UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
NPORT-P: Filer Information
Confidential | ![]() |
Filer CIK | 0001829774 |
Filer CCC | ******** |
Filer Investment Company Type | |
Is this a LIVE or TEST Filing? | ![]() ![]() |
Would you like a Return Copy? | ![]() |
Is this an electronic copy of an official filing submitted in paper format? | ![]() |
Submission Contact Information
Name | |
Phone | |
E-Mail Address |
Notification Information
Notify via Filing Website only? | ![]() |
Series ID | S000070613 |
Class (Contract) ID | C000224303 |
Class (Contract) ID | C000224304 |
NPORT-P: Part A: General Information
Item A.1. Information about the Registrant.
a. Name of Registrant | James Alpha Funds Trust |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-23611 |
c. CIK number of Registrant | 0001829774 |
d. LEI of Registrant | 5493007JDS1R5QEQGK05 |
Street Address 1 | 515 Madison Ave |
Street Address 2 | |
City | New York |
State, if applicable | |
Foreign country, if applicable | |
Zip / Postal Code | 10022 |
Telephone number | 646-201-4042 |
Item A.2. Information about the Series.
a. Name of Series. | Easterly Global Macro Fund |
b. EDGAR series identifier (if any). | S000070613 |
c. LEI of Series. | 5493003O5EP1NEVYV019 |
Item A.3. Reporting period.
a. Date of fiscal year-end. | 2022-08-31 |
b. Date as of which information is reported. | 2022-02-28 |
Item A.4. Final filing
Does the Fund anticipate that this will be its final filing on Form N PORT? | ![]() ![]() |
NPORT-P: Part B: Information About the Fund
Report the following information for the Fund and its consolidated subsidiaries. |
Item B.1. Assets and liabilities. Report amounts in U.S. dollars.
a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 20247873.17 |
b. Total liabilities. | 12254605.03 |
c. Net assets. | 7993268.14 |
Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.
a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 384903.00999999 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
Amounts payable after one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
(ii) On a standby commitment basis: | 0.00000000 |
e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
f. Cash and cash equivalents not reported in Parts C and D. | 972658.17000000 |
Item B.3. Portfolio level risk metrics.
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Investment grade. | |
Maturity period. | |
3 month. | |
1 year. | |
5 years. | |
10 years. | |
30 years. | |
Non-Investment grade. | |
Maturity period. | |
3 month. | |
1 year. | |
5 years. | |
10 years. | |
30 years. |
For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).
Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.
Item B.4. Securities lending.
a. For each borrower in any securities lending transaction, provide the following information:
b. Did any securities lending counterparty provide any non-cash collateral? | ![]() ![]() |
Item B.5. Return information.
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.
Monthly Total Return Record: 1 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | 1.21000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | -1.02000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | -0.57000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000224303 |
Monthly Total Return Record: 2 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | 1.24000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | -1.15000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | -0.58000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000224304 |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Asset category. | Equity Contracts |
Monthly net realized gain(loss) – Month 1 | 7090.49000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -598.28000000 |
Monthly net realized gain(loss) – Month 2 | 2405.59000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Instrument type. | Option |
Monthly net realized gain(loss) – Month 1 | 7090.49000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -598.28000000 |
Monthly net realized gain(loss) – Month 2 | 2405.59000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
Asset category. | Foreign Exchange Contracts |
Monthly net realized gain(loss) – Month 1 | -3972.65000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 7405.54000000 |
Monthly net realized gain(loss) – Month 2 | 2882.22000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -2891.57000000 |
Monthly net realized gain(loss) – Month 3 | 1695.67000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -2694.88000000 |
Instrument type. | Forward |
Monthly net realized gain(loss) – Month 1 | -3972.65000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 7405.54000000 |
Monthly net realized gain(loss) – Month 2 | 2882.22000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -2891.57000000 |
Monthly net realized gain(loss) – Month 3 | 1695.67000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -2694.88000000 |
Asset category. | Other Contracts |
Monthly net realized gain(loss) – Month 1 | 9168.42000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 20997.08000000 |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -78564.76000000 |
Monthly net realized gain(loss) – Month 3 | -6433.41000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -4759.16000000 |
Instrument type. | Swap |
Monthly net realized gain(loss) – Month 1 | 9168.42000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 20997.08000000 |
Monthly net realized gain(loss) – Month 2 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -78564.76000000 |
Monthly net realized gain(loss) – Month 3 | -6433.41000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -4759.16000000 |
d. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Month 1
Monthly net realized gain(loss) – Month 1 | 30736.43000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -65072.31000000 |
Monthly net realized gain(loss) – Month 2 | 6615.58000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -20370.44000000 |
Monthly net realized gain(loss) – Month 3 | -12076.04000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -22881.65000000 |
Item B.6. Flow information.
Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
Month 1 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 144241.75000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 582060.45000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | -62731.07000000 |
Month 2 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 273180.98000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | -36031.71000000 |
Month 3 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 43252.06000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | -464975.90000000 |
Item B.7. Highly Liquid Investment Minimum information.
a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. | |
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. | |
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | ![]() ![]() ![]() |
Item B.8. Derivatives Transactions.
