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 | S000063702 |
Class (Contract) ID | C000206497 |
Class (Contract) ID | C000206498 |
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 Alternative Income Opportunities Fund |
b. EDGAR series identifier (if any). | S000063702 |
c. LEI of Series. | 549300UCK8K9R130DH03 |
Item A.3. Reporting period.
a. Date of fiscal year-end. | 2021-12-31 |
b. Date as of which information is reported. | 2021-09-30 |
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. | 7228872.15 |
b. Total liabilities. | 412644.86 |
c. Net assets. | 6816227.29 |
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: | 28000.00000000 |
(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. | 218479.53000000 |
Item B.3. Portfolio level risk metrics.
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
Currency Metric: 1 | |
ISO Currency code | United States Dollar |
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | 65.33000000 |
1 year. | -322.25000000 |
5 years. | -403.41000000 |
10 years. | -51.09000000 |
30 years. | -38.83000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | 6123.76000000 |
1 year. | -35470.03000000 |
5 years. | -49040.52000000 |
10 years. | -12023.24000000 |
30 years. | -1789.80000000 |
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. | 0.00000000 |
1 year. | 0.00000000 |
5 years. | 0.00000000 |
10 years. | 0.00000000 |
30 years. | 0.00000000 |
Non-Investment grade. | |
Maturity period. | |
3 month. | -27.71000000 |
1 year. | -316.72000000 |
5 years. | -408.36000000 |
10 years. | -1.70000000 |
30 years. | 0.00000000 |
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. | -0.78000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | 0.31000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | -0.83000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000206497 |
Monthly Total Return Record: 2 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | -0.72000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | 0.21000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | -0.83000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000206498 |
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 | 71534.77000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -127021.60000000 |
Monthly net realized gain(loss) – Month 2 | -12523.42000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 13014.17000000 |
Monthly net realized gain(loss) – Month 3 | -91892.42000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 33871.78000000 |
Instrument type. | Swap |
Monthly net realized gain(loss) – Month 1 | 71534.77000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -127021.60000000 |
Monthly net realized gain(loss) – Month 2 | -12523.42000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 13014.17000000 |
Monthly net realized gain(loss) – Month 3 | -91892.42000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 33871.78000000 |
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 | -278.03000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -14571.50000000 |
Monthly net realized gain(loss) – Month 2 | -87.74000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -1562.44000000 |
Monthly net realized gain(loss) – Month 3 | -155.64000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -15902.30000000 |
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). | 0.00000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 490.81000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 0.00000000 |
Month 2 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 0.00000000 |
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. | 0.00000000 |
Month 3 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 0.00000000 |
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. | 0.00000000 |
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). | Bausch Health Cos Inc |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | B3BS7ACMDUWISF18KY76 |
c. Title of the issue or description of the investment. | Bausch Health Cos Inc |
d. CUSIP (if any). | 91831AAC5 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US91831AAC53 |
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 | 146000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 149197.40000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.188855999841 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | CANADA (FEDERAL LEVEL) |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-04-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 6.13000000 |
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). | FORD MOTOR CREDIT 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. | UDSQCVRUX5BONN0VY111 |
c. Title of the issue or description of the investment. | Ford Motor Credit Co LLC |
d. CUSIP (if any). | 345397A60 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US345397A605 |
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 | 150000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 163125.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.393186040602 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-06-16 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 5.13000000 |
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). | 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: GSISEC011 TRS USD R E GSISEC01/BBG007LT8YX8 / Short: GSISEC011 TRS USD P F .15000 PAY FIXED 15 BPS |
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 | GSISEC011 |
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 | 694450.98000000 |
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. | -16910.47000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.24809134555 |
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. | Goldman Sachs RP Equity Carry |
Index identifier, if any. | GSISEC01 |
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. | FTSE/MIB IDX FUT Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | STZ1 |
iii. Number 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. | 135454.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EURO STOXX 50 Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VGZ1 |
iii. Number 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. | 45824.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HSCEI Futures Oct21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCV1 |
iii. Number 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. | -8932.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPI 200 FUTURES Oct21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XPV1 |
iii. Number 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. | -7433.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SET50 FUTURES Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCZ1 |
iii. Number 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. | 2273.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IBEX 35 INDX FUTR Oct21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IBV1 |
iii. Number 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. | 43649.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TOPIX INDX FUTR Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TPZ1 |
iii. Number 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. | 458.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EURO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EUR |
iii. Number 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. | 0.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FTSE Taiwan Index Oct21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWTV1 |
iii. Number 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. | 16735.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMSTERDAM IDX FUT Oct21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EOV1 |
iii. Number 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. | 117400.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | US DOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | USD |
iii. Number 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. | 0.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BRITISH POUND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBP |
iii. Number 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. | 0.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FTSE/JSE TOP 40 Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AIZ1 |
iii. Number 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. | -7516.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JAPANESE YEN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JPY |
iii. Number 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. | -0.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | S&P/TSX 60 IX FUT Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PTZ1 |
iii. Number 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. | 54611.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KOSPI2 INX FUT Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KMZ1 |
iii. Number 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. | -31.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MSCI EmgMkt Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MESZ1 |
iii. Number 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. | 14964.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HANG SENG IDX FUT Oct21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HIV1 |
iii. Number 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. | 966.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SWISS FRANC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHF |
iii. Number 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. | -1.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FTSE 100 IDX FUT Dec21 |
At 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 Z1 |
iii. Number 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. | 30600.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CAC40 10 EURO FUT Oct21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CFV1 |
iii. Number 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. | 5538.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NASDAQ 100 E-MINI Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NQZ1 |
iii. Number 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. | -73851.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | S&P500 EMINI FUT Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ESZ1 |
iii. Number 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. | -22248.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BIST 30 FUTURES Oct21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | A5V1 |
iii. Number 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. | -14185.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SWISS MKT IX FUTR Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SMZ1 |
iii. Number 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. | -80366.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | E-Mini Russ 2000 Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RTYZ1 |
iii. Number 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. | -46481.46000000 |
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. | 0.15000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -243.44000000 |
ii. Termination or maturity date. | 2022-01-04 |
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. | 694450.98000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -16910.47000000 |
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). | FIVE POINT OP CO LP/FIVE |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
c. Title of the issue or description of the investment. | Five Point Operating Co LP / Five Point Capital Corp |
d. CUSIP (if any). | 33834YAA6 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US33834YAA64 |
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 | 160000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 167400.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.455904019597 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-11-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 7.88000000 |
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). | APOLLO CMMRL REAL EST FI |
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. | 549300E0AN7M2AQHSY29 |
c. Title of the issue or description of the investment. | Apollo Commercial Real Estate Finance Inc |
d. CUSIP (if any). | 03762UAB1 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US03762UAB17 |
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 | 24000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 24225.90000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.355415084757 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2022-08-23 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 4.75000000 |
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.
