UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
NPORT-P: Filer Information
Confidential | |
Filer CIK | 0001691167 |
Filer CCC | ******** |
Filer Investment Company Type | |
Is this a LIVE or TEST Filing? | LIVE TEST |
Would you like a Return Copy? | |
Is this an electronic copy of an official filing submitted in paper format? |
Submission Contact Information
Name | |
Phone | |
E-Mail Address |
Notification Information
Notify via Filing Website only? | |
Series ID | S000063703 |
Class (Contract) ID | C000206500 |
Class (Contract) ID | C000206499 |
NPORT-P: Part A: General Information
Item A.1. Information about the Registrant.
a. Name of Registrant | FS Series Trust |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-23216 |
c. CIK number of Registrant | 0001691167 |
d. LEI of Registrant | 549300SWBHM656UWP474 |
Street Address 1 | 201 ROUSE BOULEVARD |
Street Address 2 | |
City | PHILADELPHIA |
State, if applicable | |
Foreign country, if applicable | |
Zip / Postal Code | 19112 |
Telephone number | 215-495-1150 |
Item A.2. Information about the Series.
a. Name of Series. | FS Long/Short Equity Fund |
b. EDGAR series identifier (if any). | S000063703 |
c. LEI of Series. | 549300II3IUPYTXGC256 |
Item A.3. Reporting period.
a. Date of fiscal year-end. | 2021-12-31 |
b. Date as of which information is reported. | 2021-06-30 |
Item A.4. Final filing
Does the Fund anticipate that this will be its final filing on Form N PORT? | Yes 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. | 7176143.75 |
b. Total liabilities. | 1099693.32 |
c. Net assets. | 6076450.43 |
Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.
a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.00000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
Amounts payable after one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
(ii) On a standby commitment basis: | 0.00000000 |
e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
f. Cash and cash equivalents not reported in Parts C and D. | 210000.00000000 |
Item B.3. Portfolio level risk metrics.
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Investment grade. | |
Maturity period. | |
3 month. | |
1 year. | |
5 years. | |
10 years. | |
30 years. | |
Non-Investment grade. | |
Maturity period. | |
3 month. | |
1 year. | |
5 years. | |
10 years. | |
30 years. |
For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).
Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.
Item B.4. Securities lending.
a. For each borrower in any securities lending transaction, provide the following information:
b. Did any securities lending counterparty provide any non-cash collateral? | Yes 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. | 6.37000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | -1.03000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | -1.57000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000206500 |
Monthly Total Return Record: 2 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | 6.48000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | -0.93000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | -1.66000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000206499 |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Asset category. | Equity Contracts |
Monthly net realized gain(loss) – Month 1 | -94325.32000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 481533.74000000 |
Monthly net realized gain(loss) – Month 2 | 554596.58000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -629453.72000000 |
Monthly net realized gain(loss) – Month 3 | -45980.25000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -53374.81000000 |
Instrument type. | Swap |
Monthly net realized gain(loss) – Month 1 | -94325.32000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 481533.74000000 |
Monthly net realized gain(loss) – Month 2 | 554596.58000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -629453.72000000 |
Monthly net realized gain(loss) – Month 3 | -45980.25000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -53374.81000000 |
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 | -4.36000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -590.12000000 |
Monthly net realized gain(loss) – Month 2 | -3.12000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 602.00000000 |
Monthly net realized gain(loss) – Month 3 | 0.00000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
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). | 45132.58000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 48938.52000000 |
Month 2 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 24625.04000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 17134.90000000 |
Month 3 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 33774.68000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 284353.90000000 |
Item B.7. Highly Liquid Investment Minimum information.
