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Green Century Funds NPORT-PGreen Century Balanced Fund (Jul 2021 report)

Filed: 27 Sep 21, 10:04am
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    • NPORT-P Monthly portfolio investment report
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    UNITED STATES
    SECURITIES AND EXCHANGE COMMISSION
    WASHINGTON, DC 20549

    FORM NPORT-P
    Monthly Portfolio Investments Report

    NPORT-P: Filer Information

    ConfidentialConfidential is not checked
    Filer CIK
    0000877232
    Filer CCC
    ********
    Filer Investment Company Type
    Is this a LIVE or TEST Filing? live is not checked LIVE test is not checked TEST
    Would you like a Return Copy? return copy flag is not checked
    Is this an electronic copy of an official filing submitted in paper format? Confirm flag is not checked

    Submission Contact Information

    Name
    Phone
    E-Mail Address

    Notification Information

    Notify via Filing Website only?Override internet flag is not checked
    Series ID
    S000007714
    Class (Contract) ID
    C000020964
    Class (Contract) ID
    C000225233

    NPORT-P: Part A: General Information

    Item A.1. Information about the Registrant.

    a. Name of Registrant
    GREEN CENTURY FUNDS
    b. Investment Company Act file number for Registrant: (e.g., 811-______)
    811-06351
    c. CIK number of Registrant
    0000877232
    d. LEI of Registrant
    5493002BQCBLYN8LZD95

    e. Address and telephone number of Registrant.
    Street Address 1
    114 STATE STREET, SUITE 200
    Street Address 2
    City
    BOSTON
    State, if applicable
    Foreign country, if applicable
    Zip / Postal Code
    02109
    Telephone number
    6174820800

    Item A.2. Information about the Series.

    a. Name of Series.
    Green Century Balanced Fund
    b. EDGAR series identifier (if any).
    S000007714
    c. LEI of Series.
    549300B7YFCO5YI05T66

    Item A.3. Reporting period.

    a. Date of fiscal year-end.
    2021-07-31
    b. Date as of which information is reported.
    2021-07-31

    Item A.4. Final filing

    Does the Fund anticipate that this will be its final filing on Form N PORT?Yes is not checked Yes No is checked No

    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.
    410644616.320000000000
    b. Total liabilities.
    480933.710000000000
    c. Net assets.
    410163682.610000000000

    Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

    a. Assets attributable to miscellaneous securities reported in Part D.
    0.000000000000
    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.
    0.000000000000

    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.
    0.000000000000
    Controlled companies.
    0.000000000000
    Other affiliates.
    0.000000000000
    Others.
    0.000000000000
    Amounts payable after one year.
    Banks or other financial institutions for borrowings.
    0.000000000000
    Controlled companies.
    0.000000000000
    Other affiliates.
    0.000000000000
    Others.
    0.000000000000

    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:
    0.000000000000
    (ii) On a standby commitment basis:
    0.000000000000
    e. Liquidation preference of outstanding preferred stock issued by the Fund.
    0.000000000000
    f. Cash and cash equivalents not reported in Parts C and D.
    0.000000000000

    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:

    Currency Metric: 1
    ISO Currency code
    United States Dollar

    a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

    Maturity period.
    3 month.
    177.639418597385
    1 year.
    6356.261758742719
    5 years.
    30256.773074058282
    10 years.
    25752.336410993855
    30 years.
    1264.750928017757

    b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

    Maturity period.
    3 month.
    17763.941859738600
    1 year.
    635626.175874271823
    5 years.
    3025677.307405828298
    10 years.
    2575233.641099385475
    30 years.
    126475.092801775734

    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.
    184.793594401228
    1 year.
    5842.816477279297
    5 years.
    26709.449498733078
    10 years.
    20992.905418359502
    30 years.
    1125.896625307898
    Non-Investment grade.
    Maturity period.
    3 month.
    0.000000000000
    1 year.
    0.000000000000
    5 years.
    0.000000000000
    10 years.
    0.000000000000
    30 years.
    0.000000000000

    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? Radio button not checked Yes Radio button checked No

    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.
    0.508056
    Monthly total returns of the Fund for each of the preceding three months – Month 2.
    2.13487640
    Monthly total returns of the Fund for each of the preceding three months – Month 3.
    2.33791880
    b. Class identification number(s) (if any) of the Class(es) for which returns are reported.
    C000020964
    Monthly Total Return Record: 2
    Monthly total returns of the Fund for each of the preceding three months – Month 1.
    0.535852
    Monthly total returns of the Fund for each of the preceding three months – Month 2.
    2.17046510
    Monthly total returns of the Fund for each of the preceding three months – Month 3.
    2.362055
    b. Class identification number(s) (if any) of the Class(es) for which returns are reported.
    C000225233

    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.