For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments | |
(2) Less Liquid Investments | |
(3) Illiquid Investments | |
Classification |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | N/A |
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. | CURRENCY CONTRACT - USD |
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). | USD |
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 | 16041.00000000 |
Units | Number of contracts |
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. | -89.58000000 |
Exchange rate. | 0.91620398 |
Percentage value compared to net assets of the Fund. | -0.00112069304 |
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. | ![]() ![]() ![]() |
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-foreign exchange |
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. | N/A |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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). | Forward |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | BROWN BROTHERS HARRIMAN |
LEI (if any) of counterparty. | N/A |
i. Amount and description of currency sold. |
Amount of currency sold. | -16041.00000000 |
Description of currency sold. | Switzerland Franc |
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 17418.53000000 |
Description of currency purchased. | United States Dollar |
iii. Settlement date. | 2022-03-23 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -89.58000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | -16041.00000000 |
Description of currency sold. | Switzerland Franc |
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 17418.53000000 |
Description of currency purchased. | United States Dollar |
iii. Settlement date. | 2022-03-23 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -89.58000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Trust |
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. | 5493000860OXIC4B5K91 |
c. Title of the issue or description of the investment. | ISHA CURR HEDGED MSCI EAF |
d. CUSIP (if any). | 46434V803 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US46434V8037 |
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 | 16.00000000 |
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. | 531.36000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.006647593833 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Listed Fund Trust |
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. | 549300C5D73JL0P1YC11 |
c. Title of the issue or description of the investment. | CORE ALTERNATIVE ETF |
d. CUSIP (if any). | 53656F847 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US53656F8471 |
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 | 4101.00000000 |
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. | 127048.98000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.589449744144 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Spdr Gold Trust |
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. | SPDR GOLD SHARES |
d. CUSIP (if any). | 78463V107 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US78463V1070 |
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 | 587.00000000 |
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. | 104709.06000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.309965563096 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | United Sts Commodi |
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. | UNITED STATES COMMODITY I |
d. CUSIP (if any). | 911717106 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US9117171069 |
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 | 6170.00000000 |
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. | 308870.20000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 3.864129097012 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Trust |
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. | 5493000860OXIC4B5K91 |
c. Title of the issue or description of the investment. | ISHARES MSCI GLO |
d. CUSIP (if any). | 46434V316 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US46434V3160 |
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 | 2365.00000000 |
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. | 86319.90000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.079907473240 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 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. | 549300MGJZCNMJLBAJ67 |
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 | 179.00000000 |
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. | 11266.26000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.140946854311 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Trust |
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. | 5493000860OXIC4B5K91 |
c. Title of the issue or description of the investment. | ISHARES MORNINGSTAR MULTI |
d. CUSIP (if any). | 46432F875 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US46432F8757 |
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 | 738.00000000 |
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. | 16811.64000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.210322482688 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Global X Fds |
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. | 5493003RA4QUTSYF1N15 |
c. Title of the issue or description of the investment. | GLOBAL X MSCI ARGENTINA E |
d. CUSIP (if any). | 37950E259 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US37950E2596 |
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 | 486.00000000 |
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. | 15722.10000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.196691762676 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Trust |
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. | 5493000860OXIC4B5K91 |
c. Title of the issue or description of the investment. | ISHARES AGENCY BOND ETF |
d. CUSIP (if any). | 464288166 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US4642881662 |
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 | 411.00000000 |
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. | 47314.32000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.591927096292 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Wisdomtree Trust |
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. | 549300SEVJBU47TE8855 |
c. Title of the issue or description of the investment. | WISDOMTREE EMRG MKTS DEBT |
d. CUSIP (if any). | 97717X867 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US97717X8671 |
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 | 677.00000000 |
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. | 19125.25000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.239266963963 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | N/A |
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. | CURRENCY CONTRACT - USD |
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). | USD |
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 | 16942.00000000 |
Units | Number of contracts |
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. | 276.38000000 |
Exchange rate. | 0.74533396 |
Percentage value compared to net assets of the Fund. | 0.003457659560 |
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. | ![]() ![]() ![]() |
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-foreign exchange |
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. | N/A |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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). | Forward |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | BROWN BROTHERS HARRIMAN |
LEI (if any) of counterparty. | N/A |
i. Amount and description of currency sold. |
Amount of currency sold. | -16942.00000000 |
Description of currency sold. | United Kingdom Pound |
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 23007.13000000 |
Description of currency purchased. | United States Dollar |
iii. Settlement date. | 2022-03-23 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 276.38000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | -16942.00000000 |
Description of currency sold. | United Kingdom Pound |
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 23007.13000000 |
Description of currency purchased. | United States Dollar |
iii. Settlement date. | 2022-03-23 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 276.38000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 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. | 549300MGJZCNMJLBAJ67 |
c. Title of the issue or description of the investment. | ISHARES MSCI CHILE ETF |
d. CUSIP (if any). | 464286640 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US4642866408 |
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 | 45.00000000 |
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. | 1170.90000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.014648576520 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Trust |
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. | 5493000860OXIC4B5K91 |
c. Title of the issue or description of the investment. | ISHARES MSCI ALL COUNTRY |
d. CUSIP (if any). | 464288182 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US4642881829 |
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 | 18.00000000 |
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. | 1415.16000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.017704397941 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Trust |
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. | 5493000860OXIC4B5K91 |
c. Title of the issue or description of the investment. | ISHARES 7-10 YEAR TREASUR |
d. CUSIP (if any). | 464287440 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US4642874402 |
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 | 1371.00000000 |
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. | 153716.52000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.923074733734 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank plc |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | IPATH SERIES B |
d. CUSIP (if any). | 06747R477 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US06747R4772 |
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 | 277.00000000 |
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. | 6648.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.083169986087 |
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. | ![]() ![]() ![]() |
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 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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 S&P Gsci C |
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. | 5493000860OXIC4B5K91 |
c. Title of the issue or description of the investment. | ISHARES S&P GSCI COMMODIT |
d. CUSIP (if any). | 46428R107 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US46428R1077 |
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 | 12327.00000000 |
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. | 256524.87000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 3.209261412316 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Select Sector Spdr |
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. | 5493008JJKIPMEX3CO91 |
c. Title of the issue or description of the investment. | ENERGY SELECT SECTOR SPDR |
d. CUSIP (if any). | 81369Y506 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US81369Y5069 |
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 | 144.00000000 |
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. | 10163.52000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.127150995337 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | N/A |
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. | CURRENCY CONTRACT - USD |
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). | USD |
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 | 84878.00000000 |
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. | 1321.62000000 |
Exchange rate. | 0.89086453 |
Percentage value compared to net assets of the Fund. | 0.016534163208 |
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. | ![]() ![]() ![]() |
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-foreign exchange |
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. | N/A |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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). | Forward |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | BROWN BROTHERS HARRIMAN |
LEI (if any) of counterparty. | N/A |
i. Amount and description of currency sold. |
Amount of currency sold. | -84878.00000000 |
Description of currency sold. | Euro Member Countries |
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 96597.61000000 |
Description of currency purchased. | United States Dollar |
iii. Settlement date. | 2022-03-23 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1321.62000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | -84878.00000000 |
Description of currency sold. | Euro Member Countries |
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 96597.61000000 |
Description of currency purchased. | United States Dollar |
iii. Settlement date. | 2022-03-23 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1321.62000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Ssga Active Etf Trust |
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. | 549300MAXSRPQ75ICU67 |
c. Title of the issue or description of the investment. | SPDR DOUBLELINE TR TACT E |
d. CUSIP (if any). | 78467V848 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US78467V8485 |
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 | 21.00000000 |
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. | 967.68000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.012106187144 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | James Alpha Fds Tr |
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. | ESTR-INC OPP-R6 |
d. CUSIP (if any). | 470258765 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US4702587654 |
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 | 221588.64700000 |
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. | 2388725.61000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 29.88421717077 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 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. | 549300MGJZCNMJLBAJ67 |
