NPORT-P/A: 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).
| Asml Holding Nv |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 724500Y6DUVHQD6OXN27 |
| c. Title of the issue or description of the investment.
| ASML Holding NV |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | NL0010273215 |
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
| 2283.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1351415.34000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 2.635556506708 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
| 
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
NETHERLANDS
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Airbnb Inc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 549300HMUDNO0RY56D37 |
| c. Title of the issue or description of the investment.
| Airbnb, Inc. |
| d. CUSIP (if any).
| 009066101 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US0090661010 |
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
| -4234.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -580947.14000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -1.13297442286 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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:
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Su Fp Trs:4834108 |
| d. CUSIP (if any).
| N/A |
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 | CP_SU_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 1962187.60000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 3.826696459256 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Schneider Electric |
| Title of issue.
| Schneider Electric |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121972 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 70910.86000000 |
| ii. Termination or maturity date.
| 2023-11-13 |
| 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.
| 1435899.72820000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 526287.88000000 |
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/A: 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).
| Revvity Inc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 549300IKL1SDPFI7N655 |
| c. Title of the issue or description of the investment.
| Revvity, Inc. |
| d. CUSIP (if any).
| 714046109 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US7140461093 |
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
| 22498.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 2490528.60000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 4.857077363702 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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:
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Nexi Spa Trs:bj1f880 |
| d. CUSIP (if any).
| N/A |
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 | CP_NEXI_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 500465.18000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.976016937568 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Nexi Spa Npv |
| Title of issue.
| Nexi Spa Npv |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005366767 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 323.18000000 |
| ii. Termination or maturity date.
| 2024-10-28 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 498911.61000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1553.57000000 |
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| MS Swap MSSEEWT Basket Index |
| d. CUSIP (if any).
| N/A |
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 | CP_SEEWT_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| -404280.24000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.78843519496 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
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.
| MSSEEWT Index |
| Index identifier, if any.
| MSSEEWT |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | Y70786101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2795.10500000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2487.64000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Uni-President Enterprises Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 670039007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3257.07000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -7067.84000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Quanta Computer, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002382009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2056.32100000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -15257.90000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CTBC Financial Holding Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 652766908 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -11991.75400000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -9113.73000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Formosa Petrochemical Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 671871903 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1063.08600000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2657.71000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chunghwa Telecom Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 628784902 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2533.87500000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -9096.61000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asustek Computer, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 006051046 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -565.09000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -6425.08000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2801 TT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -5745.44900000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3045.09000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5876 TT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3163.46800000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -4239.05000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5269 TT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -137.97900000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -4936.90000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2327 TT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -211.99500000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3447.05000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chicony Electronics Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 006140579 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -779.12700000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2789.28000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hua Nan Fin. Hldg |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002880002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -7646.54900000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -4893.79000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Accton Technology Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 006005214 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -307.18400000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -4690.70000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ASE Technology Holding Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0003711008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2348.88700000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -7962.73000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| China Development Financial Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002883006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -14748.87000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -5457.08000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Taishin Financial Holding Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 645168907 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -10299.02000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -5664.46000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Far Eastern New Century Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 633147905 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3256.16500000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2897.99000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WALSIN TECHNOLOGY CORP |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002492006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -403.33600000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -1282.61000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002356003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2608.55600000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3965.00000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fubon Financial Holding Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | Y26528102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -5469.00600000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -10281.73000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Feng TAY Enterprise Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 633605902 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -544.02200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3084.61000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TAIWAN COOPERATIVE FINANCIAL |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5880 TT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -8088.17000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -6389.65000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shin Kong Financial Holding Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002888005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -11711.07200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3396.21000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0003481008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -7412.91900000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3039.30000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Taiwan Mobile Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 629049909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1350.02200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3955.56000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| China Steel Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 619095904 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -8473.46400000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -6609.30000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novatek Microelectronics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 006346333 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -455.26100000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -5963.92000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chailease Holding Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | B58J1S907 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -807.19200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -4528.35000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Compal Electronics, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002324001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -4348.16000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -4130.75000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Formosa Chemicals & Fibre Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 634871909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1945.97500000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3716.81000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nanya Technology Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002408002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1350.57200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2741.66000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Evergreen Marine Corp. Taiwan Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 632450904 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1377.44000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -4945.01000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| E.Sun Financial Hldg |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002884004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -7864.38700000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -5898.29000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TAIWAN BUSINESS BANK |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2834 TT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -8391.90200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3440.68000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Highwealth Const. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002542008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1712.89200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2089.73000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hon Hai Precision Industry Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 643856909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -7902.36400000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -25445.61000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hiwin Technologies Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002049004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -325.59800000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2051.27000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hotai Motor Co Ltd |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002207008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -290.15500000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -5887.24000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mega Financial Holding Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 644406902 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -7724.19300000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -9037.31000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Micro-Star International Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002377009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -703.23600000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3572.44000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Unimicron Technology Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0003037008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1158.19800000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -6219.52000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cheng Shin Rubber Industry Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 619022007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2055.76500000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2713.61000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ONENESS BIOTECH CO LTD |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4743 TT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -365.14700000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -1975.45000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4958 TT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -703.23900000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2144.88000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0006488000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -239.92800000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3371.00000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asia Cement Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 605633007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1457.95600000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -1793.29000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0003231007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3070.79500000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -9642.30000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8464 TT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -239.92800000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2303.31000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Largan Precision Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | Y52144105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -168.73400000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -11160.04000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Phison Electronics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | Y7136T101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -239.95300000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3390.54000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Airtac International Group |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00B52J816 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -187.24200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -5679.04000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yuanta Financial Holding Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002885001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -7738.36600000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -6035.93000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vanguard International Semiconductor Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | Y9353N106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -779.86300000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -1645.51000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Eclat Textile Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | Y2237Y109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -222.47900000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3357.21000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Synnex Technology International Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 686843905 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1701.55000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3386.08000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2633 TT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2626.09200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2442.27000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | Y6784J100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1121.91800000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2658.95000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Catcher Technology Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 006186669 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -610.48700000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3449.25000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Financial Holding Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002892007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -8003.42500000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -6562.81000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AU Optronics Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002409000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -4124.69400000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2103.59000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Realtek Semiconductor Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 006051422 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -395.96800000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -4846.65000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SinoPac Financial Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 652587908 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -8412.50300000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -4542.75000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WINBOND ELECTRONICS CORP |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2344 TT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -4348.31900000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3391.69000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WPG Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0003702007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1887.68200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3548.84000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Giant Manufacturing Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0009921007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -341.52300000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -1888.62000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Formosa Plastics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | Y26095102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -2703.30900000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -6677.17000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Powertech Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0006239007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -779.68600000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2448.21000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Microelectronics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 691662902 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -8380.49300000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -11732.69000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0006669005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -182.88400000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -8469.38000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cathay Financial Holding Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | Y11654103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3965.36000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -5472.20000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delta Electronics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 626073902 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1353.68500000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -13604.54000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nan Ya Plastics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 662158906 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -3425.17800000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -7055.87000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lite-On Technology Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 651948903 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1887.66200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -7097.61000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Far EasTone Telecommunications Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0004904008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1519.23300000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3418.27000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Advantech Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002395001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -426.99300000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -4564.55000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Foxconn Technology Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002354008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -1254.27800000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -2245.16000000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| President Chain Store Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 006704986 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -455.39200000 |
| ISO Currency Code.
|
Taiwan New Dollar
|
| iv. Value.
| -3702.34000000 |
| ISO Currency Code.
|
Taiwan New 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.
| FEDL01 |
| Receipts: Floating rate Spread.
| -1.10000000 |
| Receipt: Floating Rate Reset Dates.
| Month |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Month |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 636.79000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2023-11-27 |
| 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.
| -405951.63000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 1671.39000000 |
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/A: 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).
| Swisscom Ag |
| 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.
| 5493005SL9HHOXS3B739 |
| c. Title of the issue or description of the investment.
| Swisscom AG |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CH0008742519 |
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
| -780.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| 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.
| -464009.62000000 |
| Exchange rate.
| 0.91480000 |
| Percentage value compared to net assets of the Fund.
| -0.90492059470 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SWITZERLAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Perimeter Solutions Sa |
| 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.
| 2221003U8GJZ9U4MR505 |
| c. Title of the issue or description of the investment.
| Perimeter Solutions SA |
| d. CUSIP (if any).
| L7579L106 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | LU2391723694 |
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
| 107627.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 488626.58000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.952929069363 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
LUXEMBOURG
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Reckitt Benckiser Group Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 5493003JFSMOJG48V108 |
| c. Title of the issue or description of the investment.
| Reckitt Benckiser Group PLC |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B24CGK77 |
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
| 19586.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1385095.43000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| 2.701240073942 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Medpace Holdings Inc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 549300H8TYEUVTW14A54 |
| c. Title of the issue or description of the investment.
| Medpace Holdings, Inc. |
| d. CUSIP (if any).
| 58506Q109 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US58506Q1094 |
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
| -1846.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -446971.98000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.87169345747 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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:
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/A: 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).
| Heineken Nv |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 724500K5PTPSST86UQ23 |
| c. Title of the issue or description of the investment.
| Heineken NV |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | NL0000009165 |
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
| 12308.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1087575.23000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 2.121010387496 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
NETHERLANDS
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Olympus Corp |
| 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.
| 5299000Y52IFDI1I2A21 |
| c. Title of the issue or description of the investment.
| Olympus Corp. |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | JP3201200007 |
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
| 95998.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Japan Yen
|
| 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.
| 1248987.21000000 |
| Exchange rate.
| 149.22500000 |
| Percentage value compared to net assets of the Fund.
| 2.435799173414 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
JAPAN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Sap Se |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 529900D6BF99LW9R2E68 |
| c. Title of the issue or description of the investment.
| SAP SE |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE0007164600 |
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
| 18932.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 2461835.49000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 4.801119501955 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Dowlais Group Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 213800XM8WOFLY6VPC92 |
| c. Title of the issue or description of the investment.
| Dowlais Group PLC |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BMWRZ071 |
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
| 483554.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 633876.60000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| 1.236198486233 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Ishares Msci Acwi Ex Us Etf |
| 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.
| 5493000IN0VJK5DV3698 |
| c. Title of the issue or description of the investment.
| iShares MSCI ACWI ex US ETF |
| d. CUSIP (if any).