Reference Instrument Record: 1 | |
Name of issuer. | Apollo Commercial Real Estate Finance Inc |
Title of issue. | Apollo Commercial Real Estate Finance Inc |
Currency in which denominated. | United States Dollar |
At least one of the following other identifiers:
Identifier. | CUSIP |
CUSIP. | 03762U105 |
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US03762U1051 |
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
Bond Currency Record: 1 | |
Conversion ratio per 1000 units | 50.22600000 |
ISO Currency Code | United States Dollar |
v. Delta (if applicable). | XXXX |
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). | B&G Foods Inc |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300TRW1LZMDJZAQ78 |
c. Title of the issue or description of the investment. | B&G Foods Inc |
d. CUSIP (if any). | 05508RAE6 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US05508RAE62 |
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 | 27000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 27677.70000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.406056001691 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-04-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 5.25000000 |
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). | CITGO PETROLEUM CORP |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | YX52P86PXMLYDOTUQ225 |
c. Title of the issue or description of the investment. | CITGO Petroleum Corp |
d. CUSIP (if any). | 17302XAK2 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US17302XAK28 |
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 | 92000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 94196.04000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.381938072079 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-06-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 7.00000000 |
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). | DAVE & BUSTER'S INC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300JAVWTAY1FT5Z45 |
c. Title of the issue or description of the investment. | Dave & Buster's Inc |
d. CUSIP (if any). | 23833NAH7 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US23833NAH70 |
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 | 7000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 7498.47000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.110009095662 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-11-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 7.63000000 |
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). | NEW HOME CO INC/THE |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300PLCE8TB3TVRQ85 |
c. Title of the issue or description of the investment. | New Home Co Inc/The |
d. CUSIP (if any). | 645370AC1 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US645370AC18 |
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 | 177000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 186473.04000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.735722153420 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-10-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 7.25000000 |
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). | Pactiv 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. | 549300O4WTC6DL4JIE57 |
c. Title of the issue or description of the investment. | Pactiv LLC |
d. CUSIP (if any). | 880394AB7 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US880394AB71 |
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 | 160000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 180468.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.647622978546 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-12-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 7.95000000 |
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). | ALLIANCE DATA SYSTEMS CO |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300G8S4PO686J7H97 |
c. Title of the issue or description of the investment. | Alliance Data Systems Corp |
d. CUSIP (if any). | 018581AK4 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US018581AK47 |
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 | 122000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 125111.99000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.835502025930 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2024-12-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 4.75000000 |
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). | 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: GSVICVC22 TRS USD R E GSVICVC2 INDEX / Short: GSVICVC22 TRS USD P F .15000 FIXED 0.15 PERCENTAGE |
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 | GSVICVC22 |
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 | 733178.81000000 |
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. | -11893.29000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.17448493857 |
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. | GS Calls vs Calls US Series 2 Excess Return Strategy |
Index identifier, if any. | GSVICVC2 |
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. | DE American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DECallOption |
iii. Number 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. | -13062.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DIS American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DISCallOptio |
iii. Number 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. | -27487.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SCHW American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SCHWCallOpti |
iii. Number 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. | -45550.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TJX American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TJXCallOptio |
iii. Number 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. | -46343.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TXN American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TXNCallOptio |
iii. Number 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. | -13.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FB American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FBCallOption |
iii. Number 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. | -23553.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GE American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GECallOption |
iii. Number 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. | -7546.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PNC American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PNCCallOptio |
iii. Number 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. | -13531.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | INTC American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INTCCallOpti |
iii. Number 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. | -1509.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GOOG American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GOOGCallOpti |
iii. Number 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. | -42325.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FDX American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FDXCallOptio |
iii. Number 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. | -2286.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NKE American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NKECallOptio |
iii. Number 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. | -45614.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | V American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VCallOption |
iii. Number 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. | -9365.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PG American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PGCallOption |
iii. Number 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. | -526.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MMC American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MMCCallOptio |
iii. Number 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. | -4897.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ZTS American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZTSCallOptio |
iii. Number 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. | -17534.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CVX American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CVXCallOptio |
iii. Number 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. | -14790.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ABT American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ABTCallOptio |
iii. Number 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. | -10305.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PEP American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEPCallOptio |
iii. Number 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. | -49759.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SBUX American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SBUXCallOpti |
iii. Number 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. | -440.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MSFT American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSFTCallOpti |
iii. Number 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. | -35470.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TMUS American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMUSCallOpti |
iii. Number 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. | -2635.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EQIX American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EQIXCallOpti |
iii. Number 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. | -9342.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMD American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMDCallOptio |
iii. Number 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. | -16912.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | COST American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COSTCallOpti |
iii. Number 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. | -20687.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AXP American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AXPCallOptio |
iii. Number 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. | -5389.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LOW American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LOWCallOptio |
iii. Number 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. | -4898.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MO American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MOCallOption |
iii. Number 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. | -314.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | VZ American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VZCallOption |
iii. Number 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. | -911.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ADI American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADICallOptio |
iii. Number 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. | -5510.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | UNP American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNPCallOptio |
iii. Number 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. | 0.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MCD American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCDCallOptio |
iii. Number 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. | -1841.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CAT American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CATCallOptio |
iii. Number 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. | -17443.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMGN American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMGNCallOpti |
iii. Number 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. | -8278.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | USD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | USD |
iii. Number 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. | 25426.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMZN American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMZNCallOpti |
iii. Number 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. | -50185.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NOW American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOWCallOptio |
iii. Number 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. | -14031.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CSCO American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CSCOCallOpti |
iii. Number 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. | -10907.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FIS American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FISCallOptio |
iii. Number 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. | -10594.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NFLX American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NFLXCallOpti |
iii. Number 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. | -1641.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MRK American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MRKCallOptio |
iii. Number 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. | -13684.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPGI American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPGICallOpti |
iii. Number 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. | -14778.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ACN American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ACNCallOptio |
iii. Number 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. | -51146.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KO American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KOCallOption |
iii. Number 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. | -673.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EL American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ELCallOption |
iii. Number 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. | 0.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GE1 American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GE1CallOptio |
iii. Number 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. | -603.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CB American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CBCallOption |
iii. Number 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. | -8604.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX European Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPXCallOptio |
iii. Number 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. | 1718215.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | XOM American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XOMCallOptio |
iii. Number 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. | -29246.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BLK American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BLKCallOptio |
iii. Number 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. | -35907.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DHR American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DHRCallOptio |
iii. Number 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. | -20590.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LIN American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LINCallOptio |
iii. Number 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. | -1123.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RTX American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RTXCallOptio |
iii. Number 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. | -16132.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ADBE American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADBECallOpti |
iii. Number 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. | -37975.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CMCSA American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CMCSACallOpt |
iii. Number 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. | -16168.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CHTR American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHTRCallOpti |
iii. Number 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. | -3913.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SHW American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SHWCallOptio |
iii. Number 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. | -15060.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | USB American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | USBCallOptio |
iii. Number 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. | -32915.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ANTM American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ANTMCallOpti |
iii. Number 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. | -5577.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ADP American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADPCallOptio |
iii. Number 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. | -7832.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TMO American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMOCallOptio |
iii. Number 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. | -17653.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PYPL American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PYPLCallOpti |
iii. Number 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. | -8308.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CI American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CICallOption |
iii. Number 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. | -422.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ISRG American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ISRGCallOpti |
iii. Number 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. | -1547.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JPM American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JPMCallOptio |
iii. Number 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. | -1625.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WMT American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WMTCallOptio |
iii. Number 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. | -6030.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MS American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSCallOption |
iii. Number 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. | -27557.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MA American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MACallOption |
iii. Number 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. | -18374.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FISV American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FISVCallOpti |
iii. Number 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. | -709.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MDT American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MDTCallOptio |
iii. Number 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. | -6762.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LMT American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LMTCallOptio |
iii. Number 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. | -1826.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMAT American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMATCallOpti |
iii. Number 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. | -27604.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LRCX American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LRCXCallOpti |
iii. Number 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. | -15637.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BKNG American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BKNGCallOpti |
iii. Number 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. | -17432.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PFE American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PFECallOptio |
iii. Number 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. | -53011.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BAC American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BACCallOptio |
iii. Number 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. | -18118.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BRK American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BRKCallOptio |
iii. Number 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. | -2215.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CRM American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CRMCallOptio |
iii. Number 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. | -16240.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PLD American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLDCallOptio |
iii. Number 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. | -22156.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AAPL American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAPLCallOpti |
iii. Number 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. | -70746.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GM American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GMCallOption |
iii. Number 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. | -10254.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NVDA American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NVDACallOpti |
iii. Number 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. | -27389.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | C American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCallOption |
iii. Number 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. | -12768.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TGT American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TGTCallOptio |
iii. Number 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. | -15466.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PM American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PMCallOption |