    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
    0
    Monthly net change in unrealized appreciation (or depreciation) – Month 1
    1937033.60
    Month 2
    Monthly net realized gain(loss) – Month 2
    5678584.74
    Monthly net change in unrealized appreciation (or depreciation) – Month 2
    2791524.14
    Month 3
    Monthly net realized gain(loss) – Month 3
    0
    Monthly net change in unrealized appreciation (or depreciation) – Month 3
    9431048.76

    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).
    4862413.69
    b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
    0
    c. Total net asset value of shares redeemed or repurchased, including exchanges.
    -3200777.26
    Month 2
    a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
    6668817.96
    b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
    30657.85
    c. Total net asset value of shares redeemed or repurchased, including exchanges.
    -8569845.27
    Month 3
    a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions).
    6114099.79
    b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions.
    0
    c. Total net asset value of shares redeemed or repurchased, including exchanges.
    -4120069.14

    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? Yes is not checked Yes No is not checked No N/A is not checked N/A

    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

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    ADOBE 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.
    FU4LY2G4933NH2E1CP29
    c. Title of the issue or description of the investment.
    Adobe, Inc.
    d. CUSIP (if any).
    00724FAC5

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US00724FAC59
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    00724FAC

    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
    3500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    3792593
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.9246535373

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2025-02-01

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    3.25
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    ALPHABET 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.
    5493006MHB84DD0ZWV18
    c. Title of the issue or description of the investment.
    Alphabet, Inc.
    d. CUSIP (if any).
    02079KAC1

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US02079KAC18
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    02079KAC

    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
    3500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    3688352.50
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.8992391712

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2026-08-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    1.9980
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    APPLE 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.
    HWUPKR0MPOU8FGXBT394
    c. Title of the issue or description of the investment.
    Apple, Inc.
    d. CUSIP (if any).
    037833BU3

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US037833BU32
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    037833BU

    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
    3000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    3109695
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7581595182

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2023-02-23

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.85
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    APPLE 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.
    HWUPKR0MPOU8FGXBT394
    c. Title of the issue or description of the investment.
    Apple, Inc.
    d. CUSIP (if any).
    037833CX6

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US037833CX61
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    037833CX

    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
    2000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    2209246
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.5386254546

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2027-06-20

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    3
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    ASIAN DEVELOPMENT BANK
    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.
    549300X0MVH42CY8Q105
    c. Title of the issue or description of the investment.
    Asian Development Bank
    d. CUSIP (if any).
    045167CY7

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US045167CY77
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    045167CY

    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
    1000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    1058338
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.2580282080

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    Unknown
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2025-03-19

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.1250
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    ASIAN DEVELOPMENT BANK
    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.
    549300X0MVH42CY8Q105
    c. Title of the issue or description of the investment.
    Asian Development Bank
    d. CUSIP (if any).
    045167EJ8

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US045167EJ82
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    045167EJ

    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
    4000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    4577272
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.1159622839

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    Unknown
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2028-09-26

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    3.1250
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    BANK OF NY MELLON CORP
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    WFLLPEPC7FZXENRZV188
    c. Title of the issue or description of the investment.
    Bank of New York Mellon Corporation (The)
    d. CUSIP (if any).
    06406HBY4

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US06406HBY45
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    06406HBY

    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
    1000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    1001805
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.2442451739

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2021-09-23

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    3.55
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    BANK OF NOVA SCOTIA
    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.
    L3I9ZG2KFGXZ61BMYR72
    c. Title of the issue or description of the investment.
    Bank of Nova Scotia (The)
    d. CUSIP (if any).
    064159QD1

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US064159QD10
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    064159QD

    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
    1845000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    1902065.85
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.4637333656

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    CANADA (FEDERAL LEVEL)
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2023-01-18

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.3750
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    BLUEHUB LOAN FUND
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    N/A
    c. Title of the issue or description of the investment.
    BlueHub Loan Fund, Inc.
    d. CUSIP (if any).
    095623AA2

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US095623AA21
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    095623AA

    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
    2000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    2081256
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.5074208391