a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. | |
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. | |
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | Yes No 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 |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
c. Title of the issue or description of the investment. | Long: RU20INTR9 TRS USD R E BBG002SMQWF1 / Short: RU20INTR9 TRS USD P V 03MLIBOR BULLET SWAP .10 PERCENT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | RU20INTR9 |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 2202019.20000000 |
Units | Other units |
Description of other units. | Notional Amount |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 82277.76000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.354043136660 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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 2 3 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 No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes 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 No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Goldman Sachs & Co. LLC |
LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Russell 2000 Total Return Index |
Index identifier, if any. | RU20INTR |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Russell 2000 Total Return Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RU20INTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2284296.96000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Description of Other Receipts | equity-performance leg |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: fixed or floating | Floating |
Payments: Floating rate Index. | ICE Libor USD 3 Months |
Payments: Floating rate Spread. | 0.10000000 |
Payment: Floating Rate Reset Dates. | Month |
Payment: Floating Rate Reset Dates Unit. | 3 |
Payment: Floating Rate Tenor. | Month |
Payment: Floating Rate Tenor Unit. | 3 |
Payments: Base currency | United States Dollar |
Payments: Amount | -1242.06000000 |
ii. Termination or maturity date. | 2022-05-19 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 2202019.20000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 82277.76000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | State Street Institutional Liquid Reserves Fund |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493000HFJPORCLSV250 |
c. Title of the issue or description of the investment. | State Street Institutional Liquid Reserves Fund |
d. CUSIP (if any). | 85749P101 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US85749P1012 |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 6147294.70700000 |
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. | 6149138.90000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 101.1962324195 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle) |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Registered fund |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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 2 3 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 No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes 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 No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXIISISB9 TRS USD R V 00MFEDLO FEDL01-1.05 PERCENT / Short: BXIISISB9 TRS USD P E BBG00PSSH7H0 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BXIISISB9 |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 223079.09000000 |
Units | Other units |
Description of other units. | Notional Amount |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -13878.93000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.22840522044 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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 2 3 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 No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes 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 No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Barclays Short Interest |
Index identifier, if any. | BXIISISB |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Healthcare Services Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCSG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1133.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 8x8 Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EGHT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1157.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TimkenSteel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1114.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brink's Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1133.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CINEMARK HOLDINGS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1121.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Iovance Biotherapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IOVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -44.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1162.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | APPIAN CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | APPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1197.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | World Wrestling Entertainment |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WWE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1123.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QTS Realty Trust Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1126.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Vornado Realty Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VNO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1115.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 2U Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWOU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1140.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Altice USA Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATUS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1132.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QUALYS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QLYS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1120.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cardlytics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1191.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hospitality Properties Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SVC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -66.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Supernus Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SUPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1117.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | fuboTV Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FUBO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bloom Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1177.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FuelCell Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -127.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1130.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Frequency Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FREQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -299.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Academy Sports & Outdoors Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ASO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1137.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United States Steel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | X |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1097.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WisdomTree Investments Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WETF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -131.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -812.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Agenus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AGEN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -57.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -316.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 1-800-Flowers.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLWS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1106.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PRA Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRAA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Western Union Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1111.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Greenbrier Cos Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1109.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | First Majestic Silver Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -255.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GoPro Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GPRO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -95.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1114.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Range Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RRC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1145.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TTM Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TTMI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1116.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Editas Medicine Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EDIT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1201.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QuantumScape Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1164.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMC Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMCX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1137.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Synaptics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SYNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1139.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Callon Petroleum Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CPE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1150.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tivity Health Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TVTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1118.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GameStop Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GME |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1114.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Victory Capital Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VCTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -412.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | eHealth Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EHTH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1125.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fisker Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FSR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PagerDuty Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1163.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Invacare Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IVC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -523.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Big 5 Sporting Goods Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BGFV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1115.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ZIOPHARM Oncology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZIOP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -288.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -762.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EZCORP Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EZPW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -383.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | VMware Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VMW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1130.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wayfair Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | W |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1137.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMC Entertainment Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pacific Ethanol Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ALTO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -185.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1132.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | VICI Properties Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VICI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1117.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Veritone Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VERI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1115.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PROS Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WD-40 Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WDFC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1128.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bloomin' Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BLMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1126.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AVAYA HOLDINGS CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AVYA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1114.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ViaSat Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VSAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1137.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Green Plains Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GPRE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1124.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lumentum Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LITE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1136.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fastly Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FSLY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1156.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EchoStar Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SATS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1108.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aon PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AON |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1123.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CarParts.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1148.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bed Bath & Beyond Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BBBY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1142.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | H&R Block Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1124.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cree Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CREE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1150.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KARYOPHARM THERAPEUTICS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KPTI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1146.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rocket Cos Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1131.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atara Biotherapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATRA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1139.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Credit Acceptance Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CACC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1137.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ORIC Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORIC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -661.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Domtar Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UFS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1129.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macy's Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | M |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1136.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Camping World Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CWH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1152.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MicroStrategy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1128.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lemonade Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Encore Capital Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ECPG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1119.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alliance Data Systems Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SunPower Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1198.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | II-VI Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IIVI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1141.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sabre Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SABR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -87.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1094.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Joint Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JYNT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -308.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hostess Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWNK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1121.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | New York Community Bancorp Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NYCB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1111.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PROTO LABS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRLB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1160.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chart Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GTLS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1137.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zillow Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | Z |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1167.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Peabody Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BTU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -135.