iii. Number 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. | -23.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GOOGL American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GOOGLCallOpt |
iii. Number 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. | -13077.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CVS American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CVSCallOptio |
iii. Number 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. | -4242.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AVGO American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AVGOCallOpti |
iii. Number 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. | -7154.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JNJ American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JNJCallOptio |
iii. Number 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. | -2278.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CCI American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCICallOptio |
iii. Number 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. | -26227.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QCOM American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QCOMCallOpti |
iii. Number 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. | -51.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MU American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MUCallOption |
iii. Number 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. | -30394.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ORCL American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORCLCallOpti |
iii. Number 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. | -43289.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NEE American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NEECallOptio |
iii. Number 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. | -1412.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CME American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CMECallOptio |
iii. Number 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. | -27.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ABBV American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ABBVCallOpti |
iii. Number 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. | -17078.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MMM American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MMMCallOptio |
iii. Number 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. | -7304.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HCA American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HCACallOptio |
iii. Number 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. | -2474.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | INTU American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INTUCallOpti |
iii. Number 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. | -6028.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | UNH American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNHCallOptio |
iii. Number 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. | -44944.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WFC American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WFCCallOptio |
iii. Number 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. | -34571.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SYK American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SYKCallOptio |
iii. Number 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. | -14328.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TFC American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TFCCallOptio |
iii. Number 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. | -4760.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BA American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BACallOption |
iii. Number 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. | -6462.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DUK American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DUKCallOptio |
iii. Number 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. | -6113.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MDLZ American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MDLZCallOpti |
iii. Number 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. | -14185.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMT American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMTCallOptio |
iii. Number 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. | -22402.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LLY American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LLYCallOptio |
iii. Number 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. | -12431.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TSLA American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TSLACallOpti |
iii. Number 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. | -7387.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HON American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HONCallOptio |
iii. Number 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. | -459.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HD American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HDCallOption |
iii. Number 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. | -5411.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | COP American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COPCallOptio |
iii. Number 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. | -16208.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BMY American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BMYCallOptio |
iii. Number 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. | -2912.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | UPS American Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UPSCallOptio |
iii. Number 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. | -28759.46000000 |
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. | 0.15000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -140.53000000 |
ii. Termination or maturity date. | 2021-11-13 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 733178.81000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -11893.29000000 |
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). | Bank of America, National Association |
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. | B4TYDEB6GKMZO031MB27 |
c. Title of the issue or description of the investment. | Long: MLEISUVU2 TRS USD R E MLEISUVU INDEX / Short: MLEISUVU2 TRS USD P F .20000 FIXED .2 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 | MLEISUVU2 |
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 | 351516.36000000 |
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. | 984.19000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.014438925788 |
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. | Bank of America, National Association |
LEI (if any) of counterparty. | B4TYDEB6GKMZO031MB27 |
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. | BofAML Short Upside Vol Index |
Index identifier, if any. | MLEISUVU |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4585 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4585In |
iii. Number 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. | -4.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4480 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4480In |
iii. Number 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. | -4.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4580 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4580In |
iii. Number 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. | -3.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4565 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4565In |
iii. Number 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. | -5.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4650 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4650In |
iii. Number 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. | -3.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4875 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4875In |
iii. Number 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. | -0.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4630 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4630In |
iii. Number 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. | -3.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4870 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4870In |
iii. Number 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. | -0.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4605 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4605In |
iii. Number 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. | -3.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4620 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4620In |
iii. Number 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. | -3.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4775 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4775In |
iii. Number 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. | -1.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4655 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4655In |
iii. Number 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. | -2.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | USD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | USD |
iii. Number 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. | 352564.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4575 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4575In |
iii. Number 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. | -4.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4505 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4505In |
iii. Number 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. | -4.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4515 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4515In |
iii. Number 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. | -5.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4805 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4805In |
iii. Number 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. | -1.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4460 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4460In |
iii. Number 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. | -6.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4615 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4615In |
iii. Number 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. | -3.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4640 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4640In |
iii. Number 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. | -2.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4520 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4520In |
iii. Number 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. | -4.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4710 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4710In |
iii. Number 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. | -1.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4790 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4790In |
iii. Number 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. | -1.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4535 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4535In |
iii. Number 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. | -3.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4455 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4455In |
iii. Number 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. | -8.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4705 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4705In |
iii. Number 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. | -1.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4600 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4600In |
iii. Number 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. | -3.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4495 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4495In |
iii. Number 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. | -3.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4865 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4865In |
iii. Number 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. | -0.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4625 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4625In |
iii. Number 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. | -3.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4490 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4490In |
iii. Number 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. | -3.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4770 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4770In |
iii. Number 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. | -1.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4610 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4610In |
iii. Number 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. | -3.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4890 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4890In |
iii. Number 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. | -67.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4510 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4510In |
iii. Number 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. | -5.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4540 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4540In |
iii. Number 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. | -3.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4500 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4500In |
iii. Number 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. | -2.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4475 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4475In |
iii. Number 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. | -5.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4485 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4485In |
iii. Number 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. | -3.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4645 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4645In |
iii. Number 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. | -2.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4900 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4900In |
iii. Number 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. | -0.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4845 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4845In |
iii. Number 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. | -0.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4530 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4530In |
iii. Number 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. | -3.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4595 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4595In |
iii. Number 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. | -4.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4555 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4555In |
iii. Number 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. | -3.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4750 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4750In |
iii. Number 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. | -1.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4760 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4760In |
iii. Number 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. | -1.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4550 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4550In |
iii. Number 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. | -3.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4660 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4660In |
iii. Number 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. | -2.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4465 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4465In |
iii. Number 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. | -6.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4560 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4560In |
iii. Number 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. | -3.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4470 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4470In |
iii. Number 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. | -5.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4635 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4635In |
iii. Number 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. | -2.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4570 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4570In |
iii. Number 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. | -4.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4665 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4665In |
iii. Number 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. | -2.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4860 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4860In |
iii. Number 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. | -0.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX |
iii. Number 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. | 194.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4545 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4545In |
iii. Number 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. | -4.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4850 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4850In |
iii. Number 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. | -0.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4680 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4680In |
iii. Number 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. | -2.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4590 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4590In |
iii. Number 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. | -4.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX US 10/15/21 C4525 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPX10C4525In |
iii. Number 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. | -4.39000000 |
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. | 0.20000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -68.35000000 |
ii. Termination or maturity date. | 2022-02-25 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 351516.36000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 984.19000000 |
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). | US ACUTE CARE SOLUTIONS |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
c. Title of the issue or description of the investment. | US Acute Care Solutions LLC |
d. CUSIP (if any). | 90367UAA9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US90367UAA97 |
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 | 120000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 126750.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.859533061433 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2026-03-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 6.38000000 |
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). | 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: GSIRVA011 TRS USD R E GS RATES VALUE STRATEGY / Short: GSIRVA011 TRS USD P F 0.15000 FIXED 0.15 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 | GSIRVA011 |
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 | 1385810.11000000 |
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. | 44351.33000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.650672697858 |
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. | Goldman Sachs Macro Index VA01 |
Index identifier, if any. | GSIRVA01 |
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. | CAN 10YR BOND FUT Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNZ1 |
iii. Number 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. | 46168.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | US 10YR NOTE (CBT)Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TYZ1 |
iii. Number 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. | -543826.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LONG GILT FUTURE Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | G Z1 |
iii. Number 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. | -1328490.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AUST 10Y BOND FUT Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XMZ1 |
iii. Number 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. | 192261.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Euro-BTP Future Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IKZ1 |
iii. Number 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. | 79055.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Euro-OAT Future Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OATZ1 |
iii. Number 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. | 1.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JPN 10Y BOND(OSE) Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JBZ1 |
iii. Number 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. | 1.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EURO-BUND FUTURE Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RXZ1 |
iii. Number 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. | -949316.19000000 |
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. | 0.15000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -214.65000000 |