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 | 85.00000000 |
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. | 2795.65000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.034975055897 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Ssga Active Etf Trust |
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. | 549300MAXSRPQ75ICU67 |
c. Title of the issue or description of the investment. | SPDR SSGA MULTI-ASSET REA |
d. CUSIP (if any). | 78467V103 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US78467V1035 |
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 | 7413.00000000 |
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. | 214383.96000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.682056403527 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Cdn S&P/Ts |
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. | 549300YTZPMRP8RYSY86 |
c. Title of the issue or description of the investment. | ISHARES S&P/TSX SMALLCAP |
d. CUSIP (if any). | 46428G200 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | CA46428G2009 |
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 | 399.00000000 |
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. | 6552.90000000 |
Exchange rate. | 1.26771000 |
Percentage value compared to net assets of the Fund. | 0.081980234933 |
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. | ![]() ![]() ![]() |
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. | 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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Highland Fds I |
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. | 549300D4RVXJJ0JOL180 |
c. Title of the issue or description of the investment. | HIGHLAND/IBOXX SENIOR LOA |
d. CUSIP (if any). | 430101774 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US4301017749 |
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 | 3477.00000000 |
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. | 54484.59000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.681630955520 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | James Alpha Fds Tr |
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. | ESTR HDG EQ F-R6 |
d. CUSIP (if any). | 470258641 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US4702586417 |
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 | 17555.37600000 |
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. | 183102.57000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.290709717139 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | N/A |
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. | CURRENCY CONTRACT - AUD |
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 | CCTAUD__00085380 |
Description of other unique identifier. | Internal ID |
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 | 3208.79000000 |
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. | 35.33000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.000441996932 |
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. | ![]() ![]() ![]() |
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-foreign exchange |
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. | N/A |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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). | Forward |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | BROWN BROTHERS HARRIMAN |
LEI (if any) of counterparty. | N/A |
i. Amount and description of currency sold. |
Amount of currency sold. | -3208.79000000 |
Description of currency sold. | United States Dollar |
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 4466.00000000 |
Description of currency purchased. | Australia Dollar |
iii. Settlement date. | 2022-03-23 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 35.33000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | -3208.79000000 |
Description of currency sold. | United States Dollar |
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 4466.00000000 |
Description of currency purchased. | Australia Dollar |
iii. Settlement date. | 2022-03-23 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 35.33000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Trust |
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. | 5493002YECWEEITPWL97 |
c. Title of the issue or description of the investment. | BLACKROCK ULTRA |
d. CUSIP (if any). | 46434V878 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US46434V8789 |
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 | 238.00000000 |
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. | 11969.02000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.149738752539 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Multi-Sector Comm Tr |
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. | 549300W6SL18JV44UR66 |
c. Title of the issue or description of the investment. | INVESCO DB AGRICULTURE FU |
d. CUSIP (if any). | 46140H106 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US46140H1068 |
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 | 328.00000000 |
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. | 6865.04000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.085885270952 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Exchange Traded Fund Trust II |
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. | O540V2L4S174Y60FMD36 |
c. Title of the issue or description of the investment. | INVESCO KBW HIGH DIVIDEND |
d. CUSIP (if any). | 46138E610 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US46138E6106 |
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 | 502.00000000 |
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. | 9578.16000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.119827833024 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Litman Gregory Fds Tr |
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. | 549300RB4CD8N2IPVU55 |
c. Title of the issue or description of the investment. | IMGP DBI MANAGED |
d. CUSIP (if any). | 53700T827 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US53700T8273 |
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 | 12970.00000000 |
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. | 346363.85000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 4.333194432283 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Proshares Trust Ii |
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. | 549300SM22FHGJRWS154 |
c. Title of the issue or description of the investment. | PROSHARES ULTRAS |
d. CUSIP (if any). | 74347Y862 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US74347Y8628 |
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 | 3516.00000000 |
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. | 28866.36000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.361133387425 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Trust |
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. | 5493000860OXIC4B5K91 |
c. Title of the issue or description of the investment. | ISHARES LATIN AMERICA 40 |
d. CUSIP (if any). | 464287390 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US4642873909 |
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 | 515.00000000 |
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. | 13853.50000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.173314591195 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Trust |
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. | 5493000860OXIC4B5K91 |
c. Title of the issue or description of the investment. | ISHARES 0-5 YEAR TIPS BON |
d. CUSIP (if any). | 46429B747 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US46429B7477 |
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 | 475.00000000 |
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. | 50321.50000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.629548504049 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Scottsdal |
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. | 549300Y88GQ3VLJIBX57 |
c. Title of the issue or description of the investment. | VANGUARD LONG-TERM TREASU |
d. CUSIP (if any). | 92206C847 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US92206C8477 |
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 | 138.00000000 |
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. | 11666.52000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.145954318004 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank plc |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | IPATH SERIES B BLOOMBERG |
d. CUSIP (if any). | 06746P522 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US06746P5228 |
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 | 96.00000000 |
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. | 7580.75000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.094839180510 |
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. | ![]() ![]() ![]() |
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 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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | VanEck ETF Trust |
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. | 549300ZLFKNTXC51ZN76 |
c. Title of the issue or description of the investment. | VANECK RUSSIA ET |
d. CUSIP (if any). | 92189F403 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US92189F4037 |
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 | 463.00000000 |
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. | 5023.55000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.062847259869 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | N/A |
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. | GSVILG10 |
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 | GSVILG10L 00001 |
Description of other unique identifier. | Internal ID |
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 | 1521.07640000 |
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. | -3422.42000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.04281627914 |
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. | ![]() ![]() ![]() |
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. | |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. | N/A |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | N/A |
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. | N/A |
Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2900 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). | SPX 04/14/22 P2900 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3342.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P1800 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). | SPX 06/17/22 P1800 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 501.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2500 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). | SPX 06/17/22 P2500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14382.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 35.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2200 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). | SPX 04/14/22 P2200 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1192.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P3350 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). | SPX 03/17/23 P3350 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 903.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 25.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3625 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). | SPX 04/14/22 P3625 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2430.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3870 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). | SPX 04/14/22 P3870 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 451.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3225 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). | SPX 10/21/22 P3225 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1583.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 24.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3475 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). | SPX 07/15/22 P3475 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2594.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3275 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). | SPX 10/21/22 P3275 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1774.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 29.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P3425 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). | SPX 03/17/23 P3425 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2397.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 74.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3850 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). | SPX 04/14/22 P3850 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1055.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3475 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). | SPX 05/20/22 P3475 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 727.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3450 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). | SPX 03/18/22 P3450 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5074.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2400 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). | SPX 12/16/22 P2400 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2358.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P2700 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). | SPX 09/16/22 P2700 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 374.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3225 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). | SPX 03/18/22 P3225 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 435.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2650 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). | SPX 06/17/22 P2650 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4771.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3620 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). | SPX 04/14/22 P3620 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 451.