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1076.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DraftKings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DKNG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1150.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Beyond Meat Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BYND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1142.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Host Hotels & Resorts Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1110.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arcturus Therapeutics Holdings |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARCT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1148.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ICON PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICLR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ironwood Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRWD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | COHERUS BIOSCIENCES INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -81.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1130.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Louisiana-Pacific Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Gevo Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GEVO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -153.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1117.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intercept Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICPT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -57.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1146.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MarineMax Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HZO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1133.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Gossamer Bio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GOSS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -641.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ebix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1125.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Constellation Pharmaceuticals |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -293.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NRG Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NRG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1157.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | OLLIE'S BARGAIN OUTLET HOLDI |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OLLI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Danimer Scientific Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DNMR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1151.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ANGI Homeservices Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ANGI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -83.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1128.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Realogy Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RLGY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1129.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Discovery Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DISCA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1127.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MannKind Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MNKD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -218.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1191.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Transocean Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RIG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -251.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1135.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Omeros Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OMER |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SmileDirectClub Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SDC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -128.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1116.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LivePerson Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1162.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hannon Armstrong Sustainable I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HASI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1148.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CODEXIS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDXS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1182.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cowen Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COWN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1133.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RealReal Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1146.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eventbrite Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1121.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Silvergate Capital Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Everbridge Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EVBG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1174.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Avidity Biosciences Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -777.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PBF Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PBF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -71.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1091.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ALTAIR ENGINEERING INC - A |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ALTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1155.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CryoPort Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CYRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -324.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | G1 Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GTHX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1139.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rigel Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RIGL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -263.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1145.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kadmon Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KDMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -288.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1116.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Norwegian Cruise Line Holdings |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NCLH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -268.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ormat Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1137.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Seritage Growth Properties |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SRG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -847.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Core Laboratories NV |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1089.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | World Acceptance Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WRLD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -538.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Square Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1154.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Invesco Mortgage Capital Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IVR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -288.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1126.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sleep Number Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SNBR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1141.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Analog Devices Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1134.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lithium Americas Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1147.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lexington Realty Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LXP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -93.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1116.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carvana Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CVNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1154.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Quaker Chemical Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1120.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SL Green Realty Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SLG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1130.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zogenix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZGNX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1127.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Children's Place Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLCE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1120.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marcus Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -913.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | iRobot Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1120.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TPI Composites Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TPIC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dynavax Technologies Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DVAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -115.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1141.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arch Coal Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1138.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pebblebrook Hotel Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1110.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aerie Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AERI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1153.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Laredo Petroleum Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1192.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WillScot Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WSC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1121.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macerich Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1138.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AnaptysBio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ANAB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -877.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LendingTree Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TREE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1130.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Copa Holdings SA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CPA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1128.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cargurus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CARG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -44.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1157.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TripAdvisor Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRIP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -286.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | INVITAE CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NVTA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1168.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tanger Factory Outlet Centers |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1121.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Airlines Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1108.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nautilus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NLS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1131.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sientra Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SIEN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -87.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -696.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dave & Buster's Entertainment |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1116.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RH |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dick's Sporting Goods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DKS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1143.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sprouts Farmers Market Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -44.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1115.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GATX Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GATX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1105.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DMC Global Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BOOM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Infrastructure and Energy Alte |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IEA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -818.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TRUPANION INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRUP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1170.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GoodRx Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GDRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1126.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pacira Pharmaceuticals Inc/DE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1129.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GEO Group Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GEO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Citi Trends Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CTRN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1129.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Matador Resources Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTDR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1136.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Agree Realty Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1129.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cheesecake Factory Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAKE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 3D Systems Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DDD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1252.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Viant Technology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DSP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chewy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHWY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunrun Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RUN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1186.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Global Blood Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1088.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Stitch Fix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1149.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Willdan Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WLDN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -443.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Iron Mountain Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1111.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | New Relic Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NEWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -293.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Smith & Wesson Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SWBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1267.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Syndax Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SNDX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1111.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Allegheny Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1097.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colfax Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CFX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1127.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Plug Power Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLUG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -336.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Heron Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRTX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1133.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Shift4 Payments Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOUR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1123.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kura Oncology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KURA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | iStar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -55.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1156.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CoreCivic Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CXW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -105.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1103.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BANDWIDTH INC-CLASS A |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BAND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1155.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fulgent Genetics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLGT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Redfin Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RDFN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1161.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pagseguro Digital Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAGS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1144.