| 464288240 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US4642882405 |
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
| -27557.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1295454.57000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -2.52642072355 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Amadeus IT Group SA |
| d. CUSIP (if any).
| N/A |
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 | CP_AMS_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 363204.10000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.708327707023 |
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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Amadeus IT Group SA |
| Title of issue.
| Amadeus IT Group SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0109067019 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 13754.40000000 |
| ii. Termination or maturity date.
| 2023-11-06 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 299755.27840000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 63448.83000000 |
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/A: 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).
| Eurex |
| 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.
| 529900LN3S50JPU47S06 |
| c. Title of the issue or description of the investment.
| EURO STOXX 50 Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Ticker (if ISIN is not available) |
| Ticker (if ISIN is not available). | EQO1340 |
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
| 1078.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 137468.56000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 0.268093862080 |
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. |
GERMANY
|
| 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). |
Option
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs |
| LEI (if any) of counterparty. | 784F5XWPLTWKTBV3E584 |
|
i. Type, selected from among the following (put, call). Respond call
for warrants.
|
Put
Call
|
|
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.
|
Written
Purchased
|
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.
| EURO STOXX 50 Index |
| Index identifier, if any.
| SX5E |
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.
iv. Number of shares or principal amount of underlying reference instrument per contract.
| Number of shares.
| 1.00000000 |
| v. Exercise price or rate.
| 4250.00000000 |
| vi. Exercise Price Currency Code
|
Euro Member Countries
|
| vii. Expiration date.
| 2023-11-18 |
| viii. Delta.
| XXXX |
| ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 11726.36000000 |
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/A: 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).
| Eurofins Scientific Se |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 529900JEHFM47DYY3S57 |
| c. Title of the issue or description of the investment.
| Eurofins Scientific SE |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0014000MR3 |
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
| 2171.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 122972.23000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 0.239822837086 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
LUXEMBOURG
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Eurex |
| 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.
| 529900LN3S50JPU47S06 |
| c. Title of the issue or description of the investment.
| EURO STOXX 50 Index |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Ticker (if ISIN is not available) |
| Ticker (if ISIN is not available). | EQO1348 |
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
| -1078.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -27520.02000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -0.05367007878 |
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. |
GERMANY
|
| 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). |
Option
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs |
| LEI (if any) of counterparty. | 784F5XWPLTWKTBV3E584 |
|
i. Type, selected from among the following (put, call). Respond call
for warrants.
|
Put
Call
|
|
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.
|
Written
Purchased
|
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.
| EURO STOXX 50 Index |
| Index identifier, if any.
| SX5E |
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.
iv. Number of shares or principal amount of underlying reference instrument per contract.
| Number of shares.
| 1.00000000 |
| v. Exercise price or rate.
| 3900.00000000 |
| vi. Exercise Price Currency Code
|
Euro Member Countries
|
| vii. Expiration date.
| 2023-11-18 |
| viii. Delta.
| XXXX |
| ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 28587.59000000 |
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/A: 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).
| Worldline Sa/france |
| 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.
| 549300CJMQNCA0U4TS33 |
| c. Title of the issue or description of the investment.
| Worldline SA |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0011981968 |
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
| 17370.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 490106.51000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 0.955815257662 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Sonova Trs:7156036 |
| d. CUSIP (if any).
| N/A |
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 | CP_SOON_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 1054707.48000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 2.056911061545 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| SONOVA HOLDING AG |
| Title of issue.
| SONOVA HOLDING AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012549785 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 15641.23000000 |
| ii. Termination or maturity date.
| 2024-06-17 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 1166449.17000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -111741.69000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Bank Of America Merrill Lynch |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Sx7e Index (usd) Trs |
| d. CUSIP (if any).
| N/A |
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 | CB_SX7E_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| -648365.87000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -1.26445574267 |
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. | Bank Of America Merrill Lynch |
| LEI (if any) of counterparty. | N/A |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| SX7E Index |
| Title of issue.
| SX7E Index |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SX7E |
| 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.
| FEDL01 |
| Receipts: Floating rate Spread.
| -0.30000000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 11280.56000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2024-04-22 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| -606809.07730000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -41556.80000000 |
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/A: 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).
| Ishares Msci South Korea Etf |
| 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.
| GR1QY1XUY5M0EJSI5J57 |
| c. Title of the issue or description of the investment.
| iShares MSCI South Korea ETF |
| d. CUSIP (if any).
| 464286772 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US4642867729 |
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
| -4310.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -254031.40000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.49541698200 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Vanguard Ftse Europe Etf |
| 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.
| 549300UR5XWDVDO7NP96 |
| c. Title of the issue or description of the investment.
| Vanguard FTSE Europe ETF |
| d. CUSIP (if any).
| 922042874 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US9220428745 |
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
| -6179.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -357949.47000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.69808002529 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Air France-klm |
| 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.
| 969500AQW31GYO8JZD66 |
| c. Title of the issue or description of the investment.
| Air France-KLM |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR001400J770 |
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
| -7538.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -94956.24000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -0.18518550794 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Goldman Sachs |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| GS Swap GSCBERE1 Basket Index |
| d. CUSIP (if any).
| N/A |
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 | CG_CBERE1_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -558002.08000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -1.08822652013 |
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. | Goldman Sachs |
| LEI (if any) of counterparty. | 784F5XWPLTWKTBV3E584 |
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.
| GSCBERE1 Index |
| Index identifier, if any.
| GSCBERE1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00B17H0S8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 495908.00000000 |
| ISO Currency Code.
|
Sweden Krona
|
| iv. Value.
| 2816362.33000000 |
| ISO Currency Code.
|
Sweden Krona
|
For all other indices or custom baskets provide:
| i. Name.
| Buzzi Unicem SpA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | T2320M109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 144244.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 3958459.39000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 004943402 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103440.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 2829921.97000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| 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.
| FEDL01 |
| Receipts: Floating rate Spread.
| -0.40000000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
Euro Member Countries
|
| Receipts: Amount.
| 3507.25842800 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2024-05-02 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Notional amount.
| -570900.45000000 |
| ISO Currency Code.
| EUR |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 46438.79000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Repligen Corp |
| 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.
| 54930006QJ0T5AUO1E71 |
| c. Title of the issue or description of the investment.
| Repligen Corp. |
| d. CUSIP (if any).
| 759916109 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US7599161095 |
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
| -1321.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -210052.21000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.40964790943 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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:
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Dechra Pharmaceuticals PLC |
| d. CUSIP (if any).
| N/A |
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 | CP_DPH_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 1106667.41000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 2.158244328637 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Dechra Pharma |
| Title of issue.
| Dechra Pharma |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009633180 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 33822.32000000 |
| ii. Termination or maturity date.
| 2023-11-06 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 743231.46520000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 363435.95000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Ishares Msci Brazil Capped Etf |
| 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.
| 5493006D2L7KY3ZDF809 |
| c. Title of the issue or description of the investment.
| iShares MSCI Brazil ETF |
| d. CUSIP (if any).
| 464286400 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US4642864007 |
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
| -3919.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -120195.73000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.23440805273 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Gn Store Nord As |
| 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.
| 5493008U3H3W0NKPFL10 |
| c. Title of the issue or description of the investment.
| GN Store Nord AS |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DK0010272632 |
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
| 8504.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Denmark Krone
|
| 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.
| 154246.08000000 |
| Exchange rate.
| 7.04320000 |
| Percentage value compared to net assets of the Fund.
| 0.300813708225 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
DENMARK
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Nof Corp |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| NOF Corp. |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | JP3753400005 |
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
| 20391.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Japan Yen
|
| 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.
| 816596.52000000 |
| Exchange rate.
| 149.22500000 |
| Percentage value compared to net assets of the Fund.
| 1.592542431582 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
JAPAN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Justsystems Corp |
| 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.
| 5299006DS4ZV570NR192 |
| c. Title of the issue or description of the investment.
| Justsystems Corp. |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | JP3388450003 |
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
| 26129.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Japan Yen
|
| 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.
| 525118.92000000 |
| Exchange rate.
| 149.22500000 |
| Percentage value compared to net assets of the Fund.
| 1.024097141299 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
JAPAN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Treasury Wine Estates, Ltd. |
| d. CUSIP (if any).
| N/A |
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 | CP_TWE_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 2220133.64000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 4.329747848403 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Treasury Wine Estates, Ltd. |
| Title of issue.
| Treasury Wine Estates, Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TWE9 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 67037.05000000 |
| ii. Termination or maturity date.
| 2023-11-06 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 2327161.78150000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -107028.14000000 |
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/A: 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).
| Prudential Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 5493001Z3ZE83NGK8Y12 |
| c. Title of the issue or description of the investment.
| Prudential PLC |
| d. CUSIP (if any).
| G72899100 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB0007099541 |
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
| 231548.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 2511889.52000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| 4.898735845761 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Sika Ag |
| 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.
| 549300R3N69ECGYPU434 |
| c. Title of the issue or description of the investment.
| Sika AG |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CH0418792922 |
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
| -1021.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| 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.
| -260160.80000000 |
| Exchange rate.
| 0.91480000 |
| Percentage value compared to net assets of the Fund.
| -0.50737065721 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SWITZERLAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Assa Abloy Ab |
| 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.
| 549300YECS8HKCIMMB67 |
| c. Title of the issue or description of the investment.
| Assa Abloy AB |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | SE0007100581 |
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
| -23546.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Sweden Krona
|
| 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.
| -516251.28000000 |
| Exchange rate.
| 10.86420000 |
| Percentage value compared to net assets of the Fund.
| -1.00680329712 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SWEDEN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Diasorin Spa |
| 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.
| 8156002878BDF0EE4348 |
| c. Title of the issue or description of the investment.
| DiaSorin SpA |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | IT0003492391 |
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
| 4962.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 454009.00000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 0.885417190879 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
ITALY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| JD.Com, Inc. |
| d. CUSIP (if any).
| N/A |
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 | CP_9618_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 872863.29000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 1.702274981891 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| JD.Com, Inc. |
| Title of issue.
| JD.Com, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG8208B1014 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 42950.44000000 |
| ii. Termination or maturity date.
| 2023-11-21 |
| 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.
| 1220510.24940000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -347646.95000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Kuehne + Nagel International Ag |
| 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.
| 529900Q0YED3805QXQ66 |
| c. Title of the issue or description of the investment.