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2027-01-01

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.89
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    BOSTON PROPERTIES LP
    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.
    BVHHEFJI6SHNOKQT2572
    c. Title of the issue or description of the investment.
    Boston Properties LP
    d. CUSIP (if any).
    10112RBA1

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US10112RBA14
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    10112RBA

    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
    4500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    5316295.50
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.2961399864

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2028-12-01

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    4.50
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    BRIDGE HOUSING CORP
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    N/A
    c. Title of the issue or description of the investment.
    Bridge Housing Corporation
    d. CUSIP (if any).
    10806CAA6

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US10806CAA62
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    10806CAA

    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
    4500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    4813155
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.1734717636

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2030-07-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    3.25
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    CAPITAL IMPACT PARTNERS
    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.
    Capital Impact Partners
    d. CUSIP (if any).
    14020AAE4

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US14020AAE47
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    14020AAE

    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
    2000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    2016434
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.4916169045

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2022-12-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.60
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    CAPITAL IMPACT PARTNERS
    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.
    Capital Impact Partners
    d. CUSIP (if any).
    14020ACX0

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US14020ACX00
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    14020ACX

    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
    1500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    1475281.50
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.3596811621

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2025-09-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    1
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    CENTURY HOUSING CORP
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    549300VS3H1EH9Z2PW94
    c. Title of the issue or description of the investment.
    Century Housing Corporation
    d. CUSIP (if any).
    15654VAB4

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US15654VAB45
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    15654VAB

    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
    2500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    2493275
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.6078731750

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2024-02-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    0.60
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    CITIGROUP 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.
    6SHGI4ZSSLCXXQSBB395
    c. Title of the issue or description of the investment.
    Citigroup, Inc.
    d. CUSIP (if any).
    172967MR9

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US172967MR94
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    172967MR

    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
    3000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    3062889
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7467479764

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2024-05-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Variable
    ii. Annualized rate.
    1.6780
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    ENTERPRISE COMMUNITY
    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.
    549300L4U1958WIM9C65
    c. Title of the issue or description of the investment.
    Enterprise Community Loan Fund, Inc.
    d. CUSIP (if any).
    29375EAA3

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US29375EAA38
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    29375EAA

    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
    3000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    3160545
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7705570078

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2028-11-01

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    4.1520
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    EUROPEAN INVESTMENT BANK
    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.
    5493006YXS1U5GIHE750
    c. Title of the issue or description of the investment.
    European Investment Bank
    d. CUSIP (if any).
    298785GQ3

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US298785GQ39
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    298785GQ

    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
    2000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    2131710
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.5197217819

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    Unknown
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2024-10-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.50
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    EUROPEAN INVESTMENT BANK
    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.
    5493006YXS1U5GIHE750
    c. Title of the issue or description of the investment.
    European Investment Bank
    d. CUSIP (if any).
    298785HD1

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US298785HD17
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    298785HD

    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
    500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    534426.50
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.1302959093

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    Unknown
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2026-04-13

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.1250
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    FEDERAL HOME LOAN BANK
    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.
    2549001DPIFGXC1TOL40
    c. Title of the issue or description of the investment.
    Federal Home Loan Banks
    d. CUSIP (if any).
    3130AJPU7

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US3130AJPU76
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    3130AJPU

    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
    3500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    3504868.50
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.8545048352

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    U.S. government sponsored entity

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2022-06-03

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    0.25
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    FEDERAL HOME LOAN BANK
    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.
    2549001DPIFGXC1TOL40
    c. Title of the issue or description of the investment.
    Federal Home Loan Banks
    d. CUSIP (if any).
    313381BR5

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US313381BR53
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    313381BR

    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
    3000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    3071265
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7487900880

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    U.S. government sponsored entity

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2022-12-09

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    1.8750
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    FEDERAL FARM CREDIT BANK
    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.
    Federal Farm Credit Banks Funding Corporation
    d. CUSIP (if any).
    3133EC2D5

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US3133EC2D52
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    3133EC2D

    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
    500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    529960
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.1292069538

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    U.S. government sponsored entity

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2024-11-13

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.26
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    FEDERAL FARM CREDIT BANK
    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.
    Federal Farm Credit Banks Funding Corporation
    d. CUSIP (if any).
    3133EH6M0

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US3133EH6M07
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    3133EH6M

    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
    3000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    3327699
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.8113100065

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    U.S. government sponsored entity