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. | 1385810.11000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 44351.33000000 |
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). | MODULAIRE GLOBAL FIN 2 |
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. | 549300DKNLS2PJY6WU80 |
c. Title of the issue or description of the investment. | Modulaire Global Finance 2 PLC |
d. CUSIP (if any). | 015514AA0 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US015514AA05 |
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 | 19000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 19475.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.285715237644 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2023-08-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 10.00000000 |
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). | MOHEGAN GAMING & ENT |
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. | 549300UB083Z2NRDHC48 |
c. Title of the issue or description of the investment. | Mohegan Gaming & Entertainment |
d. CUSIP (if any). | 608328BH2 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US608328BH21 |
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 | 119000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 124188.40000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.821952155002 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2026-02-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 8.00000000 |
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). | Cincinnati Bell Inc |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300JYVZOCUJOHL272 |
c. Title of the issue or description of the investment. | Cincinnati Bell Inc |
d. CUSIP (if any). | 14987RAA6 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US14987RAA68 |
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 | 100000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 104345.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.530832168010 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-10-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 8.00000000 |
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). | 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 | 2336054.90100000 |
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. | 2336522.11000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 34.27881745416 |
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). | FORTRESS TRANS & INFRAST |
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. | 529900E7PUVK6BC8PE80 |
c. Title of the issue or description of the investment. | Fortress Transportation and Infrastructure Investors LLC |
d. CUSIP (if any). | 34960PAC5 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US34960PAC59 |
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 | 133000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 150788.75000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.212202492443 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2027-08-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 9.75000000 |
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: BXIIIDME3 TRS USD R E BXIIIDME / Short: BXIIIDME3 TRS USD P F .35000 FIXED .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 | BXIIIDME3 |
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 | 546057.57000000 |
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. | -1861.03000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.02730293343 |
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 IDME Index |
Index identifier, if any. | BXIIIDME 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 | -196.43000000 |
ii. Termination or maturity date. | 2022-02-23 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 546057.57000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -1861.03000000 |
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). | Nomura Global Financial Products Inc. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 0Z3VO5H2G7GRS05BHJ91 |
c. Title of the issue or description of the investment. | Long: NMFDIVRL1 TRS USD R E NMFDIVRL INDEX / Short: NMFDIVRL1 TRS USD P V 01MLIBOR US0001M + .40 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 | NMFDIVRL1 |
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 | 2135549.42000000 |
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. | -59740.19000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.87644069744 |
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. | Nomura Global Financial Products Inc. |
LEI (if any) of counterparty. | 0Z3VO5H2G7GRS05BHJ91 |
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. | Wolfe Neutralized Div Yield Long Basket |
Index identifier, if any. | NMFDIVRL |
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. | Walgreens Boots Alliance Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WBA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 195.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9179.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Electric Power Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AEP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4854.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Genuine Parts Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GPC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8807.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CH Robinson Worldwide Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHRW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7072.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United Parcel Service Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UPS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14649.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Evergy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EVRG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5334.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hartford Financial Services Gr |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HIG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5737.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Baker Hughes a GE 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). | BKR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 128.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3182.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Deere & 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). | DE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6280.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nasdaq Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NDAQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2061.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Huntington Bancshares Inc/OH |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HBAN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1082.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16731.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Northrop Grumman Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2697.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Omnicom Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OMC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7864.93000000 |
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). | 4.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 939.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NiSource Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 520.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12602.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eli Lilly & 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). | LLY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6799.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hewlett Packard Enterprise 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). | HPE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1100.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15680.08000000 |
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). | 117.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6283.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Huntington Ingalls Industries |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HII |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8787.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pfizer Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PFE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 348.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15003.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DR Horton Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DHI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4534.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Leggett & Platt Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LEG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 303.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13627.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ventas Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 211.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11659.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lennar 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). | LEN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1787.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CenturyLink Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LUMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 664.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8236.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Garmin 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). | GRMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 17255.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | UDR Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UDR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7809.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CME 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). | CME |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 22040.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lockheed Martin 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). | LMT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 19614.84000000 |
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). | 131.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 21976.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NXP Semiconductors 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). | NXPI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5591.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mid-America Apartment Communit |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1722.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tapestry Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TPR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 401.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14874.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aflac Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AFL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 159.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8337.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | STERIS 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). | STE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1553.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Caterpillar Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8795.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Federal Realty Investment Trus |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FRT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 145.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 17128.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Prudential 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). | PRU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 206.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 21773.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Broadcom Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AVGO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18381.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hanesbrands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 446.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7658.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Procter & Gamble 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). | PG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3824.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | McDonald's Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MCD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5406.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Duke Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DUK |
iii. Number 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. | 15004.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Verizon Communications Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8913.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Newell 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). | NWL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 849.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18803.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Packaging Corp of America |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PKG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9953.34000000 |
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). | 18.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6085.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dow Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DOW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 312.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18015.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pinnacle West 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). | PNW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 222.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16102.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Best Buy Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BBY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2807.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hershey 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). | HSY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2687.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Medtronic 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). | MDT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13303.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Regions Financial Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 835.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 17806.06000000 |
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). | 533.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 23193.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Extra Space Storage Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EXR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10386.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Celanese 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). | CE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7222.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cerner 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). | CERN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2009.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ralph Lauren Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3794.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Leidos 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). | LDOS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2078.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Valero 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). | VLO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6468.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Essex Property 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). | ESS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1534.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Waste Management Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12771.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Paychex Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAYX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 163.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18349.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Union Pacific Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5986.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Entergy 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). | ETR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 133.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13252.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kimberly-Clark Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KMB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11341.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Newmont Mining 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). | NEM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 336.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18268.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marathon Petroleum 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). | MPC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1522.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Honeywell International Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HON |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9885.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Altria Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 439.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 19993.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Franklin Resources Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BEN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 408.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12154.51000000 |
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). | 427.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 17954.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pool 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). | POOL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3137.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Whirlpool 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). | WHR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4330.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 3M 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). | MMM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 23182.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AO Smith 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). | AOS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 181.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11059.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lam Research 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). | LRCX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6398.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Realty Income 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). | O |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 216.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14026.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Merck & Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MRK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15026.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | International Paper 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). | IP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 185.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10368.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Corteva Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CTVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4157.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Monolithic Power 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). | MPWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6428.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AbbVie Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ABBV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 204.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 22005.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Public Storage |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PSA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11177.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CSX 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). | CSX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 811.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 24125.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Darden Restaurants Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DRI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 17469.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Air Products & Chemicals Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | APD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6623.49000000 |
