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 83198.87879000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lamb Weston Holdings Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 513272104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 703.78115700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 80855.63438000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Veolia Environnement SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2763.14698100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 87291.74218000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 941848103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 299.24089900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 79716.27633000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902681105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3167.08951900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 85369.90177000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26210C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3266.55340500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 87071.62797000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59162N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1555.90099200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 87950.07101000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coca-Cola HBC AG |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2452.62692800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 73096.03959000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1798.49434000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 69200.96378000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barratt Developments PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13043.83429000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 68548.85138000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22656.57192000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 71526.17178000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Applied Materials Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 038222105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 604.68772400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 87353.99405000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lululemon Athletica Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 550021109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 222.07202000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 84008.50330000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1638.06830100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 85497.46995000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92840M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3279.16433600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 86031.20749000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AP Moller - Maersk A/S |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46.56511700 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 81722.34500000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bridgestone Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1999.54240000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 81583.13196000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cincinnati Financial Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172062101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 834.64792500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 81183.79191000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 427866108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 342.68554600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 85522.07301000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Interpublic Group of Cos Inc/The |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 460690100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1783.48610600 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 68769.49091000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 747525103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 720.61423800 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 85735.27034000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Paylocity Holding Corp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70438V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 376.89182400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 69510.03424000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Osaka Gas Co Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4621.49001400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 70646.32785000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1646.04949200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 80345.71190000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| James Hardie Industries PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2655.03736100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 70342.68583000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1387.70528500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 72266.27734000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CK Hutchison Holdings Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11547.58717000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 70471.74244000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Automatic Data Processing Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053015103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 380.70998900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 83630.70188000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Credit Agricole SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6875.22007100 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 81567.45955000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fast Retailing Co Ltd |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 331.20428000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 84218.11086000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Host Hotels & Resorts Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44107P104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4660.63955400 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 78395.85378000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Allstate Corp/The |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 020002101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 764.91088000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 83360.50600000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40434L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2448.13984200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 75141.50818000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NIPPON EXPRESS HOLDINGS INC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1334.16966300 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 74871.66252000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 690742101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 541.99861200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 70692.38198000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tractor Supply Co |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892356106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 382.34437500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 84490.32051000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16679L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1953.43170500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 77060.02147000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Juniper Networks Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 48203R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2626.34093500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 82238.48392000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5425.74423000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 68494.12927000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3294.66776200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 87702.11420000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mettler-Toledo International Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 592688105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57.85922500 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 75849.21824000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bath & Body Works Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 070830104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2294.91971200 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 86012.64576000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| O'Reilly Automotive Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67103H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92.19359900 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 88024.66819000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| MSSIGLL1A INDEX |
| Receipts: Floating rate Spread.
| 0.00000000 |
| Receipt: Floating Rate Reset Dates.
| Year |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Year |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 86202.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| MSSIGLL1A INDEX |
| Payments: Floating rate Spread.
| 0.00000000 |
| Payment: Floating Rate Reset Dates.
| Year |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Year |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| -8750899.47000000 |
| ii. Termination or maturity date.
| 2049-12-31 |
| 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.
| 86202.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12005.58000000 |
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
|