| Kuehne + Nagel International AG |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CH0025238863 |
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
| -2665.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| 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.
| -760346.52000000 |
| Exchange rate.
| 0.91480000 |
| Percentage value compared to net assets of the Fund.
| -1.48284258645 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SWITZERLAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Goldman Sachs |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Gscbaieu Index Trs |
| d. CUSIP (if any).
| N/A |
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 | CG_CBAIEU_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -400709.27000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -0.78147101974 |
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. | Goldman Sachs |
| LEI (if any) of counterparty. | 784F5XWPLTWKTBV3E584 |
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.
| GSCBAIEU Index |
| Index identifier, if any.
| GSCBAIEU |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name.
| Warner Music Group Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 934550203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39580.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1242812.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0007439112 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 247668.00000000 |
| ISO Currency Code.
|
Sweden Krona
|
| iv. Value.
| 437879.18000000 |
| ISO Currency Code.
|
Sweden Krona
|
For all other indices or custom baskets provide:
| i. Name.
| Publicis Groupe SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | F7607Z165 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20730.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 1574980.47000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
| i. Name.
| Wolters Kluwer NV |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 005671519 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13027.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 1581291.41000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 067760009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53129.00000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
| iv. Value.
| 563127.73000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
For all other indices or custom baskets provide:
| i. Name.
| ADECCO GROUP AG-REG |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADEN SE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16683.00000000 |
| ISO Currency Code.
|
Switzerland Franc
|
| iv. Value.
| 688620.55000000 |
| ISO Currency Code.
|
Switzerland Franc
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00B2B0DG9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52413.00000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
| iv. Value.
| 1775241.58000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
| 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.
| ESTRON |
| Receipts: Floating rate Spread.
| -0.40000000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
Euro Member Countries
|
| Receipts: Amount.
| 2138.36119500 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2024-06-06 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Notional amount.
| -383265.62000000 |
| ISO Currency Code.
| EUR |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 5073.22000000 |
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/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Goldman Sachs |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Mseubank Index Trs |
| d. CUSIP (if any).
| N/A |
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 | CP_EUBANK_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| -465810.85000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.90843338851 |
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. | Goldman Sachs |
| LEI (if any) of counterparty. | 784F5XWPLTWKTBV3E584 |
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.
| MSEUBANK Index |
| Index identifier, if any.
| MSEUBANK |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00BYMXPS7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -5822.37800000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| -140144.65000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 003134865 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -59677.96000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
| iv. Value.
| -115775.24000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
For all other indices or custom baskets provide:
| i. Name.
| Societe Generale SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | F43638141 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -4199.72500000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| -102473.29000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Bank AG |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DBK GY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| -9713.50100000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| -107431.32000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| 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.
| FEDL01 |
| Receipts: Floating rate Spread.
| -0.45000000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 9602.78000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2024-04-17 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| -390224.22000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -75586.63000000 |
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/A: 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).
| Ishares Msci Australia Etf |
| 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.
| 549300X7CW3B8850WA94 |
| c. Title of the issue or description of the investment.
| iShares MSCI Australia ETF |
| d. CUSIP (if any).
| 464286103 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US4642861037 |
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
| -1531.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -32931.81000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.06422425700 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Crh Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 549300MIDJNNTH068E74 |
| c. Title of the issue or description of the investment.
| CRH PLC |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | IE0001827041 |
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
| 56805.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 3149119.56000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| 6.141474275970 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Capgemini Se |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 96950077L0TN7BAROX36 |
| c. Title of the issue or description of the investment.
| Capgemini SE |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0000125338 |
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
| -1586.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -278407.64000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -0.54295599983 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Merck Kgaa |
| 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.
| 529900OAREIS0MOPTW25 |
| c. Title of the issue or description of the investment.
| Merck KGaA |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE0006599905 |
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
| 2298.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 384780.15000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 0.750405739796 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Koninklijke DSM NV |
| d. CUSIP (if any).
| N/A |
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 | CP_KNEBV_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 654731.76000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 1.276870625293 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| KONE OYJ-B |
| Title of issue.
| KONE OYJ-B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013403 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 26818.71000000 |
| ii. Termination or maturity date.
| 2023-10-16 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 710747.02590000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -56015.26000000 |
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/A: 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).
| Wag Payment Solutions Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 213800HU63CWV5J8YK95 |
| c. Title of the issue or description of the investment.
| WAG Payment Solutions PLC |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BLGXWY71 |
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
| 628773.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 706052.78000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| 1.376957877663 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Rightmove Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 2138001JXGCFKBXYB828 |
| c. Title of the issue or description of the investment.
| Rightmove PLC |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BGDT3G23 |
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
| -47977.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -329214.82000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| -0.64204115143 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| West Pharmaceutical Services Inc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 5493007NKRGM1RJQ1P16 |
| c. Title of the issue or description of the investment.
| West Pharmaceutical Services, Inc. |
| d. CUSIP (if any).
| 955306105 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US9553061055 |
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
| -552.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -207115.92000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.40392149951 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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:
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/A: 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).
| Melrose Industries Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 213800RGNXXZY2M7TR85 |
| c. Title of the issue or description of the investment.
| Melrose Industries PLC |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BNGDN821 |
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
| 336592.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1927601.46000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| 3.759245895672 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Vat Group Ag |
| 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.
| 529900MVFK7NVALR7Y83 |
| c. Title of the issue or description of the investment.
| VAT Group AG |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CH0311864901 |
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
| -219.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| 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.
| -78761.48000000 |
| Exchange rate.
| 0.91480000 |
| Percentage value compared to net assets of the Fund.
| -0.15360217169 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SWITZERLAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Randstad Nv |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 7245009EAAUUQJ0U4T57 |
| c. Title of the issue or description of the investment.
| Randstad NV |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | NL0000379121 |
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
| -15953.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -884710.74000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -1.72538010953 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
NETHERLANDS
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Sandvik Ab |
| 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.
| 5299008ZUAXN43LVZF54 |
| c. Title of the issue or description of the investment.
| Sandvik AB |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | SE0000667891 |
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
| -17617.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Sweden Krona
|
| 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.
| -326907.38000000 |
| Exchange rate.
| 10.86420000 |
| Percentage value compared to net assets of the Fund.
| -0.63754113702 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SWEDEN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Robert Half Inc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 529900VPCUY9H3HLIC08 |
| c. Title of the issue or description of the investment.
| Robert Half, Inc. |
| d. CUSIP (if any).
| 770323103 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US7703231032 |
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
| -1761.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -129046.08000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.25166817760 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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:
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/A: 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).
| Abb Ltd |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 5493000LKVGOO9PELI61 |
| c. Title of the issue or description of the investment.
| ABB, Ltd. |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CH0012221716 |
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
| -12304.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| 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.
| -441157.85000000 |
| Exchange rate.
| 0.91480000 |
| Percentage value compared to net assets of the Fund.
| -0.86035462795 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SWITZERLAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Mscbdsmf Index Trs |
| d. CUSIP (if any).
| N/A |
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 | CP_CBDSMF_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 637294.98000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 1.242865077461 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
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.
| MSCBDSMF Index |
| Index identifier, if any.
| MSCBDSMF |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000237400 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 309.40500000 |
| ISO Currency Code.
|
United Kingdom Pound
|
| iv. Value.
| 10832.26000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
For all other indices or custom baskets provide:
| i. Name.
| ROCHE HOLDING PAR (SWX) |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROG SE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42.83800000 |
| ISO Currency Code.
|
Switzerland Franc
|
| iv. Value.
| 11077.10000000 |
| ISO Currency Code.
|
Switzerland Franc
|
For all other indices or custom baskets provide:
| i. Name.
| Chr Hansen Holding A/S |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | B573M1909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 179.82400000 |
| ISO Currency Code.
|
Denmark Krone
|
| iv. Value.
| 10427.99000000 |
| ISO Currency Code.
|
Denmark Krone
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SY1 GY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128.58800000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 11614.04000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 005671735 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125.51400000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 12737.12000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 098952906 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93.99100000 |
| ISO Currency Code.
|
United Kingdom Pound
|
| iv. Value.
| 12048.73000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
For all other indices or custom baskets provide:
| i. Name.
| DSM FIRMENICH AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1216478797 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4811.96900000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 385583.04000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NESN SE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109.60000000 |
| ISO Currency Code.
|
Switzerland Franc
|
| iv. Value.
| 11739.26000000 |
| ISO Currency Code.
|
Switzerland Franc
|
For all other indices or custom baskets provide:
| i. Name.
| Anheuser-Busch InBev SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 475531901 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 233.58500000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 12265.55000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GIVN SE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3.99000000 |
| ISO Currency Code.
|
Switzerland Franc
|
| iv. Value.
| 12334.36000000 |
| ISO Currency Code.
|
Switzerland Franc
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | B798FW902 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 271.21900000 |
| ISO Currency Code.
|
Denmark Krone
|
| iv. Value.
| 10355.14000000 |
| ISO Currency Code.
|
Denmark Krone
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00BN7SWP6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 753.19800000 |
| ISO Currency Code.
|
United Kingdom Pound
|
| iv. Value.
| 12970.07000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
For all other indices or custom baskets provide:
| i. Name.
| LVMH Moet Hennessy Louis Vuitton SE |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 004061412 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14.76800000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 10579.58000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
| i. Name.
| NOVARTIS N ORD (SWX) |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOVN SE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127.10500000 |
| ISO Currency Code.
|
Switzerland Franc
|
| iv. Value.
| 12319.05000000 |
| ISO Currency Code.
|
Switzerland Franc
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00B8FMRX8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108.39500000 |
| ISO Currency Code.
|
Denmark Krone
|
| iv. Value.
| 10866.59000000 |
| ISO Currency Code.
|
Denmark Krone
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 004057808 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29.40000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 11560.28000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
| i. Name.
| Croda International PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023352008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 184.80200000 |
| ISO Currency Code.
|
United Kingdom Pound
|
| iv. Value.
| 10391.42000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
For all other indices or custom baskets provide:
| i. Name.
| Pernod Ricard SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 004682329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60.88100000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 9610.11000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
| i. Name.
| Novo Nordisk A/S |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00BHC8X90 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139.88200000 |
| ISO Currency Code.