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Viking Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VKTX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -612.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rite Aid Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RAD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1055.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Curis Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CRIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1134.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PAR Technology Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1142.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Middleby Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MIDD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1138.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Infinera Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INFN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1138.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Verint Systems Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VRNT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1122.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Livent Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LTHM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1137.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PETMED EXPRESS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PETS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1147.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DermTech Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DMTK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | South Jersey Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SJI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1122.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HCI Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1095.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FATE THERAPEUTICS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FATE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -315.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Flexion Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLXN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -122.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1007.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FERRO CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Coupa Software Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COUP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1165.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cleveland-Cliffs Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1100.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colony Capital Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DBRG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -142.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1127.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Voya Financial Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VOYA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1113.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MSG Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSGN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -57.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -834.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SM Energy Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1152.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Canadian Solar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CSIQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1186.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nuance Communications Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NUAN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1125.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hexcel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HXL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1127.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunnova Energy International I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1178.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Health Catalyst Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -302.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Repay Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RPAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1134.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atlas Air Worldwide Holdings I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAWW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1109.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NETGEAR Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NTGR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1118.21000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Floating rate Index. | US Federal Funds Effective Rate |
Receipts: Floating rate Spread. | -1.05000000 |
Receipt: Floating Rate Reset Dates. | Month |
Receipt: Floating Rate Reset Dates Unit. | 12 |
Receipts: Floating Rate Tenor. | Month |
Receipts: Floating Rate Tenor Unit. | 12 |
Receipts: Base currency. | United States Dollar |
Receipts: Amount. | -11.76000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Description of Other Payments | equity-performance leg |
ii. Termination or maturity date. | 2022-06-17 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 223079.09000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -13878.93000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXIIVMUE9 TRS USD R E BBG007275652 / Short: BXIIVMUE9 TRS USD P F .35000 FIXED BULLET SWAP 0.35 PERCENT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BXIIVMUE9 |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 44039.74000000 |
Units | Other units |
Description of other units. | Notional Amount |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -1317.45000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.02168124327 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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 2 3 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 No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes 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 No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Barclays US Value Equity Market Hedged Index |
Index identifier, if any. | BXIIVMUE Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Description of Other Receipts | equity-performance leg |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: Fixed rate. | 0.35000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -13.09000000 |
ii. Termination or maturity date. | 2022-01-10 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 44039.74000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -1317.45000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: RU10INTR8 TRS USD R V 03MLIBOR US0003M +.24 PERCENTAGE / Short: RU10INTR8 TRS USD P E BULLET SWAP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | RU10INTR8 |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 2249446.28000000 |
Units | Other units |
Description of other units. | Notional Amount |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -357849.67000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -5.88912349606 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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 2 3 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 No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes 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 No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Russell 1000 Total Return Index |
Index identifier, if any. | RU10INTR |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Russell 1000 Total Return Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RU10INTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2607295.95000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Floating rate Index. | ICE Libor USD 3 Months |
Receipts: Floating rate Spread. | 0.24000000 |
Receipt: Floating Rate Reset Dates. | Month |
Receipt: Floating Rate Reset Dates Unit. | 3 |
Receipts: Floating Rate Tenor. | Month |
Receipts: Floating Rate Tenor Unit. | 3 |
Receipts: Base currency. | United States Dollar |
Receipts: Amount. | 4149.55000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Description of Other Payments | equity-performance leg |
ii. Termination or maturity date. | 2022-02-22 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 2249446.28000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -357849.67000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BCSUFSL5 TRS USD R E BCSUFSL / Short: BCSUFSL5 TRS USD P V 01MLIBOR US0001M+0.30 PERCENT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BCSUFSL5 |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 3266877.37000000 |
Units | Other units |
Description of other units. | Notional Amount |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 142890.88000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.351551808841 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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 2 3 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 No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes 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 No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Novus Adjustment Long Basket |
Index identifier, if any. | BCSUFSL |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Morgan Stanley |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 716.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 65651.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INTC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3334.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 187221.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amazon.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMZN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 67733.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Planet Fitness Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLNT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1606.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 120877.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Microsoft Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSFT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 640.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 173477.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Applied Materials Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 465.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 66297.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chesapeake Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2431.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 126223.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Slack Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WORK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1495.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 66236.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alphabet Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GOOGL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 131331.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Anthem Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ANTM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 162.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 61971.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LPL Financial Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPLA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 433.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 58565.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marriott International Inc/MD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 442.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 60380.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | STAAR Surgical Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STAA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 445.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 67960.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IAC/InterActiveCorp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 378.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 60376.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lithia Motors Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LAD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 355.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 122117.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bausch Health Cos Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BHC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1998.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 58587.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Progressive Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PGR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 644.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 63339.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Comcast Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CMCSA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1121.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 63951.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Elastic NV |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ESTC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1078.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 157213.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CarMax Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KMX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 551.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 71230.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Apple Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1269.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 173866.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cheniere Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LNG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 762.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 66126.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Facebook Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 387.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 134834.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Home Depot Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 399.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 127487.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Adobe Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADBE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 385.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 225692.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Herbalife Nutrition Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HLF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1209.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 63786.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ashland Global Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ASH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1355.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 118599.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Roku Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ROKU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 369.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 169596.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TripAdvisor Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRIP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2971.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 119736.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Philip Morris International In |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1321.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 130980.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Twitter Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3318.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 228317.84000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Description of Other Receipts | equity-performance leg |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: fixed or floating | Floating |
Payments: Floating rate Index. | ICE Libor USD 1 Month |
Payments: Floating rate Spread. | 0.30000000 |
Payment: Floating Rate Reset Dates. | Month |
Payment: Floating Rate Reset Dates Unit. | 1 |
Payment: Floating Rate Tenor. | Month |
Payment: Floating Rate Tenor Unit. | 1 |
Payments: Base currency | United States Dollar |
Payments: Amount | -106.38000000 |
ii. Termination or maturity date. | 2022-06-24 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 3266877.37000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 142890.88000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXIIVMUE8 TRS USD R E BBG007275652 / Short: BXIIVMUE8 TRS USD P F .35000 BULLET .35 PERCENT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BXIIVMUE8 |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 564134.10000000 |
Units | Other units |
Description of other units. | Notional Amount |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 19556.43000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.321839702722 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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 2 3 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 No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes 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 No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Barclays US Value Equity Market Hedged Index |
Index identifier, if any. | BXIIVMUE Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Description of Other Receipts | equity-performance leg |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: Fixed rate. | 0.35000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -806.02000000 |
ii. Termination or maturity date. | 2022-01-10 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 564134.10000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 19556.43000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
c. Title of the issue or description of the investment. | Long: RU10INTR9 TRS USD R V 03MLIBOR US0003M +.15 PERCENT / Short: RU10INTR9 TRS USD P E BBG002SMQWB5 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | RU10INTR9 |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 2575736.61000000 |
Units | Other units |