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2027-11-12

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.80
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    FEDERAL FARM CREDIT BANK
    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.
    Federal Farm Credit Banks Funding Corporation
    d. CUSIP (if any).
    3133EKP67

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US3133EKP679
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    3133EKP6

    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
    3000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    3005928
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7328605938

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    U.S. government sponsored entity

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2021-09-17

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    1.6250
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    FEDERAL FARM CREDIT BANK
    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.
    Federal Farm Credit Banks Funding Corporation
    d. CUSIP (if any).
    3133ELED2

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US3133ELED20
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    3133ELED

    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
    3000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    3156693
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7696178706

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    U.S. government sponsored entity

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2025-12-18

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    1.82
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    TRANE TECHNOLOGIES LUX
    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.
    549300GHBOWCVY92IS29
    c. Title of the issue or description of the investment.
    Trane Technologies Luxembourg Finance SA
    d. CUSIP (if any).
    456873AD0

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US456873AD03
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    456873AD

    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
    3500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    4000794
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.9754140041

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    LUXEMBOURG
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2029-03-21

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    3.80
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    PNC FINANCIAL SERVICES
    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.
    CFGNEKW0P8842LEUIA51
    c. Title of the issue or description of the investment.
    PNC Financial Services Group, Inc. (The)
    d. CUSIP (if any).
    693475AY1

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US693475AY16
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    693475AY

    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
    4500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    4725859.50
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.1521886750

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2024-11-01

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.20
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    PROLOGIS LP
    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.
    GL16H1DHB0QSHP25F723
    c. Title of the issue or description of the investment.
    Prologis LP
    d. CUSIP (if any).
    74340XBR1

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US74340XBR17
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    74340XBR

    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
    4500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    4315149
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.0520553581

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2030-10-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    1.25
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    REGENCY CENTERS LP
    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.
    5493008PTR2GAOYBXW28
    c. Title of the issue or description of the investment.
    Regency Centers LP
    d. CUSIP (if any).
    75884RAT0

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US75884RAT05
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    75884RAT

    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
    2000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    2143526
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.5226025830

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2024-06-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    3.75
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    THE REINVESTMENT FUND
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    254900M05GOONA6Z9I72
    c. Title of the issue or description of the investment.
    Reinvestment Fund, Inc. (The)
    d. CUSIP (if any).
    75936LAK0

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US75936LAK08
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    75936LAK

    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
    1400000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    1443013.60
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.3518140833

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2026-02-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    3.78
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    SALESFORCE.COM 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.
    RCGZFPDMRW58VJ54VR07
    c. Title of the issue or description of the investment.
    salesforce.com, Inc.
    d. CUSIP (if any).
    79466LAF1

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US79466LAF13
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    79466LAF

    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
    3000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    3433329
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.8370631398

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2028-04-11

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    3.70
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    SAN FRANCISCO CITY & CNTY CA P
    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.
    City of San Francisco CA Public Utilities Commission Water Revenue
    d. CUSIP (if any).
    79765R3V9

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US79765R3V90
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    79765R3V

    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
    2000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    2105224
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.5132643599

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Municipal

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2023-11-01

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.8060
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    SAN FRANCISCO CA BAY AREA RAPI
    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.
    549300Y3C3QUMLE3FY58
    c. Title of the issue or description of the investment.
    San Francisco Bay Area Rapid Transit District
    d. CUSIP (if any).
    797661XA8

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US797661XA85
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    797661XA

    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
    2000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    2191362
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.5342652441

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Municipal

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2029-08-01

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.6220
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    SAN FRANCISCO CITY & CNTY CA 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.
    N/A
    c. Title of the issue or description of the investment.
    City & County of San Francisco CA Community Facilities District No. 2014-1
    d. CUSIP (if any).
    79772EAY5

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US79772EAY59
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    79772EAY

    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
    650000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    672922.90
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.1640620388

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Municipal

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2023-09-01

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.75
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    STARBUCKS CORP
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    OQSJ1DU9TAOC51A47K68
    c. Title of the issue or description of the investment.
    Starbucks Corporation
    d. CUSIP (if any).
    855244AK5

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US855244AK58
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    855244AK

    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
    4500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    4783275
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.1661868670

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2026-06-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.45
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    STATE STREET CORP
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    549300ZFEEJ2IP5VME73
    c. Title of the issue or description of the investment.
    State Street Corporation
    d. CUSIP (if any).
    857477AL7

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US857477AL77
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    857477AL