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2350 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). | SPX 03/18/22 P2350 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3245.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P3200 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). | SPX 09/16/22 P3200 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 469.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2250 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). | SPX 03/18/22 P2250 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12410.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P2600 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). | SPX 07/15/22 P2600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16873.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 62.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2825 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). | SPX 03/18/22 P2825 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10936.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3450 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). | SPX 07/15/22 P3450 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3923.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 48.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3675 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). | SPX 06/17/22 P3675 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1335.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 19.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3100 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). | SPX 04/14/22 P3100 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 886.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2550 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). | SPX 06/17/22 P2550 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11817.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 31.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 4375 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). | SPX 02/17/23 4375 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14327.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3500 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). | SPX 04/14/22 P3500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2631.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3325 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). | SPX 05/20/22 P3325 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 252.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3050 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). | SPX 07/15/22 P3050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5268.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 35.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3125 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). | SPX 12/16/22 P3125 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4907.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 82.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P2950 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). | SPX 09/16/22 P2950 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1996.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3770 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). | SPX 06/17/22 P3770 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 800.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3625 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). | SPX 05/20/22 P3625 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7169.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 68.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P2700 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). | SPX 07/15/22 P2700 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1687.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P2850 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). | SPX 06/16/23 P2850 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2620.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 48.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P2900 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). | SPX 09/16/22 P2900 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2093.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 17.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2575 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). | SPX 06/17/22 P2575 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7774.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 21.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P3125 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). | SPX 09/16/22 P3125 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7663.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 88.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P3575 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). | SPX 11/18/22 P3575 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3979.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 112.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2600 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). | SPX 04/14/22 P2600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 440.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2950 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). | SPX 04/14/22 P2950 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7411.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3100 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). | SPX 05/20/22 P3100 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1475.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3540 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). | SPX 04/14/22 P3540 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 670.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3475 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). | SPX 12/16/22 P3475 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1719.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 45.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P2950 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). | SPX 07/15/22 P2950 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1254.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P2950 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). | SPX 08/19/22 P2950 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1984.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P2600 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). | SPX 10/21/22 P2600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4620.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 31.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P3150 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). | SPX 02/17/23 P3150 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5336.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 110.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2450 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). | SPX 04/14/22 P2450 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3554.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3150 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). | SPX 07/15/22 P3150 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2361.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P3175 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). | SPX 08/19/22 P3175 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3304.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P3425 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). | SPX 06/16/23 P3425 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1496.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 54.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3400 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). | SPX 06/17/22 P3400 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 744.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3025 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). | SPX 05/20/22 P3025 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2691.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3125 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). | SPX 07/15/22 P3125 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6418.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 48.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3925 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). | SPX 05/20/22 P3925 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 682.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3550 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). | SPX 07/15/22 P3550 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1099.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2625 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). | SPX 03/18/22 P2625 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6949.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P3475 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). | SPX 06/16/23 P3475 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 301.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P3050 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). | SPX 03/17/23 P3050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2996.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 58.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P3500 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). | SPX 11/18/22 P3500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 909.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 23.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P3350 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). | SPX 06/16/23 P3350 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2229.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 74.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3920 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). | SPX 05/20/22 P3920 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 312.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 4380 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). | SPX 07/15/22 4380 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19722.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -82.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P3425 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). | SPX 02/17/23 P3425 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2242.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 65.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3525 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). | SPX 06/17/22 P3525 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3878.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 43.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P2600 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). | SPX 05/20/22 P2600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1260.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3050 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). | SPX 04/14/22 P3050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3276.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3730 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). | SPX 05/20/22 P3730 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 428.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3475 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). | SPX 03/18/22 P3475 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3304.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3740 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). | SPX 04/14/22 P3740 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3200 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). | SPX 06/17/22 P3200 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6821.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3790 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). | SPX 04/14/22 P3790 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 670.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2075 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). | SPX 12/16/22 P2075 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3475 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). | SPX 06/17/22 P3475 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 793.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3050 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). | SPX 10/21/22 P3050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4519.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 55.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P3350 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). | SPX 08/19/22 P3350 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 429.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 4375 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). | SPX 11/18/22 4375 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14638.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -43.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P3475 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). | SPX 02/17/23 P3475 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1723.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 53.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3600 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). | SPX 07/15/22 P3600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 981.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3725 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). | SPX 12/16/22 P3725 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2001.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 73.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3820 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). | SPX 07/15/22 P3820 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 513.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3375 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). | SPX 04/14/22 P3375 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2430.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3250 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). | SPX 12/16/22 P3250 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14013.