|
Denmark Krone
|
| iv. Value.
| 12078.81000000 |
| ISO Currency Code.
|
Denmark Krone
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0004906560 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132.53500000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 10494.09000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| ESTRON |
| Payments: Floating rate Spread.
| 58.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
Euro Member Countries
|
| Payments: Amount
| 3586.14390300 |
| ii. Termination or maturity date.
| 2024-09-09 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Notional amount.
| 640189.30190000 |
| ISO Currency Code.
| EUR |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -40505.47000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Sensata Technologies Holding Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 529900MS7KFYCY9MS037 |
| c. Title of the issue or description of the investment.
| Sensata Technologies Holding PLC |
| d. CUSIP (if any).
| G8060N102 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BFMBMT84 |
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
| 50747.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1919251.54000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 3.742961719124 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Goldman Sachs |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Gscbsegp Basket Trs |
| d. CUSIP (if any).
| N/A |
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 | CG_CBSEGP_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| -1067920.48000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -2.08267931138 |
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. | Goldman Sachs |
| LEI (if any) of counterparty. | 784F5XWPLTWKTBV3E584 |
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.
| GSCBSEGP Index |
| Index identifier, if any.
| GSCBSEGP |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name.
| AMN Healthcare Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 001744101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11584.48000000 |
| 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. | G6674U108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 290.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4683.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Inari Medical, Inc. |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NARI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 190.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12426.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hayward Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 421298100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2530.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 35673.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Seagate Technology Holdings PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | G7997R103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8882.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 585767.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amazon.com, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023135106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16017.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Costco Wholesale Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31072.80000000 |
| 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. | 114340102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 949.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 47630.31000000 |
| 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).
| 5925.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1425436.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shift4 Payments, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 82452J109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4042.01000000 |
| 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. | 001055102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 213.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16347.75000000 |
| 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).
| 960.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10329.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PulteGroup, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 745867101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 607.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 44948.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cracker Barrel Old Country Store, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22410J106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 647.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 43478.40000000 |
| 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. | 679295105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4890.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Burlington Stores, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 122017106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2608.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 352862.40000000 |
| 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. | 767204100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6056.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 385403.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Unity Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91332U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 476.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14941.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Glacier Bancorp, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37637Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2878.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Micron Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 595112103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6326.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Palantir Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69608A108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12943.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 207088.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kimberly-Clark Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 494368103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5883.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 710960.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ALGONQUIN POWER & UTILITIES |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AQN CT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6857.00000000 |
| ISO Currency Code.
|
Canada Dollar
|
| iv. Value.
| 40776.83000000 |
| ISO Currency Code.
|
Canada 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).
| 3369.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 54341.97000000 |
| 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).
| 207.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 35065.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ollie's Bargain Outlet Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 681116109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4150.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 320297.00000000 |
| 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. | 88160R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5006.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1252601.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Interstate BancSystem, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 32055Y201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4214.86000000 |
| 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. | 70975L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11127.86000000 |
| 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. | 501889208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9160.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 453511.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Darden Restaurants, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 237194105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 562.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 80489.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ares Management Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03990B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4859.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 499845.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rivian Automotive, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 76954A103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6526.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 158451.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Evolent Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30050B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1419.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 38639.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Medpace Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58506Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 541.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 130992.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Texas Pacific Land Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88262P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 324.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 590833.44000000 |
| 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. | 801056102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4559.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hims & Hers Health Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 433000106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1821.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11454.09000000 |
| 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. | 143130102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1871.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 132335.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arthur J Gallagher & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 363576109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 27351.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CVB Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 126600105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 247.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4092.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Credit Acceptance Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 225310101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 37729.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| 10X Genomics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88025U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 235.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9693.75000000 |
| 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. | 192422103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4456.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cousins Properties, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 222795502 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1509.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 30738.33000000 |
| 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. | 418100103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3972.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Crowdstrike Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22788C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 864.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 144616.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GXO Logistics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 36262G101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 664.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 38943.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JB Hunt Transport Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 445658107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2841.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 535585.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Caribbean Cruises, Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | V7780T103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11701.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rocket Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 77311W101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30353.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 248287.54000000 |
| 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. | G29018101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1030.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 19745.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booz Allen Hamilton Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 099502106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 266.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 29065.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Option Care Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68404L201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 373.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12066.55000000 |
| 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. | 631103108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 189.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9183.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Republic Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 760759100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 216.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 30782.16000000 |
| 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).
| 26.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6638.84000000 |
| 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. | 444859102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26272.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IPG Photonics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44980X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4264.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Emerson Electric Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 291011104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 428.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 41331.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keurig Dr Pepper, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49271V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 774.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 24435.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cullen/Frost Bankers, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 229899109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 180.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16417.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ARRIVAL REGISTERED SHS |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARVL |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 102.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Universal Display Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91347P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5651.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marsh & McLennan Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 571748102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 309.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 58802.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| VELO3D ORD (NYS) |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VLD |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1178.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1837.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chipotle Mexican Grill, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 169656105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 399.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 730900.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ARCHER AVIATION CL A ORD (NYS) |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACHR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1201.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6077.06000000 |
| 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. | 233331107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 443.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 43981.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SoFi Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83406F102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2522.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 20150.78000000 |
| 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. | 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).
| 155.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17268.55000000 |
| 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).
| 452.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14943.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dine Brands Global, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 254423106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 257.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12708.65000000 |
| 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. | 00287Y109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 216.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 32196.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| General Mills, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 370334104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3328.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 212958.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ZoomInfo Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98980F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 676.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11086.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brinker International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 109641100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 847.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26756.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Knight-Swift Transportation Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 499049104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3303.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 165645.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sotera Health Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83601L102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 787.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11789.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aspen Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 045327103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 175.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 35745.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Paycor HCM, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70435P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 992.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22647.36000000 |
| 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. | 200340107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6897.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Werner Enterprises, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 950755108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 471.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18345.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Union Pacific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 907818108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8756.09000000 |
| 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. | 231021106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10737.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Align Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 016255101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1558.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 475688.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Commonwealth Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 319829107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 163.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1990.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jones Lang LaSalle, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 48020Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3150.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 444717.00000000 |
| 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. | 366651107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1230.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 422640.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PAYONEER GLOBAL ORD (NMS) |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAYO |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7096.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 43427.52000000 |
| 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. | 85859N102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1129.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4786.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TFI INTERNATIONAL ORD (TOR) |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TFII CT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 183.00000000 |
| ISO Currency Code.
|
Canada Dollar
|
| iv. Value.
| 23611.33000000 |
| ISO Currency Code.
|
Canada 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).
| 556.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22840.48000000 |
| 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. | 171779309 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4584.22000000 |
| 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. | 83444K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 887.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2119.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CJT CT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 216.00000000 |
| ISO Currency Code.
|
Canada Dollar
|
| iv. Value.
| 14385.09000000 |
| ISO Currency Code.
|
Canada Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Butterfly Network Inc |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BFLY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1551.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1830.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ICU Medical, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44930G107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 290.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 34512.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BellRing Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 07831C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1085.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 44734.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SL Green Realty Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78440X887 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4032.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 150393.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CH Robinson Worldwide, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12541W209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17828.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zions Bancorp NA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 989701107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 323.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11269.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Array Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 04271T100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 425.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9430.75000000 |
| 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).
| 6870.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 125446.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arista Networks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 040413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 250.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 45982.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Monday.com, Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | M7S64H106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15603.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Textainer Group Holdings, Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | G8766E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 642.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 23914.50000000 |
| 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. | 037833100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7408.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1268323.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Inspire Medical Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 457730109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9922.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Empire State Realty Trust, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 292104106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14079.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 113195.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Li-Cycle Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 50202P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 940.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3337.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Squarespace, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 85225A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1278.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 37023.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENVX |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1143.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14344.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Affirm Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00827B106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 456.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9699.12000000 |
| 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. | 576323109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 212.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15257.64000000 |
| 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. | 009066101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5640.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 773864.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Devon Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25179M103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 927.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 44217.90000000 |
| 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. | 887389104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10362.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Axalta Coating Systems, Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | G0750C108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 358.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9630.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| E2open Parent Holdings Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29788T103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1909.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8666.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9101 JT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 835.00000000 |
| ISO Currency Code.
|
Japan Yen
|
| iv. Value.
| 21744.41000000 |
| ISO Currency Code.
|
Japan Yen
|
For all other indices or custom baskets provide:
| i. Name.
| Waste Management, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94106L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 262.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 39939.28000000 |
| 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. | 749397105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3247.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 48932.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Landstar System, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 515098101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 20525.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mirati Therapeutics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60468T105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 412.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17946.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Johnson & Johnson |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 478160104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 308.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 47971.00000000 |
| 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).
| 1275.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 48182.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baker Hughes Co. |
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).
| 1617.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 57112.44000000 |
| 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. | 04621X108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6748.26000000 |
| 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. | 55087P104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 960.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10118.40000000 |
| 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. | 816851109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 632.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 42994.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PTRAQ |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1165.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 62.91000000 |
| 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. | 963320106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10829.70000000 |
| 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. | 55354G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12827.00000000 |
| 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).
| 173.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6973.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aurora Innovation, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 051774107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3252.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7642.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kulicke & Soffa Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 501242101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4619.85000000 |
| 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. | 013872106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 265.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7700.90000000 |
| 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. | G0250X107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46234.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 423503.44000000 |
| 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. | 20825C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4309.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 516218.20000000 |
| 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. | 117043109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3235.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 255565.00000000 |
| 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. | 222070203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41005.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 449824.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Johnson Controls International PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | G51502105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 191.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10163.11000000 |
| 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. | G96629103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 20687.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Louisiana-Pacific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 546347105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2225.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 122975.75000000 |
| 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. | 96209A104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 293.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Forward Air Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 349853101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12785.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Seacoast Banking Corp. of Florida |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 811707801 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 197.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4326.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Guardant Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40131M109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 438.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12982.32000000 |
| 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. | 540424108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 344.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 21778.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MP Materials Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 553368101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13224.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 252578.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brown-Forman Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 115637209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 409.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 23595.21000000 |
| 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).
| 8563.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 499222.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Solar, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 336433107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3878.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Antero Resources Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03674X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 573.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14542.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Under Armour, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 904311107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3911.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26790.35000000 |
| 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. | M98068105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5049.00000000 |
| 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).