    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
    2000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    2099220
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.5118005540

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2023-05-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    3.10
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    TRAVELERS PPTY CASUALTY
    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.
    Travelers Property Casualty Corporation
    d. CUSIP (if any).
    893939AE8

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US893939AE81
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    893939AE

    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
    1000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    1298640
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.3166150625

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2026-04-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    7.75
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    VERIZON COMMUNICATIONS
    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.
    2S72QS2UO2OESLG6Y829
    c. Title of the issue or description of the investment.
    Verizon Communications, Inc.
    d. CUSIP (if any).
    92343VES9

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US92343VES97
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    92343VES

    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
    3500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    4016736.50
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.9793008670

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2029-02-08

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    3.8750
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    VISA 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.
    549300JZ4OKEHW3DPJ59
    c. Title of the issue or description of the investment.
    Visa, Inc.
    d. CUSIP (if any).
    92826CAP7

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US92826CAP77
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    92826CAP

    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
    2000000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    1974460
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.4813834290

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2027-08-15

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    0.75
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    WHOLE FOODS MARKET 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.
    N/A
    c. Title of the issue or description of the investment.
    Whole Foods Market, Inc.
    d. CUSIP (if any).
    966837AD8

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US966837AD89
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    966837AD

    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
    500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    587991
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.1433552079

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is checked Yes No is not checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2025-12-03

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    5.20
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    XYLEM 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.
    549300DF5MV96DRYLQ48
    c. Title of the issue or description of the investment.
    Xylem, Inc.
    d. CUSIP (if any).
    98419MAL4

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US98419MAL46
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    98419MAL

    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
    4500000
    Units
    Principal amount
    Description of other units.
    Currency. Indicate the currency in which the investment is denominated.
    United States Dollar
    Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
    4614952.50
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.1251489821

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Debt
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is not checked 1 2 is checked 2 3 is not checked 3 N/A is not checked N/A

    Item C.9. For debt securities

    For debt securities, also provide:

    a. Maturity date.
    2031-01-30

    b. Coupon.

    i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none).
    Fixed
    ii. Annualized rate.
    2.25
    c. Currently in default? [Y/N]Yes is not checked Yes No is checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is checked No
    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. Yes is not checked Yes No is checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Apple 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.
    HWUPKR0MPOU8FGXBT394
    c. Title of the issue or description of the investment.
    Apple, Inc.
    d. CUSIP (if any).
    037833100

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US0378331005
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    AAPL

    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
    108052
    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.
    15760464.72
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    3.8424817672

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Adobe 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.
    FU4LY2G4933NH2E1CP29
    c. Title of the issue or description of the investment.
    Adobe, Inc.
    d. CUSIP (if any).
    00724F101

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US00724F1012
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    ADBE

    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
    8785
    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.
    5461019.55
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.3314244487

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Analog Devices 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.
    GYVOE5EZ4GDAVTU4CQ61
    c. Title of the issue or description of the investment.
    Analog Devices, Inc.
    d. CUSIP (if any).
    032654105

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US0326541051
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    ADI

    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
    19593
    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.
    3280260.06
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7997441507

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Autodesk 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.
    FRKKVKAIQEF3FCSTPG55
    c. Title of the issue or description of the investment.
    Autodesk, Inc.
    d. CUSIP (if any).
    052769106

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US0527691069
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    ADSK

    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
    11965
    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.
    3842320.45
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.9367773435

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Aflac 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.
    549300N0B7DOGLXWPP39
    c. Title of the issue or description of the investment.
    Aflac, Inc.
    d. CUSIP (if any).
    001055102

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US0010551028
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    AFL

    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
    56782
    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.
    3123010
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7614057832

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    American Tower Corp
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    5493006ORUSIL88JOE18
    c. Title of the issue or description of the investment.
    American Tower Corporation REIT
    d. CUSIP (if any).
    03027X100

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US03027X1000
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    AMT

    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
    10311
    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.
    2915950.80
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7109236931

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Anthem 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.
    8MYN82XMYQH89CTMTH67
    c. Title of the issue or description of the investment.
    Anthem, Inc.
    d. CUSIP (if any).
    036752103

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US0367521038
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    ANTM

    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
    9997
    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.
    3838947.97
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.9359551157

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    A O Smith Corp
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    549300XG4US7UJNECY36
    c. Title of the issue or description of the investment.
    A O Smith Corporation
    d. CUSIP (if any).
    831865209