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 278.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3325 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). | SPX 12/16/22 P3325 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10887.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 238.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2150 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). | SPX 06/17/22 P2150 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9219.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P3525 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). | SPX 08/19/22 P3525 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4742.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 84.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 4375 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). | SPX 03/17/23 4375 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15299.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P2800 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). | SPX 05/20/22 P2800 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 975.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3250 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). | SPX 10/21/22 P3250 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3532.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 57.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2225 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). | SPX 06/17/22 P2225 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1217.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P2700 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). | SPX 11/18/22 P2700 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9474.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 83.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 4380 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). | SPX 08/19/22 4380 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18248.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -79.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P3475 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). | SPX 11/18/22 P3475 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2879.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 70.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2750 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). | SPX 03/18/22 P2750 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5954.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3910 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). | SPX 06/17/22 P3910 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1060.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 23.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2900 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). | SPX 12/16/22 P2900 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3480.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 43.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P3325 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). | SPX 08/19/22 P3325 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1220.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P2500 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). | SPX 06/16/23 P2500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7932.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 96.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3500 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). | SPX 10/21/22 P3500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1961.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 44.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2325 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). | SPX 12/16/22 P2325 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2199.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3825 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). | SPX 04/14/22 P3825 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 605.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3725 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). | SPX 07/15/22 P3725 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1403.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 27.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P1700 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). | SPX 06/17/22 P1700 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1332.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P3450 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). | SPX 08/19/22 P3450 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6608.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 104.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3325 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). | SPX 07/15/22 P3325 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 416.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2200 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). | SPX 03/18/22 P2200 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3192.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3350 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). | SPX 06/17/22 P3350 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2022.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P2850 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). | SPX 05/20/22 P2850 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4460.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P3050 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). | SPX 09/16/22 P3050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3954.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 41.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P3100 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). | SPX 08/19/22 P3100 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4552.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 43.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3920 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). | SPX 06/17/22 P3920 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1022.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 23.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P2500 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). | SPX 09/16/22 P2500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15582.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 78.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P2700 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). | SPX 03/17/23 P2700 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3036.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 38.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P2950 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). | SPX 02/17/23 P2950 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3335.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 53.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3775 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). | SPX 06/17/22 P3775 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 930.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P2900 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). | SPX 06/16/23 P2900 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2226.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 43.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P2700 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). | SPX 10/21/22 P2700 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4462.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2175 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). | SPX 12/16/22 P2175 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 332.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P2950 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). | SPX 03/17/23 P2950 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2272.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 39.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P3250 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). | SPX 02/17/23 P3250 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2633.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 61.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3525 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). | SPX 12/16/22 P3525 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3194.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 91.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3500 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). | SPX 06/17/22 P3500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1207.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3670 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). | SPX 04/14/22 P3670 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 538.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3675 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). | SPX 05/20/22 P3675 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 143.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3730 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). | SPX 06/17/22 P3730 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 525.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P2850 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). | SPX 07/15/22 P2850 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3500 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). | SPX 03/18/22 P3500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1121.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3890 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). | SPX 05/20/22 P3890 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 825.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3910 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). | SPX 05/20/22 P3910 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 772.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3650 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). | SPX 10/21/22 P3650 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2365.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 66.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3960 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). | SPX 04/14/22 P3960 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 536.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P3600 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). | SPX 03/17/23 P3600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3631.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 139.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P3025 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). | SPX 09/16/22 P3025 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6980.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 70.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P3300 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). | SPX 06/16/23 P3300 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1758.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 55.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3840 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). | SPX 05/20/22 P3840 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 783.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3225 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). | SPX 04/14/22 P3225 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6587.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P2500 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). | SPX 02/17/23 P2500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12019.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 108.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P2600 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). | SPX 09/16/22 P2600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13241.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 76.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P3200 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). | SPX 03/17/23 P3200 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4238.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 99.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P3700 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). | SPX 08/19/22 P3700 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 986.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 23.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3730 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). | SPX 04/14/22 P3730 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1449.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P2850 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). | SPX 08/19/22 P2850 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1220.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P3550 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). | SPX 02/17/23 P3550 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1713.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 58.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P3375 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). | SPX 03/17/23 P3375 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1574.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 46.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3325 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). | SPX 03/18/22 P3325 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 593.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3825 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). | SPX 07/15/22 P3825 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 142.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3890 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). | SPX 04/14/22 P3890 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 390.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2250 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). | SPX 12/16/22 P2250 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2078.