| 1404.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 83509.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ROBINHOOD MARKETS INC - A |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOOD |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6304.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 61842.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Spirit AeroSystems Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 848574109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 382.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6165.48000000 |
| 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. | 04342Y104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 230.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4211.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Floor & Decor Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 339750101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8552.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 773956.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Paramount Global |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92556H206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1610.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 20769.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TOPGOLF CALLAWAY BRANDS ORD (NYS) |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MODG |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4057.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 56148.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intra-Cellular Therapies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46116X101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 257.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13387.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kuehne + Nagel International A |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KNIN SE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85.00000000 |
| ISO Currency Code.
|
Switzerland Franc
|
| iv. Value.
| 24251.20000000 |
| ISO Currency Code.
|
Switzerland Franc
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 453204109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2146.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Genuine Parts Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 372460105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22956.42000000 |
| 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. | 931142103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3129.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 500420.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MITSUI OSK LINES LTD |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9104 JT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 794.00000000 |
| ISO Currency Code.
|
Japan Yen
|
| iv. Value.
| 21868.59000000 |
| ISO Currency Code.
|
Japan Yen
|
For all other indices or custom baskets provide:
| i. Name.
| PROCORE TECHNOLOGIES INC |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PCOR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5421.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CANADIAN NATL RAILWAY CO |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNR CT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 167.00000000 |
| ISO Currency Code.
|
Canada Dollar
|
| iv. Value.
| 18168.66000000 |
| ISO Currency Code.
|
Canada Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 227046109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4954.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 437091.42000000 |
| 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. | 053332102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 373.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 947416.27000000 |
| 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. | 693656100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1897.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 145139.47000000 |
| 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. | G0176J109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10941.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hartford Financial Services Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 416515104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6169.17000000 |
| 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. | 166764100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 476.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 80334.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Stanley Black & Decker, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 854502101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8608.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ALIGHT CL A ORD (NYS) |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALIT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1621.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11492.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Luminar Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LAZR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2163.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9841.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Abbott Laboratories |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 002824100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 219.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 21210.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TriNet Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 896288107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 346.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 40302.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mariner Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 56845T305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2794.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2731.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Five Below, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 33829M101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1447.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 232822.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Douglas Emmett, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25960P109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2944.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 37565.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Caterpillar, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 149123101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1160.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 316680.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cushman & Wakefield PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | G2717B108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1763.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13434.06000000 |
| 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).
| 67.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 27412.38000000 |
| 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. | 443320106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 241.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18928.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Hawaiian, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 32051X108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2184.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DXC Technology Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23355L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 203.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4228.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Allison Transmission Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 01973R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 242.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14292.52000000 |
| 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. | 224441105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3889.90000000 |
| 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. | 126408103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 366.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11254.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Honeywell International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 438516106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1944.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 359134.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Hawaii Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 062540109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2583.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ROCKET LAB USA INC REGISTERED SHS -A- |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RKLB |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2575.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11278.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brandywine Realty Trust |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 105368203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4590.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 20838.60000000 |
| 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. | 713448108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26940.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Howmet Aerospace, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 443201108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 258.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11932.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Permian Resources Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 71424F105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2262.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31577.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Southwestern Energy Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 845467109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4894.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31566.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Huntington Bancshares, Inc. |
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).
| 998.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10379.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Universal Health Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 913903100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12698.73000000 |
| 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. | 74982T103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1186.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 23399.78000000 |
| 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).
| 1723.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 664406.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Texas Roadhouse, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 882681109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 701.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 67366.10000000 |
| 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. | 60786M105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 328.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14802.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baxter International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 071813109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 308.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11623.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Piedmont Office Realty Trust, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 720190206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1024.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5754.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WillScot Mobile Mini Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 971378104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13109.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 545203.31000000 |
| 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).
| 609.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10474.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wells Fargo & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 949746101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 414.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16916.04000000 |
| 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. | 224408104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6307.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FREYR Battery SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | L4135L100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 961.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4699.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McDonald's Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 580135101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1360.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 358278.40000000 |
| 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. | 74340W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3695.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 414615.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coterra Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 127097103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1456.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 39384.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Southern Copper Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 84265V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3877.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 291899.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American International Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 026874784 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6666.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| iRhythm Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 450056106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9991.56000000 |
| 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. | 29977A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16683.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Rentals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 911363109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12447.96000000 |
| 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).
| 91.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11506.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Airlines Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02376R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12719.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 162930.39000000 |
| 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. | 302491303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 223.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14934.31000000 |
| 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).
| 129.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 33350.37000000 |
| 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. | 15135B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 178.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12260.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ulta Beauty, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90384S303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 787.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 314367.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Financial Bankshares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 32020R109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3592.16000000 |
| 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. | 23918K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14463.09000000 |
| 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. | 58155Q103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 49572.90000000 |
| 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. | 68622V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 533.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9252.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AST SPACEMOBILE INC REGISTERED SHS -A- |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ASTS |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1281.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4867.80000000 |
| 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).
| 129.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 25810.32000000 |
| 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. | 12740C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 206.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4371.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Clover Health Investments Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 18914F103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4884.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5274.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CBRE Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12504L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7778.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 574483.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Berry Global Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 08579W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 189.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11700.99000000 |
| 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. | 833034101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 647.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 165023.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Pharmaceutical Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 955306105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 201.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 75417.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hancock Whitney Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 410120109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4290.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| INNOVIZ TECHNOLOGIES LTD REGISTERED SHS |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INVZ |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1551.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3024.45000000 |
| 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. | 31428X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 36029.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Microvast Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59516C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3215.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6076.35000000 |
| 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. | 45784P101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6060.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Citizens BancShares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 31946M103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6900.50000000 |
| 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. | 12468P104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 796.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 20313.92000000 |
| 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. | M2682V108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 267.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 43726.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Bankshares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 909907107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3062.49000000 |
| 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. | 05969A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2277.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Graphic Packaging Holding Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 388689101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6873.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 153130.44000000 |
| 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).
| 816.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 51644.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kontoor Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 50050N103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1710.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 75086.10000000 |
| 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. | 268150109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 830.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 38785.90000000 |
| 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).
| 690.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22887.30000000 |
| 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. | G1151C101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 810.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 248759.10000000 |
| 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. | 74967X103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8723.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Bancshares Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 459044103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1950.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Levi Strauss & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 52736R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9208.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 125044.64000000 |
| 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. | 78709Y105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 360.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 143514.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Diamondback Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25278X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 460.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 71244.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Conagra Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 205887102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 805.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22073.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vornado Realty Trust |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 929042109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6420.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 145605.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| UMB Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902788108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6267.05000000 |
| 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. | 98419M100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9558.15000000 |
| 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. | 832696405 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1756.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 215829.96000000 |
| 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. | 69047Q102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 900.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 42813.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tenet Healthcare Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88033G407 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 216.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14232.24000000 |
| 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. | 62955J103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 780.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16302.00000000 |
| 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. | 72703X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2322.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6037.20000000 |
| 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. | 12047B105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 815.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12159.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Avery Dennison Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053611109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2890.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 527916.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nextdoor Holdings Inc |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65345M108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2275.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4140.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Paramount Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69924R108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15522.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 71711.64000000 |
| 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. | 302520101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 534.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5761.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ralph Lauren Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 751212101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6675.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 774900.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Community Banks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90984P303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3608.22000000 |
| 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).
| 629.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18215.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Old National Bancorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 680033107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 284.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4129.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schneider National, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 80689H102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 806.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22318.14000000 |
| 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. | 22266T109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1563.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26571.00000000 |
| 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. | 37637K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6828.22000000 |
| 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. | 759916109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6513.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1035632.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Steel Dynamics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 858119100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2693.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 288743.46000000 |
| 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).
| 283.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5300.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SolarEdge Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83417M104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2072.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Otis Worldwide Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68902V107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10761.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Principal Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74251V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11603.27000000 |
| 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. | 073730103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 458.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11014.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FactSet Research Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 303075105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11806.02000000 |
| 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. | 20717M103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1237.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 36627.57000000 |
| 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. | 260557103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 193.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9951.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Prosperity Bancshares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 743606105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4639.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dun & Bradstreet Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26484T106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1856.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18541.44000000 |
| 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. | G6095L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1473.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 145223.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ChargePoint Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15961R105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 840.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4174.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northeast Utilities |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 664397106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6864.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 49764.00000000 |
| 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. | 69351T106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1765.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 41583.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cboe Global Markets, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12503M108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14371.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of America Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 060505104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 536.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14675.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rockwell Automation, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 773903109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11148.93000000 |
| 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. | 750917106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6527.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Plug Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72919P202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22961.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 174503.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oxford Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 691497309 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 732.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 70367.16000000 |
| 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. | 06417N103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 176.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6524.32000000 |
| 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. | 86771W105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 397.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4986.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cheesecake Factory, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 163072101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 906.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 27451.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Parcel Service, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 911312106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2537.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 395442.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Beauty Health Co/The |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SKIN |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 472.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2841.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kilroy Realty Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49427F108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2422.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 76559.42000000 |
| 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).
| 181.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26764.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Leggett & Platt, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 524660107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7239.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 183942.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JOBY AVIATION INC |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JOBY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4764.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 30727.80000000 |
| 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. | 94419L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2230.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 135071.10000000 |
| 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).
| 2163.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 560779.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MKS Instruments, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55306N104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 426.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 36866.04000000 |
| 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. | 252131107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9983.10000000 |
| 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).
| 343.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 38745.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hecla Mining Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 422704106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1441.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5634.31000000 |
| 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. | G4124C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9016.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31916.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northrop Grumman Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 666807102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 24210.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| New York Times Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 650111107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10808.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 445289.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teladoc Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87918A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 459.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8532.81000000 |
| 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. | G6964L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 231.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2769.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COUR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2066.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 38613.54000000 |
| 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. | 03937C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 265.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 26937.25000000 |
| 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).
| 335.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9584.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cal-Maine Foods, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 128030202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4954.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 239872.68000000 |
| 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. | 46222L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1159.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17245.92000000 |
| 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. | 91529Y106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 310.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15248.90000000 |
| 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).