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US8318652091
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    AOS

    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
    36108
    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.
    2539475.64
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.6191371269

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Aptiv 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.
    N/A
    c. Title of the issue or description of the investment.
    Aptiv PLC
    d. CUSIP (if any).
    G6095L109

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    JE00B783TY65
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    APTV

    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
    18441
    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.
    3076880.85
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7501592609

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    IRELAND
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    ASML Holding NV
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    724500Y6DUVHQD6OXN27
    c. Title of the issue or description of the investment.
    ASML Holding NV
    d. CUSIP (if any).
    N07059210

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    USN070592100
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    ASML

    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
    5655
    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.
    4335914.70
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.0571181418

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    NETHERLANDS
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    AvalonBay Communities 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.
    K9G90K85RBWD2LAGQX17
    c. Title of the issue or description of the investment.
    AvalonBay Communities, Inc. REIT
    d. CUSIP (if any).
    053484101

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US0534841012
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    AVB

    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
    10785
    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.
    2457146.55
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.5990648744

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    American Water Works Co 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.
    549300DXHIJQMD5WFW18
    c. Title of the issue or description of the investment.
    American Water Works Company, Inc.
    d. CUSIP (if any).
    030420103

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US0304201033
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    AWK

    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
    19572
    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.
    3329392.92
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.8117229928

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    AstraZeneca 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.
    PY6ZZQWO2IZFZC3IOL08
    c. Title of the issue or description of the investment.
    AstraZeneca PLC ADR
    d. CUSIP (if any).
    046353108

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US0463531089
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    AZN

    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
    69516
    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.
    3979095.84
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.9701238819

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Baxter International 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.
    J5OIVXX3P24RJRW5CK77
    c. Title of the issue or description of the investment.
    Baxter International, Inc.
    d. CUSIP (if any).
    071813109

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US0718131099
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    BAX

    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
    28987
    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.
    2242144.45
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.5466462647

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Bright Horizons Family Solutio
    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.
    Bright Horizons Family Solutions, Inc.
    d. CUSIP (if any).
    109194100

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US1091941005
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    BFAM

    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
    17543
    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.
    2622678.50
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.6394224090

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Ball Corp
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    0BGI85ALH27ZJP15DY16
    c. Title of the issue or description of the investment.
    Ball Corporation
    d. CUSIP (if any).
    058498106

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US0584981064
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    BLL

    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
    28637
    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.
    2316160.56
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.5646917702

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Costco Wholesale Corp
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    29DX7H14B9S6O3FD6V18
    c. Title of the issue or description of the investment.
    Costco Wholesale Corporation
    d. CUSIP (if any).
    22160K105

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US22160K1051
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    COST

    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
    10528
    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.
    4524092.16
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.1029967673

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Cree 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.
    549300OGU88P3AW3TO93
    c. Title of the issue or description of the investment.
    Cree, Inc.
    d. CUSIP (if any).
    225447101

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US2254471012
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    CREE

    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
    14806
    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.
    1373404.56
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.3348430439

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    salesforce.com 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.
    RCGZFPDMRW58VJ54VR07
    c. Title of the issue or description of the investment.
    salesforce.com, Inc.
    d. CUSIP (if any).
    79466L302

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US79466L3024
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    CRM

    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
    10856
    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.
    2626392.08
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.6403277987

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    CVS Health Corp
    b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
    549300EJG376EN5NQE29
    c. Title of the issue or description of the investment.
    CVS Health Corporation
    d. CUSIP (if any).
    126650100

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US1266501006
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    CVS

    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
    31621
    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.
    2604305.56
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.6349429924

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Deere & Co
    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.
    PWFTNG3EI0Y73OXWDH08
    c. Title of the issue or description of the investment.
    Deere & Company
    d. CUSIP (if any).
    244199105

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US2441991054
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    DE

    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
    8712
    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.
    3150172.08
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7680280370

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Walt Disney Co/The
    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.
    549300GZKULIZ0WOW665
    c. Title of the issue or description of the investment.
    Walt Disney Company (The)
    d. CUSIP (if any).
    254687106

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US2546871060
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    DIS

    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
    19650
    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.
    3458793
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.8432713930

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Eaton Corp 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.
    549300VDIGTMXUNT7H71
    c. Title of the issue or description of the investment.
    Eaton Corporation PLC
    d. CUSIP (if any).
    G29183103

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    IE00B8KQN827
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    ETN