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P4030 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). | SPX 06/17/22 P4030 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 417.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2575 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). | SPX 03/18/22 P2575 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10268.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3325 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). | SPX 06/17/22 P3325 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6482.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 51.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P3050 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). | SPX 11/18/22 P3050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1625.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 22.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3600 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). | SPX 04/14/22 P3600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1756.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P2600 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). | SPX 03/17/23 P2600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13265.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 146.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3760 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). | SPX 04/14/22 P3760 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3350 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). | SPX 03/18/22 P3350 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 543.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3780 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). | SPX 07/15/22 P3780 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 563.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2950 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). | SPX 06/17/22 P2950 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8942.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 40.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P3050 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). | SPX 06/16/23 P3050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2148.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 50.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P3325 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). | SPX 09/16/22 P3325 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7816.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 119.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2550 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). | SPX 03/18/22 P2550 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12235.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3375 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). | SPX 12/16/22 P3375 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9010.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 210.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2400 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). | SPX 04/14/22 P2400 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 886.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P3375 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). | SPX 09/16/22 P3375 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3314.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 54.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3940 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). | SPX 04/14/22 P3940 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 149.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3600 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). | SPX 12/16/22 P3600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10186.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 320.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3650 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). | SPX 05/20/22 P3650 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2256.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 22.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P3325 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). | SPX 02/17/23 P3325 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2247.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 57.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P2975 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). | SPX 05/20/22 P2975 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2196.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P2300 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). | SPX 06/16/23 P2300 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6882.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 65.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3100 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). | SPX 06/17/22 P3100 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6512.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 36.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2825 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). | SPX 12/16/22 P2825 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3048.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3575 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). | SPX 05/20/22 P3575 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1742.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2925 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). | SPX 06/17/22 P2925 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6473.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 28.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P2500 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). | SPX 03/17/23 P2500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9176.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 89.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3300 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). | SPX 05/20/22 P3300 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4427.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 23.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P2850 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). | SPX 03/17/23 P2850 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 474.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3200 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). | SPX 12/16/22 P3200 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10529.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 195.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3175 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). | SPX 05/20/22 P3175 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6447.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 27.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3150 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). | SPX 12/16/22 P3150 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3490.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 60.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P3150 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). | SPX 11/18/22 P3150 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 455.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2300 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). | SPX 03/18/22 P2300 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4396.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3550 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). | SPX 10/21/22 P3550 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1583.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 38.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2750 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). | SPX 04/14/22 P2750 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1892.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2750 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). | SPX 06/17/22 P2750 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4808.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3025 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). | SPX 06/17/22 P3025 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8376.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 42.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3350 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). | SPX 10/21/22 P3350 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3719.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 69.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2475 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). | SPX 06/17/22 P2475 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6633.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P3100 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). | SPX 02/17/23 P3100 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5147.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 99.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P1750 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). | SPX 06/17/22 P1750 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2077.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2050 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). | SPX 03/18/22 P2050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18795.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2275 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). | SPX 06/17/22 P2275 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1049.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P3225 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). | SPX 09/16/22 P3225 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1677.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 22.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2625 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). | SPX 06/17/22 P2625 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10207.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 29.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3400 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). | SPX 05/20/22 P3400 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3625 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). | SPX 12/16/22 P3625 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5661.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 184.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2375 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). | SPX 12/16/22 P2375 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3853.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 24.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P2750 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). | SPX 07/15/22 P2750 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2341.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3825 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). | SPX 06/17/22 P3825 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3281.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 62.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3800 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). | SPX 05/20/22 P3800 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 632.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3425 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). | SPX 10/21/22 P3425 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1152.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 23.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2300 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). | SPX 04/14/22 P2300 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2881.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3425 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). | SPX 12/16/22 P3425 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2375.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 59.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P2800 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). | SPX 08/19/22 P2800 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4768.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 30.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3075 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). | SPX 05/20/22 P3075 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2315.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P3525 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). | SPX 11/18/22 P3525 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1130.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 29.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3550 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). | SPX 06/17/22 P3550 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 206.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2975 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). | SPX 12/16/22 P2975 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9203.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 127.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P2650 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). | SPX 07/15/22 P2650 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5713.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 22.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2400 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). | SPX 06/17/22 P2400 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9465.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 20.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 4385 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). | SPX 04/14/22 4385 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9087.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -36.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P3175 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). | SPX 11/18/22 P3175 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 636.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P2500 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). | SPX 05/20/22 P2500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9854.