| 2324.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 25238.64000000 |
| 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. | 22052L104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 435.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22254.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Academy Sports & Outdoors, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00402L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3454.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 163270.58000000 |
| 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. | 189054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1872.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 245344.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Exxon Mobil Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30231G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 468.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 55027.44000000 |
| 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. | 74340E103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 354.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12043.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Desktop Metal, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25058X105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1902.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2776.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Logitech International SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | H50430232 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1544.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 106443.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Synovus Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87161C501 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 245.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6811.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Airlines Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 910047109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3798.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 160655.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Consolidated Edison, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 209115104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 536.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 45844.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Norwegian Cruise Line Holdings, Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | G66721104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 609.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10036.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Progressive Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 743315103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 220.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 30646.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IQVIA Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46266C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 750.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 147562.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Builders FirstSource, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12008R107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2703.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 336496.47000000 |
| 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).
| 9602.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 358058.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Illinois Tool Works, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 452308109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1626.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 374484.06000000 |
| 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. | 12572Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 233.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 46651.26000000 |
| 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. | 26603R106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 284.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 47107.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| KAWASAKI KISEN KAISHA LTD |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9107 JT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 982.00000000 |
| ISO Currency Code.
|
Japan Yen
|
| iv. Value.
| 33587.72000000 |
| ISO Currency Code.
|
Japan Yen
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03831W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1261.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 50389.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Reinsurance Group of America, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 759351604 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 21923.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BN CT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12543.00000000 |
| ISO Currency Code.
|
Canada Dollar
|
| iv. Value.
| 394009.77000000 |
| ISO Currency Code.
|
Canada Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charles Schwab Corp. |
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).
| 214.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11748.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SentinelOne, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81730H109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 337.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5681.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chesapeake Energy Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 165167735 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 412.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 35526.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rush Street Interactive, Inc. |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RSI |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1303.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6019.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cisco Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 17275R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10028.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 539105.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Allegro MicroSystems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 01749D105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3481.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ON Semiconductor Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 682189105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1866.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 173444.70000000 |
| 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. | 42809H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 442.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 67626.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Merck & Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| 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).
| 320.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 32944.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Celsius Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15118V207 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 399.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 68468.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Western Digital Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 958102105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6433.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hudson Pacific Properties, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 444097109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7137.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 47461.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HOWARD HUGHES HOLDINGS INC |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HHH |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 644.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 47739.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Home BancShares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 436893200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 180.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3769.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jefferies Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 47233W109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 408.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14945.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mister Car Wash Inc |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCW |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2486.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13697.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GFL ENVIRONMENTAL INC-SUB VT |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GFL CT |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1070.00000000 |
| ISO Currency Code.
|
Canada Dollar
|
| iv. Value.
| 34133.95000000 |
| ISO Currency Code.
|
Canada Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Highwoods Properties, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 431284108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1346.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 27741.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Blackstone, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09260D107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17151.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1837558.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molson Coors Beverage Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60871R209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4294.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 273055.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| UnitedHealth Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91324P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 962.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 485030.78000000 |
| 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. | 03743Q108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1137.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 46730.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Planet Fitness, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72703H101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4494.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 221014.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Globe Life, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37959E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13482.52000000 |
| 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. | 371901109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7497.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 243952.38000000 |
| 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. | 87162W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 343.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 34251.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| New York Community Bancorp, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 649445103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 277.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3141.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Columbia Banking System, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 197236102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 231.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4689.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ServisFirst Bancshares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81768T108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2243.31000000 |
| 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. | G0403H108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 56414.28000000 |
| 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. | G3421J106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1643.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 270224.21000000 |
| 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. | 876030107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3757.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 108013.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cleveland-Cliffs, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 185899101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 613.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9581.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Veeva Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 922475108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1261.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 256550.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Varonis Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 922280102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 193.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5894.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PPG Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 693506107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10384.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Range Resources Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 75281A109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 979.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 31729.39000000 |
| 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. | 150870103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12426.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AGL Resources, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US0012041069 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 1626.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 28877.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Parker-Hannifin Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 701094104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13243.68000000 |
| 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. | 532457108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 51027.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| T Rowe Price Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74144T108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12963.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1359429.81000000 |
| 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. | 456788108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29994.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 513197.34000000 |
| 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.
| FEDL01 |
| Receipts: Floating rate Spread.
| -0.46000000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 9396.94000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2024-07-30 |
| 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.
| -1170676.31660000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 102755.83000000 |
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Amplifon Trs:b14nj71 |
| d. CUSIP (if any).
| N/A |
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 | CP_AMP_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 286972.79000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.559659922117 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Amplifon SPA |
| Title of issue.
| Amplifon SPA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004056880 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 10445.86000000 |
| ii. Termination or maturity date.
| 2024-01-29 |
| 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.
| 293537.91840000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -6565.12000000 |
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Bureau Veritas SA |
| d. CUSIP (if any).
| N/A |
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 | CP_BVI_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 1456484.44000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 2.840464311114 |
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. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Bureau Veritas SA |
| Title of issue.
| Bureau Veritas SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0006174348 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 52028.37000000 |
| ii. Termination or maturity date.
| 2024-01-19 |
| 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.
| 1539056.96460000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -82572.52000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Obic Co Ltd |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Obic Co., Ltd. |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | JP3173400007 |
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
| 3528.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Japan Yen
|
| 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.
| 536322.20000000 |
| Exchange rate.
| 149.22500000 |
| Percentage value compared to net assets of the Fund.
| 1.045945996071 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
JAPAN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Ishares Core Msci Total International Stock Etf |
| 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.
| 5493000KJHTQW5I5L936 |
| c. Title of the issue or description of the investment.
| iShares Core MSCI Total International Stock ETF |
| d. CUSIP (if any).
| 46432F834 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US46432F8344 |
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
| -21830.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1309581.70000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -2.55397172752 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Equinor Asa |
| 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.
| OW6OFBNCKXC4US5C7523 |
| c. Title of the issue or description of the investment.
| Equinor ASA |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | NO0010096985 |
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
| -24946.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Norway Krone
|
| 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.
| -823222.57000000 |
| Exchange rate.
| 10.64085000 |
| Percentage value compared to net assets of the Fund.
| -1.60546468329 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
NORWAY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Valmet Oyj |
| 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.
| 213800D9O7FUQDH83V62 |
| c. Title of the issue or description of the investment.
| Valmet Oyj |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FI4000074984 |
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
| -5962.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -136723.72000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -0.26664126061 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FINLAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Goldman Sachs |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Gscbscf1 Index Trs |
| d. CUSIP (if any).
| N/A |
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 | CG_CBSCF1_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| -128851.80000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.25128928896 |
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. | Goldman Sachs |
| LEI (if any) of counterparty. | 784F5XWPLTWKTBV3E584 |
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.
| GSCBSCF1 Index |
| Index identifier, if any.
| GSCBSCF1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 505336107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22133.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 683467.04000000 |
| 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. | 227046109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5389.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 475471.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| YETI Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98585X104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15340.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 739694.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Williams-Sonoma, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 969904101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5264.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 818025.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ollie's Bargain Outlet Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 681116109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13041.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1006504.38000000 |
| 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.
| FEDL01 |
| Receipts: Floating rate Spread.
| -0.32500000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 430.89000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2024-07-03 |
| 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.
| -128925.26000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 73.46000000 |
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/A: 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).
| Tesla Inc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 54930043XZGB27CTOV49 |
| c. Title of the issue or description of the investment.
| Tesla, Inc. |
| d. CUSIP (if any).
| 88160R101 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US88160R1014 |
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
| -109.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -27273.98000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.05319024679 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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:
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/A: 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).
| Brenntag Se |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| NNROIXVWJ7CPSR27SV97 |
| c. Title of the issue or description of the investment.
| Brenntag SE |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE000A1DAHH0 |
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
| -9710.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -755408.41000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -1.47321218819 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Goldman Sachs |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Gscbetas Index Trs |
| d. CUSIP (if any).
| N/A |
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 | CG_CBETAS_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -804536.98000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -1.56902368188 |
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. | Goldman Sachs |
| LEI (if any) of counterparty. | 784F5XWPLTWKTBV3E584 |
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.
| GSCBETAS Index |
| Index identifier, if any.
| GSCBETAS |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name.
| Ryanair Holdings PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | B1R9YB908 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16863.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 284141.67000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEI GY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7215.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 561610.57000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00BMV2C79 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13377.90000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 168521.51000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
| i. Name.
| STRAUMANN HOLDING ORD (SWX) |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STMN SE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2521.00000000 |
| ISO Currency Code.
|
Switzerland Franc
|
| iv. Value.
| 322979.01000000 |
| ISO Currency Code.
|
Switzerland Franc
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00BQV0SV7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13955.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 312192.72000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00B11HK39 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52424.00000000 |
| ISO Currency Code.
|
Norway Krone
|
| iv. Value.
| 331072.50000000 |
| ISO Currency Code.
|
Norway Krone
|
For all other indices or custom baskets provide:
| i. Name.
| ArcelorMittal SA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00BYPBS67 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19980.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 502932.21000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FRVIA FP |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16212.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 336594.98000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005366767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46407.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 284384.19000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
| i. Name.
| Kingspan Group PLC |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 449123900 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3355.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 252057.47000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
| i. Name.
| LOGITECH INTERNATIONAL-REG |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LOGN SE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6807.00000000 |
| ISO Currency Code.
|
Switzerland Franc
|
| iv. Value.
| 470864.63000000 |
| ISO Currency Code.
|
Switzerland Franc
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00B1Q3J35 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29105.00000000 |
| ISO Currency Code.
|
Sweden Krona
|
| iv. Value.
| 487976.63000000 |
| ISO Currency Code.
|
Sweden Krona
|
For all other indices or custom baskets provide:
| i. Name.
| CIE FINANCIERE RICHEMO-A REG |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFR SE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2279.00000000 |
| ISO Currency Code.
|
Switzerland Franc
|
| iv. Value.
| 279020.55000000 |
| ISO Currency Code.
|
Switzerland Franc
|
For all other indices or custom baskets provide:
| i. Name.
| Nibe Industrier AB |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00BN7BZM3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33163.00000000 |
| ISO Currency Code.
|
Sweden Krona
|
| iv. Value.
| 219169.69000000 |
| ISO Currency Code.
|
Sweden Krona
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | D1764R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18843.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 455060.12000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Lufthansa AG |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHA GY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51626.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 410270.68000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CON GY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7762.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 548634.87000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000045614 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11978.00000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
| iv. Value.
| 208916.14000000 |
| ISO Currency Code.
|
United Kingdom Pound
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00BNZFHC1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48451.00000000 |
| ISO Currency Code.