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). | 23.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1643.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hasbro Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HAS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6524.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nucor 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). | NUE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4483.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American International Group 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). | AIG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4433.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PepsiCo Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10934.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Coca-Cola 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). | KO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 238.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12515.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | L 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). | BBWI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1987.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Agilent 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). | A |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1676.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carrier Global 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). | CARR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3945.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Exelon 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). | EXC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4914.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tractor Supply Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TSCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4534.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TJX 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). | TJX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1356.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HP Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HPQ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 624.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 17099.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ConocoPhillips |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1684.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chevron 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). | CVX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7326.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cboe Global Markets Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CBOE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2442.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AT&T Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | T |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2335.60000000 |
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). | 51.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6635.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Citizens Financial Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CFG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 263.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12373.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Gilead Sciences Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GILD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 460.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32172.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Unum Group |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 520.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13055.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Welltower Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WELL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 128.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10562.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Allstate Corp/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ALL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8644.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Everest Re Group 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). | RE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1665.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | People's United 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). | PBCT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1307.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 22849.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FirstEnergy 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). | FE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 141.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5025.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Quest Diagnostics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DGX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5579.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PulteGroup Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PHM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1646.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | UnitedHealth Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UNH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6826.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | International Flavors & Fragra |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IFF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2574.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Motorola Solutions Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10099.23000000 |
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). | 12.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4472.41000000 |
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). | 555.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11232.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | US Bancorp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | USB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 171.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10175.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United 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). | RTX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 222.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 19135.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Corning Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GLW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 182.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6643.34000000 |
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). | 304.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 27538.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KeyCorp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KEY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 640.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13838.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amgen Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMGN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10495.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | M&T Bank 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). | MTB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2145.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PPL 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). | PPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 623.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 17386.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | General Mills Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7285.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Public Service Enterprise Grou |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6199.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cincinnati Financial Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CINF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8553.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Avery Dennison Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AVY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7100.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ONEOK Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OKE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 530.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 30783.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Illinois Tool Works Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ITW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6879.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ingersoll-Rand 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). | TT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10377.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Williams 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). | WMB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 586.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15225.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Phillips 66 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PSX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4191.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Travelers 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). | TRV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6109.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Texas Instruments Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TXN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14579.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LyondellBasell Industries 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). | LYB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 279.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 26236.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kimco 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). | KIM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 688.66000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14289.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Johnson & Johnson |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JNJ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11454.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intercontinental Exchange Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2159.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bristol-Myers Squibb 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). | BMY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4920.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Juniper Networks Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JNPR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 346.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9531.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Norfolk Southern 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). | NSC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5680.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Interpublic Group of Cos Inc/T |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IPG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 274.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10076.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cardinal Health Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2872.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Robert Half International Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RHI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12365.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Harris 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). | LHX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12757.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | T Rowe Price Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TROW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11183.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | General Dynamics 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). | GD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16489.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | International Business Machine |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | IBM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 22962.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Boston Properties Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BXP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9472.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kraft Heinz 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). | KHC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 350.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12890.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zions Bancorp NA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZION |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 145.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8994.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eaton Corp 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). | ETN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14682.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ResMed Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RMD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1729.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Exxon Mobil Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XOM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 212.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12491.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Principal Financial Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PFG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 236.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15214.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Expeditors International of Wa |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EXPD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5876.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Abbott Laboratories |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ABT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5199.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Accenture 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). | ACN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7461.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PACCAR Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7829.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EOG Resources Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EOG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1199.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | VF 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). | VFC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4285.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eastman Chemical 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). | EMN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6326.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Stryker 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). | SYK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4721.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fastenal 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). | FAST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 179.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9288.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Starbucks 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). | SBUX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5358.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MetLife Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MET |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 195.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12098.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | General Motors 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). | GM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2604.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Consolidated Edison Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ED |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 201.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14608.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | QUALCOMM Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QCOM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7144.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Comerica Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CMA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 196.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15846.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NetApp Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NTAP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 187.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16828.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Simon Property 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). | SPG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 173.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 22569.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Emerson Electric Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EMR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 140.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13269.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BlackRock Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BLK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3175.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Snap-on Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SNA |
iii. Number 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. | 13838.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Equity Residential |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EQR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 129.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10489.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CF Industries 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). | CF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 296.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16567.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fifth Third Bancorp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FITB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 244.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10355.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KLA-Tencor 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). | KLAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11426.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BB&T 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). | TFC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1312.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sysco 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). | SYY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8491.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Southern 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). | SO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 391.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 24285.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cummins Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CMI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10784.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Edison International |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 278.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15442.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kinder Morgan 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). | KMI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 916.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15339.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Republic Services Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RSG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.11000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9017.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Johnson Controls International |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JCI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 175.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11924.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cisco Systems Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CSCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 233.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12721.95000000 |
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). | 289.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 27472.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CVS Health 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). | CVS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5972.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rollins Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ROL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2972.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Advance Auto Parts Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AAP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1358.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Palantir Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLTR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1208.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Regency Centers 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). | REG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 323.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 21776.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Target 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). | TGT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8535.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Invesco 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). | IVZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 282.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6818.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AvalonBay Communities Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AVB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7777.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amcor 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). | AMCR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 832.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9651.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Automatic Data Processing Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADP |
iii. Number 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. | 12963.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HCP Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PEAK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 356.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11945.56000000 |
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. | 0.40000000 |
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 | -460.09000000 |
ii. Termination or maturity date. | 2022-03-11 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 2135549.42000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -59740.19000000 |
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). | HUB International Ltd |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300JQT6ATTUNS5E06 |
c. Title of the issue or description of the investment. | HUB International Ltd |
d. CUSIP (if any). | 44332PAD3 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US44332PAD33 |