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2875 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). | SPX 04/14/22 P2875 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3440.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3850 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). | SPX 05/20/22 P3850 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1166.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 17.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P1650 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). | SPX 06/17/22 P1650 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 551.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2475 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). | SPX 12/16/22 P2475 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6845.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 49.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3050 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). | SPX 05/20/22 P3050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 740.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3250 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). | SPX 03/18/22 P3250 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 865.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2700 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). | SPX 03/18/22 P2700 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9839.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2800 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). | SPX 04/14/22 P2800 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 645.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3350 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). | SPX 04/14/22 P3350 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1707.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P2500 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). | SPX 10/21/22 P2500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11749.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 70.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P3050 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). | SPX 08/19/22 P3050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4085.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 36.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2150 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). | SPX 12/16/22 P2150 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3625 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). | SPX 03/18/22 P3625 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3700 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). | SPX 07/15/22 P3700 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 418.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3225 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). | SPX 05/20/22 P3225 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4068.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3350 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). | SPX 05/20/22 P3350 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2091.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3670 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). | SPX 06/17/22 P3670 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 105.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3810 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). | SPX 04/14/22 P3810 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1214.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P3475 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). | SPX 03/17/23 P3475 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3222.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 106.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2650 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). | SPX 12/16/22 P2650 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10529.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 95.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2850 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). | SPX 12/16/22 P2850 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 950.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2500 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). | SPX 04/14/22 P2500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17219.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3750 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). | SPX 07/15/22 P3750 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 855.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 17.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3650 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). | SPX 12/16/22 P3650 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 908.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 30.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3225 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). | SPX 12/16/22 P3225 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6574.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 126.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3450 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). | SPX 05/20/22 P3450 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1263.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3300 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). | SPX 07/15/22 P3300 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1459.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2425 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). | SPX 12/16/22 P2425 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6319.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 43.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2525 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). | SPX 12/16/22 P2525 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7156.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 55.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3075 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). | SPX 04/14/22 P3075 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1439.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3700 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). | SPX 03/18/22 P3700 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1940.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3175 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). | SPX 10/21/22 P3175 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1961.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 28.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P3000 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). | SPX 03/17/23 P3000 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3098.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 56.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3075 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). | SPX 03/18/22 P3075 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3293.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3425 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). | SPX 06/17/22 P3425 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3067.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 28.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3720 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). | SPX 03/18/22 P3720 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 677.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P3450 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). | SPX 03/17/23 P3450 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1566.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 50.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3625 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). | SPX 10/21/22 P3625 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 224.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P3625 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). | SPX 11/18/22 P3625 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8569.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 258.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2250 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). | SPX 06/17/22 P2250 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2217.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2875 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). | SPX 06/17/22 P2875 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5034.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 20.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P2750 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). | SPX 06/16/23 P2750 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 290.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3760 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). | SPX 06/17/22 P3760 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 793.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3525 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). | SPX 04/14/22 P3525 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 544.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3820 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). | SPX 04/14/22 P3820 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 485.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3940 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). | SPX 05/20/22 P3940 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2725 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). | SPX 06/17/22 P2725 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1552.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3850 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). | SPX 06/17/22 P3850 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 934.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P2950 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). | SPX 06/16/23 P2950 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3267.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 68.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3980 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). | SPX 06/17/22 P3980 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 562.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3975 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). | SPX 07/15/22 P3975 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 800.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 23.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P3150 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). | SPX 06/16/23 P3150 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1208.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2775 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). | SPX 06/17/22 P2775 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2322.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P3150 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). | SPX 03/17/23 P3150 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6375.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 140.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P2900 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). | SPX 02/17/23 P2900 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3931.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 59.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P2900 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). | SPX 07/15/22 P2900 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 938.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2875 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). | SPX 03/18/22 P2875 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13059.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/17/23 P3500 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). | SPX 03/17/23 P3500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 386.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3590 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). | SPX 03/18/22 P3590 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1136.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 4375 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). | SPX 12/16/22 4375 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51367.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -148.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3800 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). | SPX 06/17/22 P3800 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 313.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P2400 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). | SPX 09/16/22 P2400 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2942.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P3075 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). | SPX 08/19/22 P3075 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2880.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 26.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2300 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). | SPX 06/17/22 P2300 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2938.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P2600 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). | SPX 11/18/22 P2600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3796.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 29.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P1850 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). | SPX 06/17/22 P1850 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1730.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2725 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). | SPX 03/18/22 P2725 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11198.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P3100 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). | SPX 06/16/23 P3100 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 754.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3450 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). | SPX 12/16/22 P3450 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6225.