|
Sweden Krona
|
| iv. Value.
| 416446.16000000 |
| ISO Currency Code.
|
Sweden Krona
|
For all other indices or custom baskets provide:
| i. Name.
| CNH Industrial NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010545661 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27613.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 337374.96000000 |
| ISO Currency Code.
|
Euro Member Countries
|
For all other indices or custom baskets provide:
| i. Name.
| Vestas Wind Systems A/S |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00BN4MYF5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14105.00000000 |
| ISO Currency Code.
|
Denmark Krone
|
| iv. Value.
| 303520.25000000 |
| ISO Currency Code.
|
Denmark Krone
|
For all other indices or custom baskets provide:
| i. Name.
| UBS GROUP AG-REG |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UBSG SE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19259.00000000 |
| ISO Currency Code.
|
Switzerland Franc
|
| iv. Value.
| 477685.52000000 |
| ISO Currency Code.
|
Switzerland Franc
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNDORA DC |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2342.00000000 |
| ISO Currency Code.
|
Denmark Krone
|
| iv. Value.
| 243271.13000000 |
| ISO Currency Code.
|
Denmark Krone
|
For all other indices or custom baskets provide:
| i. Name.
| DELIVERY HERO SE |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DHER GY |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14939.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Value.
| 429738.84000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| 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.
| ESTRON |
| Receipts: Floating rate Spread.
| -0.45000000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
Euro Member Countries
|
| Receipts: Amount.
| 8482.21928100 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2024-06-27 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
Euro Member Countries
|
| iv. Notional amount.
| -814995.16970000 |
| ISO Currency Code.
| EUR |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 58339.18000000 |
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/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Goldman Sachs |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| GS Swap GSCBSECN Basket Index |
| d. CUSIP (if any).
| N/A |
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 | CG_CBSECN_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| -345246.57000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.67330658240 |
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. | Goldman Sachs |
| LEI (if any) of counterparty. | 784F5XWPLTWKTBV3E584 |
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.
| GSCBSECN Index |
| Index identifier, if any.
| GSCBSECN |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name.
| Academy Sports & Outdoors, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00402L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64473.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3047638.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Floor & Decor Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 339750101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79622.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7205791.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| FEDL01 |
| Receipts: Floating rate Spread.
| -0.32500000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 913.31000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2024-06-20 |
| 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.
| -364517.91290000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 19271.34000000 |
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/A: 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).
| Rs Group Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 549300KVXDURRKVW7R37 |
| c. Title of the issue or description of the investment.
| RS GROUP PLC |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB0003096442 |
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
| 174437.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1565732.95000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| 3.053522882270 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Prosus Trs:bjds7l3 |
| d. CUSIP (if any).
| N/A |
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 | CP_PRX_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 2901402.57000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 5.658371779282 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Prosus N.V. |
| Title of issue.
| Prosus N.V. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013654783 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 87333.57000000 |
| ii. Termination or maturity date.
| 2023-12-11 |
| 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.
| 2917861.05000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -16458.48000000 |
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/A: 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 |
| 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.
| 549300KB6NK5SBD14S87 |
| c. Title of the issue or description of the investment.
| Taiwan Semiconductor Manufacturing Co., Ltd. |
| d. CUSIP (if any).
| N/A |
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 | CP_2330TT_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 2087495.96000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 4.071075262551 |
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. |
TAIWAN (PROVINCE OF CHINA)
|
| 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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Taiwan Semiconductor Manufacturing Co., Ltd. |
| Title of issue.
| Taiwan Semiconductor Manufacturing Co., Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | TW0002330008 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.95000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 81369.96000000 |
| ii. Termination or maturity date.
| 2023-12-15 |
| 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.
| 2146049.42820000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -58553.46000000 |
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/A: 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).
| Alstom Sa |
| 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.
| 96950032TUYMW11FB530 |
| c. Title of the issue or description of the investment.
| Alstom SA |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0010220475 |
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
| -15130.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -362026.87000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -0.70603185015 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Infosys Ltd |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 335800TYLGG93MM7PR89 |
| c. Title of the issue or description of the investment.
| Infosys, Ltd. |
| d. CUSIP (if any).
| 456788108 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US4567881085 |
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
| -18945.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -324148.95000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.63216159313 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
INDIA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Intercontinental Hotels Group Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 2138007ZFQYRUSLU3J98 |
| c. Title of the issue or description of the investment.
| InterContinental Hotels Group PLC |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00BHJYC057 |
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
| -7476.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -554242.13000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| -1.08089379243 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Brookfield Corp |
| 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.
| C6J3FGIWG6MBDGTE8F80 |
| c. Title of the issue or description of the investment.
| Brookfield Corp. |
| d. CUSIP (if any).
| 11271J107 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CA11271J1075 |
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
| 60319.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1894783.97000000 |
| Exchange rate.
| 1.35200000 |
| Percentage value compared to net assets of the Fund.
| 3.695244587752 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
CANADA (FEDERAL LEVEL)
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Dge Ln Trs: |
| d. CUSIP (if any).
| N/A |
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 | CP_DGE_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 605872.16000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 1.181583682128 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Diageo PLC |
| Title of issue.
| Diageo PLC |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002374006 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 50.00000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 0 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 0 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 3277.79000000 |
| ii. Termination or maturity date.
| 2024-09-23 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 665309.83000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -59437.67000000 |
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Lseg Ln Trs:b0swjx3 |
| d. CUSIP (if any).
| N/A |
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 | CP_LSEG_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 2042865.27000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 3.984035622000 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| London Stock Exchange |
| Title of issue.
| London Stock Exchange |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0SWJX34 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 78803.85000000 |
| ii. Termination or maturity date.
| 2023-10-23 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 1784067.43590000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 258797.84000000 |
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/A: 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).
| Scout24 Se |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 5493007EIKM2ENQS7U66 |
| c. Title of the issue or description of the investment.
| Scout24 SE |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE000A12DM80 |
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
| -6685.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -464724.67000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -0.90631509913 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Skf Ab |
| 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.
| 549300B6HWYEE57O8J84 |
| c. Title of the issue or description of the investment.
| SKF AB |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | SE0000108227 |
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
| -37324.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Sweden Krona
|
| 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.
| -625777.01000000 |
| Exchange rate.
| 10.86420000 |
| Percentage value compared to net assets of the Fund.
| -1.22040250812 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SWEDEN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| The Options Clearing Corporation |
| 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.
| 549300CII6SLYGKNHA04 |
| c. Title of the issue or description of the investment.
| Intel Corp. |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Ticker (if ISIN is not available) |
| Ticker (if ISIN is not available). | 9A199IMQ |
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
| 657.00000000 |
| 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.
| 52888.50000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.103144182383 |
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). |
Option
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | J.P. Morgan |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
|
i. Type, selected from among the following (put, call). Respond call
for warrants.
|
Put
Call
|
|
ii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants.
|
Written
Purchased
|
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| INTEL CORP COM |
| Title of issue.
| Intel Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 458140100 |
iv. Number of shares or principal amount of underlying reference instrument per contract.
| Number of shares.
| 100.00000000 |
| v. Exercise price or rate.
| 42.50000000 |
| vi. Exercise Price Currency Code
|
United States Dollar
|
| vii. Expiration date.
| 2024-01-22 |
| viii. Delta.
| XXXX |
| ix. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -18086.65000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Invesco Db Us Dollar Index Bullish Fund |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 549300QQBOFDEGGI5W06 |
| c. Title of the issue or description of the investment.
| Invesco DB US Dollar Index Bullish Fund |
| d. CUSIP (if any).
| 46141D203 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US46141D2036 |
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
| -7183.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -213550.59000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.41647051822 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Ishares Msci India Etf |
| 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.
| 549300282VMCFH7S5848 |
| c. Title of the issue or description of the investment.
| iShares MSCI India ETF |
| d. CUSIP (if any).
| 46429B598 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US46429B5984 |
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
| -1545.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -68319.90000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.13323879909 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Goldman Sachs |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Gscbaius Index Trs |
| d. CUSIP (if any).
| N/A |
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 | CG_CBAIUS_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| -353363.04000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.68913548021 |
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. | Goldman Sachs |
| LEI (if any) of counterparty. | 784F5XWPLTWKTBV3E584 |
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.
| GSCBAIUS Index |
| Index identifier, if any.
| GSCBAIUS |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name.
| Squarespace, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 85225A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7579.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 219563.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Interpublic Group of Cos., Inc. |
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).
| 22216.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 636710.56000000 |
| 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. | 90364P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54502.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 932529.22000000 |
| 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).
| 3889.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 935615.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Omnicom Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 681919106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8961.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 667415.28000000 |
| 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. | 093671105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16338.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 703514.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Expedia Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30212P303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3975.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 409703.25000000 |
| 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. | 338307101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12538.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 806193.40000000 |
| 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. | G3922B107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11829.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 428209.80000000 |
| 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. | 985817105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7244.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 301277.96000000 |
| 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. | 98585N106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13514.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 85543.62000000 |
| 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. | M98068105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7696.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 706492.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ManpowerGroup, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 56418H100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4244.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 311170.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cognizant Technology Solutions Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 192446102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14096.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 954863.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRZE |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7639.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 356970.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| LivePerson, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 538146101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23585.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 91745.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COUR |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8969.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 167630.61000000 |
| 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. | 92719V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18519.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 65557.26000000 |
| 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. | 549271104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6443.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 70486.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TASKUS CL A ORD (NMS) |
At least one of the following other identifiers:
| Identifier.
| Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TASK |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4971.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 51598.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booking Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09857L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 431753.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RingCentral, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 76680R206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20841.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 617518.83000000 |
| 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. | 03782L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3128.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 142668.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Papa Murphy's Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 698814100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13964.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 278162.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Business Machines Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 459200101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6642.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 931872.60000000 |
| 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.
| FEDL01 |
| Receipts: Floating rate Spread.
| -0.33000000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 5939.27000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2024-06-06 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| -320247.08740000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -33115.96000000 |
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/A: 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).
| Ashtead Group Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 2138007UTBN8X9K1A235 |
| c. Title of the issue or description of the investment.
| Ashtead Group PLC |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB0000536739 |
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
| -8157.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -498000.30000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| -0.97120988060 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Kering Sa |
| 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.