    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
    30012
    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.
    4743396.60
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.1564643095

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    East West Bancorp 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.
    N/A
    c. Title of the issue or description of the investment.
    East West Bancorp, Inc.
    d. CUSIP (if any).
    27579R104

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US27579R1041
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    EWBC

    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
    43189
    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.
    3072897.35
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7491880633

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    First Republic Bank/CA
    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.
    YWC0TIKBQM2JV8L4IV08
    c. Title of the issue or description of the investment.
    First Republic Bank
    d. CUSIP (if any).
    33616C100

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US33616C1009
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    FRC

    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
    26159
    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.
    5101528.18
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.2437786172

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    First Solar 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.
    549300NPYMLM4NHTOF27
    c. Title of the issue or description of the investment.
    First Solar, Inc.
    d. CUSIP (if any).
    336433107

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US3364331070
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    FSLR

    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
    34146
    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.
    2937921.84
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7162803448

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Alphabet 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.
    5493006MHB84DD0ZWV18
    c. Title of the issue or description of the investment.
    Alphabet, Inc., Class A
    d. CUSIP (if any).
    02079K305

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US02079K3059
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    GOOGL

    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
    5297
    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.
    14272925.41
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    3.4798120885

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Hannon Armstrong Sustainable 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.
    N/A
    c. Title of the issue or description of the investment.
    Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT
    d. CUSIP (if any).
    41068X100

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US41068X1000
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    HASI

    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
    56516
    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.
    3210108.80
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.7826409153

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    Home Depot Inc/The
    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.
    QEKMOTMBBKA8I816DO57
    c. Title of the issue or description of the investment.
    Home Depot, Inc. (The)
    d. CUSIP (if any).
    437076102

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US4370761029
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    HD

    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
    13443
    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.
    4411858.17
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    1.0756335475

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also provide:

    i. Mandatory convertible? [Y/N] Yes is not checked Yes No is not checked No
    ii. Contingent convertible? [Y/N] Yes is not checked Yes No is not checked No

    iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
    If other identifier provided, indicate the type of identifier used.

    v. Delta (if applicable).

    Item C.10. For repurchase and reverse repurchase agreements, also provide:

    a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. Repurchase is not checked Repurchase Reverse repurchase is not checked Reverse repurchase

    b. Counterparty.

    i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. Yes is not checked Yes No is not checked No

    ii. If N, provide the name and LEI (if any) of counterparty.

    c. Tri-party? Yes is not checked Yes No is not checked No
    d. Repurchase rate.
    e. Maturity date.

    f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.

    Item C.11. For derivatives, also provide:

    Item C.12. Securities lending.

    a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes is not checked Yes No is checked No
    b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? Yes is not checked Yes No is checked No
    c. Is any portion of this investment on loan by the Fund? Yes is not checked Yes No is checked No

    NPORT-P: Part C: Schedule of Portfolio Investments

    For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.

    Item C.1. Identification of investment.

    a. Name of issuer (if any).
    IFF
    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.
    BZLRL03D3GPGMOGFO832
    c. Title of the issue or description of the investment.
    International Flavors & Fragrances, Inc.
    d. CUSIP (if any).
    459506101

    At least one of the following other identifiers:

    Identifier.
    ISIN
    ISIN
    US4595061015
    Identifier.
    Ticker (if ISIN is not available)
    Ticker (if ISIN is not available).
    IFF

    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
    9475
    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.
    1427314
    Exchange rate.
    Percentage value compared to net assets of the Fund.
    0.3479864407

    Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.

    Payoff profile. Long is checked Long Short is not checked Short N/A is not checked N/A

    Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:

    Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description.
    Equity-common
    Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
    Corporate

    Item C.5. Country of investment or issuer.

    Report the ISO country code that corresponds to the country where the issuer is organized.
    UNITED STATES OF AMERICA
    If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments.

    Item C.6. Is the investment a Restricted Security?

    Is the investment a Restricted Security? Yes is not checked Yes No is checked No

    Item C.7.

    a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.

    i. Highly Liquid Investments
    ii. Moderately Liquid Investments
    iii. Less Liquid Investments
    iv. Illiquid Investments
    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). 1 is checked 1 2 is not checked 2 3 is not checked 3 N/A is not checked N/A

    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]Yes is not checked Yes No is not checked No
    d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] Yes is not checked Yes No is not checked No
    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. Yes is not checked Yes No is not checked No

    f. For convertible securities, also pro