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 161.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P3200 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). | SPX 11/18/22 P3200 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1288.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 21.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P2200 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). | SPX 06/16/23 P2200 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 290.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2050 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). | SPX 06/17/22 P2050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12509.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2000 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). | SPX 03/18/22 P2000 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5476.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P2925 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). | SPX 05/20/22 P2925 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5994.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 17.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3275 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). | SPX 05/20/22 P3275 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5283.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 26.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P3500 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). | SPX 02/17/23 P3500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 986.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 31.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3625 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). | SPX 06/17/22 P3625 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 637.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3970 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). | SPX 06/17/22 P3970 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 209.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 02/17/23 P3450 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). | SPX 02/17/23 P3450 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5531.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 166.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2350 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). | SPX 12/16/22 P2350 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 795.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3075 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). | SPX 12/16/22 P3075 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7131.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 112.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3875 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). | SPX 05/20/22 P3875 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1582.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 25.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3200 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). | SPX 07/15/22 P3200 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1933.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2825 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). | SPX 06/17/22 P2825 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6520.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 24.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3610 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). | SPX 04/14/22 P3610 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1055.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3710 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). | SPX 03/18/22 P3710 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1357.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2725 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). | SPX 12/16/22 P2725 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6868.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 68.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2600 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). | SPX 12/16/22 P2600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3551.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 30.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P2650 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). | SPX 09/16/22 P2650 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6169.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 37.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2225 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). | SPX 12/16/22 P2225 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 663.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P2500 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). | SPX 11/18/22 P2500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1625.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P1900 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). | SPX 06/17/22 P1900 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2925.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P3550 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). | SPX 08/19/22 P3550 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2123.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 39.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3580 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). | SPX 04/14/22 P3580 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 605.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P2200 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). | SPX 06/17/22 P2200 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2852.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3275 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). | SPX 07/15/22 P3275 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2212.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 20.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3225 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). | SPX 06/17/22 P3225 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7146.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 48.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3575 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). | SPX 10/21/22 P3575 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1895.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 48.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3000 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). | SPX 12/16/22 P3000 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6685.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 95.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P3500 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). | SPX 09/16/22 P3500 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2657.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 52.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2600 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). | SPX 03/18/22 P2600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16457.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3600 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). | SPX 06/17/22 P3600 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2153.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 27.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 4385 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). | SPX 05/20/22 4385 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15212.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -72.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P3425 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). | SPX 08/19/22 P3425 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4925.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 75.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2650 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). | SPX 03/18/22 P2650 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1599.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3175 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). | SPX 04/14/22 P3175 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2099.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/16/23 P3125 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). | SPX 06/16/23 P3125 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 703.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3880 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). | SPX 05/20/22 P3880 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1036.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 05/20/22 P3125 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). | SPX 05/20/22 P3125 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2467.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3575 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). | SPX 06/17/22 P3575 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2166.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 26.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3000 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). | SPX 03/18/22 P3000 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7975.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P4025 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). | SPX 06/17/22 P4025 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 382.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2350 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). | SPX 04/14/22 P2350 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 307.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2650 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). | SPX 04/14/22 P2650 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 735.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3050 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). | SPX 12/16/22 P3050 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4365.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 66.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P3630 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). | SPX 03/18/22 P3630 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1078.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | USD-Federal Funds-H.15@1b + 0.0000% |
At least one of the following other identifiers:
Identifier. | Other identifier (if CUSIP, ISIN, and ticker are not available) |
Other identifier (if CUSIP, ISIN, and ticker are not available). | USD-Federal Funds-H.15@1b + 0.0000% |
Description of other identifier. | USD-Federal Funds-H.15@1b + 0.0000% |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20553.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -20553.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P2775 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). | SPX 04/14/22 P2775 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 906.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 0.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3175 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). | SPX 06/17/22 P3175 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3963.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 24.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2800 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). | SPX 12/16/22 P2800 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4817.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 53.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 08/19/22 P2750 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). | SPX 08/19/22 P2750 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 803.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 11/18/22 P2650 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). | SPX 11/18/22 P2650 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1249.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 06/17/22 P3075 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). | SPX 06/17/22 P3075 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5481.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 29.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 09/16/22 P3175 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). | SPX 09/16/22 P3175 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2978.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 36.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3100 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). | SPX 10/21/22 P3100 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1588.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 20.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 03/18/22 P2775 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). | SPX 03/18/22 P2775 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11542.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 07/15/22 P3375 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). | SPX 07/15/22 P3375 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4277.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 47.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3200 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). | SPX 04/14/22 P3200 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6111.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 10/21/22 P3675 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). | SPX 10/21/22 P3675 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 04/14/22 P3975 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). | SPX 04/14/22 P3975 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 297.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P3275 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). | SPX 12/16/22 P3275 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11496.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 235.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX 12/16/22 P2275 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). | SPX 12/16/22 P2275 Index |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2303.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12.97000000 |
ISO Currency Code. | United States Dollar |