Description of other units. | Notional Amount |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -89179.14000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -1.46761898294 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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 2 3 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 No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes 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 No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Goldman Sachs & Co. LLC |
LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Russell 1000 Total Return Index |
Index identifier, if any. | RU10INTR |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Russell 1000 Total Return Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RU10INTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2664915.75000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Floating rate Index. | ICE Libor USD 3 Months |
Receipts: Floating rate Spread. | 0.15000000 |
Receipt: Floating Rate Reset Dates. | Month |
Receipt: Floating Rate Reset Dates Unit. | 3 |
Receipts: Floating Rate Tenor. | Month |
Receipts: Floating Rate Tenor Unit. | 3 |
Receipts: Base currency. | United States Dollar |
Receipts: Amount. | 1685.90000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Description of Other Payments | equity-performance leg |
ii. Termination or maturity date. | 2022-05-19 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 2575736.61000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -89179.14000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXII13UE8 TRS USD R E BBG00HMV9VZ3 / Short: BXII13UE8 TRS USD P F .10000 FIXED 0.10 PERCENT BULLET SWAP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BXII13UE8 |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 6137655.94000000 |
Units | Other units |
Description of other units. | Notional Amount |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 269835.36000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 4.440674092687 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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 2 3 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 No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes 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 No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Novus Barclays Public Ownership Index |
Index identifier, if any. | BXII13UE |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Morgan Stanley |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1388.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 127351.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Expedia Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EXPE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 720.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 117916.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cheniere Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LNG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1467.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 127249.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alphabet Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GOOG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 128568.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aon PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AON |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 490.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 116994.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Walt Disney Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 707.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 124363.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Twilio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWLO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 382.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 150606.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Netflix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NFLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 246.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 130383.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Applied Materials Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 922.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 131297.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wells Fargo & Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WFC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2680.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 121386.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Uber Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UBER |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2469.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 123753.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TransDigm Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TDG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 202.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 130751.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mastercard Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 336.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 122911.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | T-Mobile US Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMUS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 899.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 130254.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Autodesk Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADSK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 429.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 125482.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | salesforce.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CRM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 545.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 133271.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Charter Communications Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 177.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 128193.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amazon.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMZN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 131218.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cigna Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 476.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 112941.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fidelity National Information |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 825.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 116933.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Tower Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 491.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 132901.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pinterest Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PINS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1975.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 155996.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Charles Schwab Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCHW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1718.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 125121.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Microsoft Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSFT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 495.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 134160.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Crown Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1148.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 117423.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Interactive Brokers Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IBKR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1847.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 121441.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Western Digital Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WDC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1682.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 119763.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Slack Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WORK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2882.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 127675.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Moody's Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 373.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 135322.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Altice USA Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATUS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3384.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 115561.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Square Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 583.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 142189.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Facebook Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 381.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 132737.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FATE THERAPEUTICS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FATE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1654.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 143619.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Apple Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 977.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 133852.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PayPal Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PYPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 481.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 140332.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HCA Healthcare Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 594.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 122871.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fiserv Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FISV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1072.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 114691.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | eBay Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2027.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 142381.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JPMorgan Chase & Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JPM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 761.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 118424.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Blackstone Group LP/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1355.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 131651.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wayfair Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | W |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 392.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 123915.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Visa Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | V |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 542.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 126832.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Liberty Broadband Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LBRDK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 745.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 129491.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WILLSCOT CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WSC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4281.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 119317.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Micron Technology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1512.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 128557.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Booking Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BKNG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 116071.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zillow Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | Z |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1100.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 134464.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PG&E Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12088.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 122939.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Berkshire Hathaway Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BRK/B |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 429.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 119369.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carvana Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CVNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 485.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 146583.86000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Description of Other Receipts | equity-performance leg |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: Fixed rate. | 0.10000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -723.07000000 |
ii. Termination or maturity date. | 2022-06-17 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 6137655.94000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 269835.36000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXII13UE9 TRS USD R E BBG00HMV9VZ3 / Short: BXII13UE9 TRS USD P F .10000 BULLET SWAP FIXED 0.10 PERCENT |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BXII13UE9 |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 201602.19000000 |
Units | Other units |
Description of other units. | Notional Amount |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 5310.64000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.087397075993 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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 2 3 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 No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes 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 No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Novus Barclays Public Ownership Index |
Index identifier, if any. | BXII13UE |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | PG&E Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 390.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3970.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Apple Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4322.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Facebook Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4286.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Western Digital Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WDC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3867.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Charles Schwab Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCHW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4040.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FATE THERAPEUTICS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FATE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4637.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Expedia Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EXPE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3807.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fiserv Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FISV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3703.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Berkshire Hathaway Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BRK/B |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3854.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pinterest Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PINS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5037.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zillow Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | Z |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4342.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wells Fargo & Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WFC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3919.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PayPal Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PYPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4531.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aon PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AON |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3778.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carvana Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CVNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4733.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Crown Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3791.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TransDigm Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TDG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4222.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Booking Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BKNG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3748.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Uber Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UBER |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3996.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Slack Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WORK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4122.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | T-Mobile US Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMUS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4206.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Autodesk Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADSK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4052.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Blackstone Group LP/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4251.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amazon.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMZN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4237.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Liberty Broadband Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LBRDK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4181.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JPMorgan Chase & Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JPM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3824.