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 | 100000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 103500.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.518435280933 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2026-05-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 7.00000000 |
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). | J.P. Morgan Securities 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. | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | Long: JPQIFSL11 TRS USD R E JPQIFSL1 INDEX / Short: JPQIFSL11 TRS USD P V 03MLIBOR US0003M +0.60 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 | JPQIFSL11 |
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 | 690958.08000000 |
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. | -14446.08000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.21193659462 |
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. | J.P. Morgan Securities LLC |
LEI (if any) of counterparty. | ZBUT11V806EZRVTWT807 |
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. | JPM Long ERP Sector |
Index identifier, if any. | JPQIFSL1 |
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. | Spirit Realty 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). | SRC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 185.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8524.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MSC Industrial Direct Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7644.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | LyondellBasell Industries 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). | LYB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 154.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14477.36000000 |
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). | 195.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13868.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | OGE 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). | OGE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 291.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9606.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PPL 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). | PPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 492.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13733.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ManpowerGroup Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10147.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | National Health Investors Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NHI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4059.07000000 |
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). | 275.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11974.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kinder Morgan 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). | KMI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 913.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15289.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Omega Healthcare Investors Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OHI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 442.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13259.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Healthcare Trust of America 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). | HTA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 141.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4194.37000000 |
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). | 305.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6494.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Avis Budget 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). | CAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 157.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18401.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cummins Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CMI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14206.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EnLink Midstream LLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ENLC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1021.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6968.07000000 |
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). | 1732.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 11500.70000000 |
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). | 477.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7779.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Upwork Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UPWK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4464.98000000 |
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). | 387.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10215.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brandywine Realty Trust |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BDN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 438.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5885.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Welbilt Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WBT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 282.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6562.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Antero Midstream GP LP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 707.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7373.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FirstEnergy 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). | FE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 376.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13394.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Equitrans Midstream 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). | ETRN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 780.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7915.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MasTec Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MTZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5885.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Medical Properties 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). | MPW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 694.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13936.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dow Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DOW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 239.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13800.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 3M 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). | MMM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13462.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | General Dynamics 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). | GD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14545.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Physicians 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). | DOC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 368.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6494.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WP Carey Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WPC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 184.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13462.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PACCAR Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PCAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14071.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pinnacle West 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). | PNW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4532.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MGM Growth Properties LLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MGP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 333.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 12786.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sabra Health Care REIT Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SBRA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 404.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5953.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AGCO 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). | AGCO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9538.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eaton Corp 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). | ETN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5141.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United 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). | RTX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 177.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15221.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Antero Resources Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 971.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18265.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Newmont Mining 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). | NEM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 255.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13868.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ryder System Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | R |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6765.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Packaging Corp of America |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PKG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13462.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Huntington Ingalls Industries |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HII |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8524.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fastenal 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). | FAST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 152.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7847.54000000 |
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). | 204.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8591.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Gaming and Leisure 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). | GLPI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6900.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Southern 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). | SO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 129.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 8050.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chemours 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). | CC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 237.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6900.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Edison International |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 253.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14071.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Huntsman 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). | HUN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 557.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16506.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amcor 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). | AMCR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1173.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13597.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ONEOK Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OKE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 281.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 16303.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | International Paper 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). | IP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 248.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 13868.50000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Williams 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). | WMB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 597.23000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 15492.12000000 |
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). | 379.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 18604.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Uniti 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). | UNIT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 371.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4600.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lockheed Martin 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). | LMT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14409.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Broadstone Net Lease Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BNL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 158.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3923.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Plains GP Holdings LP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PAGP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 452.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4870.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CH Robinson Worldwide Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHRW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 14342.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Centennial Resource Developmen |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CDEV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1504.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10080.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hubbell Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HUBB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 9335.87000000 |
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). | 1567.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 10485.94000000 |
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. | 0.60000000 |
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 | -330.74000000 |
ii. Termination or maturity date. | 2021-11-16 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 690958.08000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -14446.08000000 |
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). | CORECIVIC INC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 529900JFA3K6PTLT8B15 |
c. Title of the issue or description of the investment. | CoreCivic Inc |
d. CUSIP (if any). | 21871NAB7 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US21871NAB73 |
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 | 31000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 31662.16000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.464511505454 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2026-04-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 8.25000000 |
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). | DORNOCH DEBT MERGER SUB |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
c. Title of the issue or description of the investment. | Dornoch Debt Merger Sub Inc |
d. CUSIP (if any). | 25830JAA9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US25830JAA97 |
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 | 9000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 9011.25000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.132202897829 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2029-10-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 6.63000000 |
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). | MODULAIRE GLOBAL FINANCE |
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. | 5493000PLZTCKZAJDO03 |
c. Title of the issue or description of the investment. | Modulaire Global Finance Plc |
d. CUSIP (if any). | 01551UAC8 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US01551UAC80 |
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 | 222000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 226997.22000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 3.330247222433 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2023-02-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 8.00000000 |
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). | Morgan Stanley & Co. LLC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 9R7GPTSO7KV3UQJZQ078 |
c. Title of the issue or description of the investment. | Long: MSFSSUSD1 TRS USD R E MSFSSUSD / Short: MSFSSUSD1 TRS USD P V 01MLIBOR US0001M+ .50 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 | MSFSSUSD1 |
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 | 1050851.61000000 |
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. | -44342.61000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.65054476785 |
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. | Morgan Stanley & Co. LLC |
LEI (if any) of counterparty. | 9R7GPTSO7KV3UQJZQ078 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | MS Sustainable Div Non-US |
Index identifier, if any. | MSFSSUSD |
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. | Danone 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). | BN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6626.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Skandinaviska Enskilda Banken |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SVKEF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 462.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6606.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kao 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). | 4452 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 31.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Banque Cantonale Vaudoise |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BCVN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5752.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DCC 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). | DCC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 85.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Volvo AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VOLVA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 699.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Panasonic 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). | 6752 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 294.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Volkswagen AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VOW3 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6883.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ajinomoto Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 2802 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 130.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intertek Group 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). | ITRK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 80.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Husqvarna AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HUSQB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 464.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 637.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mercury NZ 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). | MCY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 822.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2544.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ITOCHU 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). | 8001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 30.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aurizon Holdings 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). | AZJ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1311.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2594.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Henkel AG & Co KGaA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HEN3 |