| 549300VGEJKB7SVUZR78 |
| c. Title of the issue or description of the investment.
| Kering SA |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0000121485 |
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
| -99.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -45270.14000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -0.08828670839 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Rentokil Initial PLC |
| d. CUSIP (if any).
| N/A |
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 | CP_RTO_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 1381946.00000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 2.695097994240 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Rentokil |
| Title of issue.
| Rentokil |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B082RF11 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 43939.67000000 |
| ii. Termination or maturity date.
| 2023-11-06 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 1102386.50090000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 279559.50000000 |
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Dim Fp Trs:byz2qp5 |
| d. CUSIP (if any).
| N/A |
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 | CP_DIM_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 1678053.11000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 3.272571845057 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Sartorius Stedim Biotech |
| Title of issue.
| Sartorius Stedim Biotech |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013154002 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 37310.92000000 |
| ii. Termination or maturity date.
| 2023-11-20 |
| 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.
| 1853554.33000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -175501.22000000 |
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Payb Adidas Trs:4031976 |
| d. CUSIP (if any).
| N/A |
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 | CP_ADS_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 1425736.93000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 2.780499918490 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Adidas AG |
| Title of issue.
| Adidas AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1EWWW0 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 39691.05000000 |
| ii. Termination or maturity date.
| 2024-02-06 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 1327231.34700000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 98505.59000000 |
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/A: 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).
| Vanguard Total International Stock Etf |
| 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.
| 5493005RYBM6XD8JKF03 |
| c. Title of the issue or description of the investment.
| Vanguard Total International Stock ETF |
| d. CUSIP (if any).
| 921909768 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US9219097683 |
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
| -24479.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1310116.08000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -2.55501388580 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Ishares Msci Canada Etf |
| 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.
| 549300DXCD53F4JK3H45 |
| c. Title of the issue or description of the investment.
| iShares MSCI Canada ETF |
| d. CUSIP (if any).
| 464286509 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US4642865095 |
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
| -13793.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -461513.78000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.90005315894 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Deutsche Lufthansa Ag |
| 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.
| 529900PH63HYJ86ASW55 |
| c. Title of the issue or description of the investment.
| Deutsche Lufthansa AG |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE0008232125 |
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
| -27841.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -221251.81000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -0.43148958740 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Bank Of America Merrill Lynch |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Repsol Sa Trs:566935 |
| d. CUSIP (if any).
| N/A |
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 | CB_REP_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| -585455.47000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -1.14176665579 |
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. | Bank Of America Merrill Lynch |
| LEI (if any) of counterparty. | N/A |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| REPSOL SA |
| Title of issue.
| REPSOL SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0173516115 |
| 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.
| FEDL01 |
| Receipts: Floating rate Spread.
| -0.20000000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 11116.06000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2024-05-20 |
| 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.
| -510489.61050000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -74965.86000000 |
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/A: 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).
| Ishares Msci Mexico Etf |
| 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.
| 549300SQ92O6OZ19G545 |
| c. Title of the issue or description of the investment.
| iShares MSCI Mexico ETF |
| d. CUSIP (if any).
| 464286822 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US4642868222 |
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
| -1374.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -80008.02000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.15603319827 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Goldman Sachs |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Cba At Trs:6215035 |
| d. CUSIP (if any).
| N/A |
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 | CG_CBA_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| -1062461.35000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -2.07203280977 |
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. | Goldman Sachs |
| LEI (if any) of counterparty. | 784F5XWPLTWKTBV3E584 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| Commonwealth Bank of Australia |
| Title of issue.
| Commonwealth Bank of Australia |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CBA7 |
| 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.
| FEDL01 |
| Receipts: Floating rate Spread.
| -0.50000000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 33082.20000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date.
| 2024-01-25 |
| 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.
| -1122148.89940000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 59687.54000000 |
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/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Dsfir Na Trs:bpcpsd6 |
| d. CUSIP (if any).
| N/A |
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 | CP_DSFIR_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 1019235.64000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 1.987733188578 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| DSM FIRMENICH AG |
| Title of issue.
| DSM FIRMENICH AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1216478797 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 633.65000000 |
| ii. Termination or maturity date.
| 2024-05-20 |
| 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.
| 1003818.53000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 15417.11000000 |
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/A: 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).
| Edenred Se |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 9695006LOD5B2D7Y0N70 |
| c. Title of the issue or description of the investment.
| Edenred SE |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0010908533 |
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
| 41256.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 2589338.05000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 5.049777476808 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Legrand Sa |
| 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.
| 969500XXRPGD7HCAFA90 |
| c. Title of the issue or description of the investment.
| Legrand SA |
| d. CUSIP (if any).
| F56196185 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0010307819 |
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
| -4734.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -437558.31000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| -0.85333473496 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Safran Sa |
| 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.
| 969500UIC89GT3UL7L24 |
| c. Title of the issue or description of the investment.
| Safran SA |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | FR0000073272 |
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
| 16420.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 2584058.19000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 5.039480591043 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
FRANCE
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
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/A: 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).
| Ishares Msci Japan Etf |
| 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.
| 5493008I6YRUC6I0S051 |
| c. Title of the issue or description of the investment.
| iShares MSCI Japan ETF |
| d. CUSIP (if any).
| 46434G822 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US46434G8226 |
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
| -15563.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -938293.27000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -1.82987780274 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Keyence Corp |
| 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.
| 529900M7PQBS7A89DZ11 |
| c. Title of the issue or description of the investment.
| Keyence Corp. |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | JP3236200006 |
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
| 2083.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Japan Yen
|
| 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.
| 774712.68000000 |
| Exchange rate.
| 149.22500000 |
| Percentage value compared to net assets of the Fund.
| 1.510859751380 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
JAPAN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Ishares China Large-cap Etf |
| 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.
| 5493001YVWPO25CNKN94 |
| c. Title of the issue or description of the investment.
| iShares China Large-Cap ETF |
| d. CUSIP (if any).
| 464287184 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US4642871846 |
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
| -14378.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -381448.34000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.74390797906 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Daifuku Co Ltd |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 3538006FG1W4X3MYHL36 |
| c. Title of the issue or description of the investment.
| Daifuku Co., Ltd. |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | JP3497400006 |
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
| -10890.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Japan Yen
|
| 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.
| -206488.56000000 |
| Exchange rate.
| 149.22500000 |
| Percentage value compared to net assets of the Fund.
| -0.40269800982 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
JAPAN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Autozone Inc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| GA3JGKJ41LJKXDN23E90 |
| c. Title of the issue or description of the investment.
| AutoZone, Inc. |
| d. CUSIP (if any).
| 053332102 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US0533321024 |
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
| -120.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -304798.80000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.59442455387 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
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:
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/A: 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).
| Eqt Ab |
| 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.
| 213800U7P9GOIRKCTB34 |
| c. Title of the issue or description of the investment.
| EQT AB |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | SE0012853455 |
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
| -9960.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Sweden Krona
|
| 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.
| -198847.96000000 |
| Exchange rate.
| 10.86420000 |
| Percentage value compared to net assets of the Fund.
| -0.38779716295 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SWEDEN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Lonza Group Ag |
| 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.
| 549300EFW4H2TCZ71055 |
| c. Title of the issue or description of the investment.
| Lonza Group AG |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CH0013841017 |
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
| -1059.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| 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.
| -492687.36000000 |
| Exchange rate.
| 0.91480000 |
| Percentage value compared to net assets of the Fund.
| -0.96084848157 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SWITZERLAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Experian Plc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 635400RXXHHYT1JTSZ26 |
| c. Title of the issue or description of the investment.
| Experian PLC |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | GB00B19NLV48 |
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
| 52317.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 1718351.42000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| 3.351162393785 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
JERSEY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Recv Hmb Ss Trs:5687431 |
| d. CUSIP (if any).
| N/A |
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 | CP_HMB_1 |
| Description of other unique identifier.
| INTERNAL IDENTIFIER |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 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.
| 1333892.06000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 2.601382264892 |
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 |
| LEI (if any) of counterparty. | 4PQUHN3JPFGFNF3BB653 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title
of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier
(if CUSIP, ISIN, and ticker are not available).
| Name of issuer.
| H&M Hennes & Mauritz AB |
| Title of issue.
| H&M Hennes & Mauritz AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000106270 |
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
|
Payments: fixed, floating or other.
|
Fixed
Floating
Other
|
| Payments: fixed or floating
| Floating |
| Payments: Floating rate Index.
| FEDL01 |
| Payments: Floating rate Spread.
| 0.50000000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 29586.53000000 |
| ii. Termination or maturity date.
| 2024-04-03 |
| 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.
| 1293319.37290000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 40572.69000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Welcia Holdings Co Ltd |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Welcia Holdings Co., Ltd. |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | JP3274280001 |
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
| 42626.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Japan Yen
|
| 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.
| 737974.68000000 |
| Exchange rate.
| 149.22500000 |
| Percentage value compared to net assets of the Fund.
| 1.439212588529 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
JAPAN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| International Consolidated Airlines Group Sa |
| 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.
| 959800TZHQRUSH1ESL13 |
| c. Title of the issue or description of the investment.
| International Consolidated Airlines Group SA |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | ES0177542018 |
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
| -97097.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -175397.33000000 |
| Exchange rate.
| 0.81930300 |
| Percentage value compared to net assets of the Fund.
| -0.34206328776 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SPAIN
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Cts Eventim Ag & Co Kgaa |
| 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.
| 529900FDHSN08UBJII80 |
| c. Title of the issue or description of the investment.
| CTS Eventim AG & Co. KGaA |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | DE0005470306 |
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
| 45092.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 2570861.29000000 |
| Exchange rate.
| 0.94451000 |
| Percentage value compared to net assets of the Fund.
| 5.013743739733 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P/A: 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).
| Alcon Inc |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 549300LDT5AP8S0NBM78 |
| c. Title of the issue or description of the investment.
| Alcon, Inc. |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | CH0432492467 |
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
| 28213.00000000 |
| Units
|
Number of shares
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| 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.
| 2187833.65000000 |
| Exchange rate.
| 0.91480000 |
| Percentage value compared to net assets of the Fund.
| 4.266755779058 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
|
Payoff profile.
|
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
|
Equity-common
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
|
Corporate
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
SWITZERLAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