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mastercard Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3969.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Interactive Brokers Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IBKR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3921.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Morgan Stanley |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4112.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Microsoft Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSFT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4332.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cheniere Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LNG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4109.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | eBay Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4597.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HCA Healthcare Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3967.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Twilio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWLO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4863.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Charter Communications Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4139.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | salesforce.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CRM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4303.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Square Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4591.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wayfair Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | W |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4001.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Walt Disney Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4016.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Netflix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NFLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4210.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fidelity National Information |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3776.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alphabet Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GOOG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4151.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WILLSCOT CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WSC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3853.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Applied Materials Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4239.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Moody's Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4369.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cigna Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3647.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Altice USA Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATUS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3731.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Visa Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | V |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4095.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Micron Technology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4151.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Tower Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4291.69000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Description of Other Receipts | equity-performance leg |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Payments: Fixed rate. | 0.10000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -17.12000000 |
ii. Termination or maturity date. | 2022-06-17 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 201602.19000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 5310.64000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Barclays Bank PLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | G5GSEF7VJP5I7OUK5573 |
c. Title of the issue or description of the investment. | Long: BXIISISB8 TRS USD R V 00MFEDLO FEDL01-1.05 PERCENT / Short: BXIISISB8 TRS USD P E BXIISISB8 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BXIISISB8 |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 3487194.95000000 |
Units | Other units |
Description of other units. | Notional Amount |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -374463.41000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -6.16253541954 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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 2 3 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 No |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | Yes 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 No |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | Yes No |
ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | Yes No |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Barclays Bank PLC |
LEI (if any) of counterparty. | G5GSEF7VJP5I7OUK5573 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Barclays Short Interest |
Index identifier, if any. | BXIISISB |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Plug Power Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLUG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -160.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5485.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ViaSat Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VSAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -371.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18531.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Synaptics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SYNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -119.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18564.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | II-VI Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IIVI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -256.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18601.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | First Majestic Silver Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -263.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4161.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Iovance Biotherapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IOVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -727.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18938.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GoodRx Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GDRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -509.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18362.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GameStop Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GME |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -84.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18155.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fulgent Genetics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLGT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -147.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PROS Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -298.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atlas Air Worldwide Holdings I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAWW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -265.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18085.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SM Energy Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -762.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18789.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 2U Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWOU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -446.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18588.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Constellation Pharmaceuticals |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -141.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4786.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ALTAIR ENGINEERING INC - A |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ALTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -273.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18836.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lithium Americas Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1260.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18703.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | OLLIE'S BARGAIN OUTLET HOLDI |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OLLI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -161.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rocket Cos Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -953.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18443.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 1-800-Flowers.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLWS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -565.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18032.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pagseguro Digital Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAGS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -333.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18656.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MannKind Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MNKD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3563.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19419.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nuance Communications Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NUAN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -336.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18342.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Editas Medicine Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EDIT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -345.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19587.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Camping World Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CWH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -458.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18777.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMC Entertainment Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -239.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FuelCell Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2070.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18425.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | VICI Properties Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VICI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -587.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18218.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunnova Energy International I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -509.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19205.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | VMware Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VMW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -115.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18428.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Syndax Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SNDX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1055.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18121.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cleveland-Cliffs Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -831.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17934.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ORIC Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORIC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -609.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10785.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SL Green Realty Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SLG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -230.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18428.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ICON PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICLR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dick's Sporting Goods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DKS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -186.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18642.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Omeros Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OMER |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -916.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macerich Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1016.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18550.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Green Plains Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GPRE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -545.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18326.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | South Jersey Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SJI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -705.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18289.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FERRO CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -630.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Citi Trends Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CTRN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -211.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18409.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Range Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RRC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1113.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18669.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | eHealth Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EHTH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -314.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18349.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carvana Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CVNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18806.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LivePerson Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -299.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18938.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Repay Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RPAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -768.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18483.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | New York Community Bancorp Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NYCB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1643.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18112.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Airlines Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -851.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18063.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pacira Pharmaceuticals Inc/DE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -303.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18410.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Flexion Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FLXN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1995.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -16425.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lumentum Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LITE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -225.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18517.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Copa Holdings SA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CPA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -244.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18383.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DMC Global Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BOOM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -241.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QUALYS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QLYS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -181.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18254.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KARYOPHARM THERAPEUTICS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KPTI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1810.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18681.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chart Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GTLS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -126.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18543.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MarineMax Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HZO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -378.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18469.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aon PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AON |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -76.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18301.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CryoPort Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CYRX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -83.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5289.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hannon Armstrong Sustainable I |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HASI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -333.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18720.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Viant Technology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DSP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -456.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AnaptysBio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ANAB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -551.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -14295.