iii. Number 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. | 6870.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nitto Denko 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). | 6988 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.38000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 30.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Telefonica Deutschland Holding |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | O2D |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2273.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7503.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kesko Oyj |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KESKOB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5930.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Admiral Group PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 127.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 72.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Roche Holding AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6369.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nordea Bank Abp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NDA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 534.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 790.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sumitomo Mitsui Trust 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). | 8309 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Air Liquide 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). | AI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6811.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carlsberg A/S |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CARLB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 931.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Imperial Brands 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). | IMT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6096.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Siemens AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SIE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7325.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Trend Micro Inc/Japan |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TMICF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3760.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | St James's Place 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). | STJ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 283.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 77.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EMS-Chemie Holding AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EMSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5847.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ono Pharmaceutical Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 4528 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 157.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Daito Trust Construction Co Lt |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 1878 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Shionogi & Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 4507 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 36.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KBC Group 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). | KBC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7979.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Coca-Cola HBC AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 172.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 75.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hikari Tsushin Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HKTGF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3531.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Singapore Telecommunications L |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2191.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2925.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sekisui Chemical Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 4204 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 204.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 31.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Henkel AG & Co KGaA. |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HEN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6993.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ABB 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). | ABBN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 169.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6106.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Adecco Group AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ADEN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5937.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Faurecia 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). | EO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 130.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7185.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Oracle Corp Japan |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 4716 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 35.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Toyo Suisan Kaisha Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TSUKF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4202.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pola Orbis 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). | 4927 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 152.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 31.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AP Moller - Maersk A/S. |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAERSKB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 928.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Koninklijke Philips 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). | PHIA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 143.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7391.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Macquarie Group 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). | MQG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3082.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Otsuka Holdings Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 4578 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Japan Tobacco Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JAPAF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 184.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3561.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Canon Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 7751 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 150.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Softbank 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). | 9434 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 265.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sage Group PLC/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SGE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 641.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 82.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Proximus SADP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PROX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 309.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7132.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Spark New Zealand 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). | SPK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1174.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2672.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Computershare Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CMSQF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 323.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4247.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Telecom Italia SpA/Milano |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TIT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13900.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6335.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fresenius Medical Care AG & 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). | FME |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6481.07000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ferguson 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). | FERG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 84.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Randstad 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). | RAND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6817.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Telefonaktiebolaget LM Ericsso |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ERICB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 554.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 718.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Colruyt 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). | COLR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6677.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Swedbank AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SWEDA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 326.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 756.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bandai Namco 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). | 7832 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 36.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KDDI 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). | 9433 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nippon Telegraph & Telephone C |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 9432 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 135.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ASX 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). | ASX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2756.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Santen Pharmaceutical Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 4536 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 246.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 31.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Yokogawa Electric 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). | 6841 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 224.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 35.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Novartis AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOVN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6028.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sompo 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). | 8630 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kingfisher 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). | KGF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1268.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 77.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Skanska AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SKAB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 219.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 632.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sharp Corp/Japan |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 6753 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 256.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 29.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Telenor ASA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 359.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 694.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Essity AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ESSITYB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 198.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 705.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Burberry Group 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). | BRBY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 222.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 73.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Casio Computer Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 6952 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 215.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Halliburton 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). | HAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 163.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3525.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BOC Hong Kong Holdings 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). | 2388 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1192.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 462.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BHP Billiton 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). | BHP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1997.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Evolution Mining 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). | EVN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1358.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2474.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tele2 AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TEL2B |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 426.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 724.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ICA Gruppen AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ICA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 128.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 672.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | United Overseas Bank 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). | UOB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2806.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nestle 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). | NESN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6614.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FUCHS PETROLUB SE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FPE3 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 126.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6846.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RELX 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). | REL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 214.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 83.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sumitomo Dainippon Pharma Co L |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 4506 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 204.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hargreaves Lansdown 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). | HL/ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 311.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 81.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nintendo Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 7974 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Industria de Diseno Textil 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). | ITX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 183.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7846.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Disco 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). | 6146 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 31.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brother Industries 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). | 6448 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DBS Group Holdings 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). | DBS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 171.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2821.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Venture Corp 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). | VMS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 270.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2634.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nissan 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). | 4021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 37.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MS&AD Insurance Group 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). | 8725 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Swisscom AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SWZCF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6158.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Coles Group 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). | COL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 286.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2539.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mitsubishi UFJ Financial Group |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 8306 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 648.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fresenius SE & Co KGaA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FRE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6528.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fuji Electric Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 6504 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.14000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Yamada Denki Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 9831 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 794.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 29.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Recordati SpA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | REC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6436.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cie Financiere Richemont 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). | CFR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5800.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Oversea-Chinese Banking Corp L |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OCBC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 442.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2760.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NEC 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). | 6701 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Volvo AB. |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VOLVF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 270.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6188.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SCSK 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). | 9719 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 176.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chugai Pharmaceutical Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 4519 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 31.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Daimler AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DAI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7489.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Roche Holding AG. |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ROG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6259.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Evraz 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). | EVR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 799.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 86.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Telefonica 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). | AFX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1282.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6972.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eisai Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 4523 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 29.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hakuhodo DY Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 2433 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 228.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 35.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sandvik AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SAND |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 246.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 648.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Akzo Nobel 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). | AKZA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6409.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Yamaha Motor Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 7272 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 139.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ABC-Mart Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 2670 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SGS 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). | SGSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6454.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kirin Holdings Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 2503 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 203.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Singapore Technologies Enginee |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SGGKF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1237.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3663.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Schneider Electric SE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6859.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DNB Bank ASA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DNB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 297.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 781.45000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tokyo Electron 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). | 8035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Smith & Nephew 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). | SN/ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 334.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 78.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Yara International ASA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | YAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 125.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 712.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Universal Music Group 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). | UMG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 151.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 4701.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rio Tinto 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). | RIO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2338.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SSE 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). | SSE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 286.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 81.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SKF AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SKFB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 245.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 664.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ACS Actividades de Construccio |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ACS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 233.39000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7349.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GEA Group AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | G1A |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 141.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7549.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mitsubishi UFJ Lease & Finance |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 8593 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 658.64000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 31.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AP Moller - Maersk A/S |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MAERSKA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 927.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tokyo Century 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). | 8439 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Securitas AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SECUB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 381.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 693.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Astellas Pharma Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 4503 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 223.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BNP Paribas 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). | BNP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7469.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Vivendi 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). | VIV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178.19000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2609.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pigeon 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). | 7956 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 25.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eiffage 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). | FGR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7330.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MEIJI Holdings Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 2269 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wilmar International 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). | WIL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1198.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2736.87000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Solvay 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). | SOLB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6736.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tokio Marine 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). | 8766 |