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Silvergate Capital Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -120.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TPI Composites Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TPIC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -280.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Analog Devices Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18494.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunrun Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RUN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -346.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19340.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AVAYA HOLDINGS CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AVYA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -675.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18168.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TTM Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TTMI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1272.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18191.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | New Relic Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NEWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -71.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4778.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cheesecake Factory Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAKE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -251.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Vornado Realty Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VNO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -389.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18184.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Joint Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JYNT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5027.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fastly Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FSLY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -316.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18844.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | iRobot Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -195.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18259.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GEO Group Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GEO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1910.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Realogy Holdings Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RLGY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1010.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18415.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GATX Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GATX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -203.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18014.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BANDWIDTH INC-CLASS A |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BAND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -136.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18833.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dave & Buster's Entertainment |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -448.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18192.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | World Wrestling Entertainment |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WWE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -316.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18306.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Seritage Growth Properties |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SRG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -750.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13808.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sientra Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SIEN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1425.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11343.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | World Acceptance Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WRLD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -54.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8776.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cardlytics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -152.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19417.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SunPower Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -668.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19536.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Livent Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LTHM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -957.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18545.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colfax Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CFX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -400.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18366.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Greenbrier Cos Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -415.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18086.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Children's Place Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLCE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -196.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18263.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cargurus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CARG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -719.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18869.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PBF Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PBF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1162.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17783.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zogenix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZGNX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1063.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18382.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QTS Realty Trust Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -237.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18360.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bloomin' Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BLMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -676.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18358.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WD-40 Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WDFC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -71.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18383.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DraftKings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DKNG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -359.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18744.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Matador Resources Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTDR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -514.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18525.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NETGEAR Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NTGR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -475.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18223.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | G1 Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GTHX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -846.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18563.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Avidity Biosciences Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RNA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -512.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12673.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Willdan Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WLDN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -192.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7227.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Danimer Scientific Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DNMR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -749.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18768.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EZCORP Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EZPW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1035.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6244.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Canadian Solar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CSIQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -431.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19332.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PagerDuty Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -445.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18961.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Healthcare Services Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCSG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -584.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18467.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HCI Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -179.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17858.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Supernus Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SUPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -591.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18215.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CODEXIS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDXS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -850.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19274.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intercept Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICPT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -935.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18684.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fisker Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FSR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -705.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Gossamer Bio Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GOSS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1286.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10446.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atara Biotherapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATRA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1194.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18574.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CoreCivic Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CXW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1717.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17977.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Heron Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRTX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1190.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18469.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PETMED EXPRESS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PETS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -586.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18695.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ormat Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -266.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18534.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 3D Systems Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DDD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -510.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -20415.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | fuboTV Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FUBO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -423.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CINEMARK HOLDINGS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -832.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18283.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Middleby Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MIDD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18555.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WillScot Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WSC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -655.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18269.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Altice USA Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATUS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -540.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18448.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Peabody Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BTU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2211.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17535.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Frequency Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FREQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -489.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4878.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Callon Petroleum Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CPE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -324.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18743.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Agree Realty Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -261.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18402.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Domtar Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UFS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -334.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18407.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Louisiana-Pacific Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -225.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RH |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TripAdvisor Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRIP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -115.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4661.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Laredo Petroleum Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LPI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -209.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19431.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TRUPANION INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRUP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -165.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19071.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sleep Number Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SNBR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -169.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18610.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EchoStar Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SATS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -743.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18063.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Big 5 Sporting Goods Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BGFV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -708.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18181.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hostess Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWNK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1128.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18273.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LendingTree Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TREE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18417.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Encore Capital Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ECPG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -385.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18247.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Square Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18818.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Coupa Software Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COUP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18989.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Invacare Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IVC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1057.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8530.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NRG Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NRG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -586.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18869.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ironwood Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRWD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1056.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | COHERUS BIOSCIENCES INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1332.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18426.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Invesco Mortgage Capital Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IVR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4708.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18363.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Health Catalyst Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4924.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Victory Capital Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VCTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -208.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6721.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Verint Systems Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VRNT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -405.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18286.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marcus Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -701.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -14887.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CarParts.com Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -919.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18713.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nautilus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NLS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1094.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18442.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Veritone Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VERI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -922.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18181.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GoPro Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GPRO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1558.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18155.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dynavax Technologies Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DVAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1887.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18594.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wayfair Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | W |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18530.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Global Blood Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -506.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17732.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DermTech Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DMTK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -327.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alliance Data Systems Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -130.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MSG Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSGN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -932.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lexington Realty Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LXP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1522.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18197.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PAR Technology Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -266.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18624.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Transocean Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RIG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4095.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18511.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PROTO LABS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRLB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -206.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18918.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chewy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHWY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -170.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lemonade Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -124.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 8x8 Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EGHT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -679.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18855.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Agenus Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AGEN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -940.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5163.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Curis Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CRIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2291.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18495.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pacific Ethanol Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ALTO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3019.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18448.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | iStar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -909.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18851.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Host Hotels & Resorts Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1058.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18095.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United States Steel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | X |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -745.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17885.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arcturus Therapeutics Holdings |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARCT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -553.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18723.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rite Aid Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RAD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1055.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17200.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hexcel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HXL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -294.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18368.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Academy Sports & Outdoors Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ASO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -449.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18543.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Norwegian Cruise Line Holdings |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NCLH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -148.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4381.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Iron Mountain Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IRM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -427.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18110.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Western Union Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -788.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18111.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tanger Factory Outlet Centers |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SKT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -969.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18277.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MicroStrategy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18396.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ZIOPHARM Oncology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZIOP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4707.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12426.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Viking Therapeutics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VKTX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1667.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9986.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Stitch Fix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -310.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18733.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Credit Acceptance Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CACC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18536.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QuantumScape Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -648.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18972.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kura Oncology Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KURA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -652.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Quaker Chemical Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18264.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arch Coal Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -325.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18559.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Everbridge Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EVBG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19137.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bed Bath & Beyond Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BBBY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -559.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18618.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brink's Co/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -240.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18474.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pebblebrook Hotel Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -768.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18102.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Discovery Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DISCA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -572.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18380.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Voya Financial Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VOYA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -295.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18151.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | H&R Block Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -780.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18331.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cree Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CREE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -191.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18747.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Beyond Meat Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BYND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -118.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18623.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | INVITAE CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NVTA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -564.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19049.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Infrastructure and Energy Alte |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IEA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1036.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13331.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SmileDirectClub Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SDC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2096.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18198.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kadmon Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KDMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4702.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18199.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Infinera Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INFN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1818.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18546.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ANGI Homeservices Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ANGI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1360.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18397.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Redfin Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RDFN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -298.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18935.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | APPIAN CORP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | APPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -141.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19514.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macy's Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | M |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -976.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18519.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eventbrite Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -962.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18278.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sprouts Farmers Market Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SFM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -731.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18173.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Core Laboratories NV |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -456.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17762.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tivity Health Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TVTY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -693.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18233.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rigel Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RIGL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4301.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18669.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zillow Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | Z |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -155.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19032.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ebix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EBIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -541.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18350.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colony Capital Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DBRG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2325.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18369.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Smith & Wesson Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SWBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -595.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -20649.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Allegheny Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -857.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17878.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMC Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMCX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -277.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18533.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FATE THERAPEUTICS INC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FATE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5136.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TimkenSteel Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1283.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18160.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hospitality Properties Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SVC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1079.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sabre Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SABR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1428.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17830.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Gevo Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GEVO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2505.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18215.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PRA Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PRAA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -353.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13599.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RealReal Inc/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -945.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18682.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cowen Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COWN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -449.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18470.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aerie Pharmaceuticals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AERI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1174.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18800.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Shift4 Payments Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FOUR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -195.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18316.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WisdomTree Investments Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WETF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2135.75000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13241.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bloom Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -713.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19181.40000000 |
ISO Currency Code. | United States Dollar |
Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | Fixed Floating Other |
Receipts: Floating rate Index. | US Federal Funds Effective Rate |
Receipts: Floating rate Spread. | -1.05000000 |
Receipt: Floating Rate Reset Dates. | Month |
Receipt: Floating Rate Reset Dates Unit. | 12 |
Receipts: Floating Rate Tenor. | Month |
Receipts: Floating Rate Tenor Unit. | 12 |
Receipts: Base currency. | United States Dollar |
Receipts: Amount. | -3226.99000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | Fixed Floating Other |
Description of Other Payments | equity-performance leg |
ii. Termination or maturity date. | 2022-06-17 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 3487194.95000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -374463.41000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part E: Explanatory Notes (if any)
The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
Note Item | C.11.f.i.2 |
Explanatory Notes | IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate |
Note Item | B.5.a |
Explanatory Notes | Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees. |
NPORT-P: Signatures
The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant: | FS Series Trust |
By (Signature): | Bill Goebel |
Name: | Bill Goebel |
Title: | Chief Financial Officer |
Date: | 2021-07-29 |