iii. Number 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. | 35.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Raiffeisen Bank International |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RBI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 258.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7866.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Japan Post Insurance Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 7181 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 204.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AstraZeneca 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). | AZN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 89.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bank of East Asia Ltd/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). | 23 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2321.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 481.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Elisa OYJ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ELISA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7062.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Seven & i Holdings Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 3382 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Diageo 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). | DGE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 127.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 83.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atos SE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 124.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7717.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Jardine Matheson Holdings 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). | JM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3635.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Electrolux AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ELUXB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 249.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 658.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Deutsche Post AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DPW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6923.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Seiko Epson 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). | 6724 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 187.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kone OYJ |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KNEBV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6360.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WH Group 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). | 288 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4483.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 410.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Koninklijke Ahold Delhaize 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). | AD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 194.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7499.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Deutsche Telekom AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DTE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 289.43000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6761.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Shizuoka Bank Ltd/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). | 8355 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 453.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | T&D Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 8795 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 275.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Resona Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 8308 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 906.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dai-ichi Life 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). | 8750 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 35.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Barclays 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). | BARC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2516.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 86.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carrefour 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). | CA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 318.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6658.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Koei Tecmo Holdings Co Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 3635 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 36.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kubota 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). | 6326 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 175.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 33.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Danske Bank A/S |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DANSKE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 353.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 932.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nisshin Seifun 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). | 2002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 220.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fortescue Metals Group 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). | FMG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 242.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1891.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Suntory Beverage & Food 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). | 2587 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 34.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rio Tinto 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). | RIO. |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 74.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hitachi 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). | HTHIF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3727.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Otsuka 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). | 4768 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 31.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Koninklijke KPN 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). | KPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1975.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7201.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mitsubishi Electric 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). | 6503 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 260.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 32.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Xinyi Glass Holdings 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). | 868 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1058.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 407.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HKT Trust & HKT 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). | 6823 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2778.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 488.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bunzl 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). | BNZL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 174.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 77.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Smurfit Kappa Group 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). | SKG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6791.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Volkswagen AG. |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VOW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6434.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Partners Group Holding AG |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PGHN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6145.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Suncorp Group 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). | SNMYF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 434.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3887.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AusNet Services |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2738.87000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3601.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Svenska Handelsbanken AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SHBA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 548.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 704.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nabtesco 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). | 6268 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 30.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Telecom Italia SpA/Milano. |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TITR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13405.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 6299.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Unilever 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). | ULVR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 81.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Boliden AB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BOL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 168.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 620.25000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Swatch Group AG/The |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UHRN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 5809.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sanofi |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SAN |
iii. Number 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. | 6920.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lawson Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 2651 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.13000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 30.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Suez |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SEV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 276.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7310.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Magellan Financial Group 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). | MFG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 1902.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BAE Systems 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). | BA/ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 797.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 81.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Thales 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). | HO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7046.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Itochu Techno-Solutions 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). | ITTOF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3889.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Orion Oyj |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ORNBV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7187.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Meridian Energy 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). | MEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1098.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2578.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BASF SE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BAS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 7018.62000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Medibank Pvt 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). | MPL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1505.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 2820.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Telstra Corp 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). | TTRAF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1335.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 3818.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Persimmon 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). | PSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 159.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | 77.57000000 |
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. | 0.50000000 |
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 | -752.16000000 |
ii. Termination or maturity date. | 2022-03-31 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 1050851.61000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -44342.61000000 |
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). | TRIUMPH GROUP INC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493007L6S47Q14SL582 |
c. Title of the issue or description of the investment. | Triumph Group Inc |
d. CUSIP (if any). | 896818AS0 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US896818AS01 |
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 | 142000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 156377.50000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.294194329895 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2024-06-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 8.88000000 |
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). | RWT HOLDINGS INC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | Z31FN4C0IQMCYFAEUP31 |
c. Title of the issue or description of the investment. | RWT Holdings Inc |
d. CUSIP (if any). | 749772AD1 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US749772AD11 |
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 | 65000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 66614.91000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.977298836523 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-10-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 5.75000000 |
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.
Reference Instrument Record: 1 | |
Name of issuer. | Redwood Trust Inc |
Title of issue. | Redwood Trust Inc |
Currency in which denominated. | United States Dollar |
At least one of the following other identifiers:
Identifier. | CUSIP |
CUSIP. | 758075402 |
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7580754023 |
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
Bond Currency Record: 1 | |
Conversion ratio per 1000 units | 55.26440000 |
ISO Currency Code | United States Dollar |
v. Delta (if applicable). | XXXX |
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). | MAXIM CRANE WORKS 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. | N/A |
c. Title of the issue or description of the investment. | Maxim Crane Works Holdings Capital LLC |
d. CUSIP (if any). | 18911YAA3 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US18911YAA38 |
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 | 91000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 93275.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.368425611875 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2024-08-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 10.13000000 |
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). | Societe Generale |
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. | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | Long: SGIXSTEP1 TRS USD R E SGIXSTEP / Short: SGIXSTEP1 TRS USD P F .40000 FIXED .40 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 | SGIXSTEP1 |
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 | 349998.66000000 |
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. | 2392.89000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.035105783569 |
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. | Societe Generale |
LEI (if any) of counterparty. | O2RNE8IBXP4R0TD8PU41 |
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. | Soc Gen STEP |
Index identifier, if any. | SGIXSTEP |
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. | SPXW US 10/01/21 P4145 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPXW10P4145I |
iii. Number 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. | 33052.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPXW US 10/01/21 P4200 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPXW10P4200I |
iii. Number 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. | 21546.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPXW US 10/06/21 P4060 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPXW10P4060I |
iii. Number 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. | 22029.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPXW US 10/01/21 P4215 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPXW10P4215I |
iii. Number 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. | 66087.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPXW US 10/04/21 P4155 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPXW10P4155I |
iii. Number 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. | 33043.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPXW US 10/04/21 P4095 Index |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPXW10P4095I |
iii. Number 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. | 22035.23000000 |
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. | 0.40000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -147.78000000 |
ii. Termination or maturity date. | 2022-02-24 |
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. | 349998.66000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 2392.89000000 |
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). | Societe Generale |
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. | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | Long: SGBVVRRU2 TRS USD R E SGBVVRRU / Short: SGBVVRRU2 TRS USD P V 00MFEDL0 FLOAT FF + 0/FEDL01 |
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 | SGBVVRRU2 |
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 | 1049995.77000000 |
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. | 12355.03000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.181259067140 |
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. | Societe Generale |
LEI (if any) of counterparty. | O2RNE8IBXP4R0TD8PU41 |
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. | SocGen Volatility Roll on Rates |
Index identifier, if any. | SGBVVRRU |
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. | 1y Forward 1y7y Straddle |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 1y1y7yStradd |
iii. Number 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. | 143008.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 1y Forward 3y7y Straddle |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 1y3y7yStradd |
iii. Number 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. | 265587.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 1y Forward 5y20y Straddle |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 1y5y20yStrad |
iii. Number 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. | 531175.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | 1y Forward 10y20y Straddle |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | 1y10y20yStra |
iii. Number 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. | 122578.94000000 |
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. | US Federal Funds Effective Rate |
Payments: Floating rate Spread. | 0.00000000 |
Payment: Floating Rate Reset Dates. | Month |
Payment: Floating Rate Reset Dates Unit. | 12 |
Payment: Floating Rate Tenor. | Day |
Payment: Floating Rate Tenor Unit. | 382 |
Payments: Base currency | United States Dollar |
Payments: Amount | -487.67000000 |
ii. Termination or maturity date. | 2022-02-18 |
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. | 1049995.77000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 12355.03000000 |
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). | LANNETT CO INC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5299001DJ6C90XX17G45 |
c. Title of the issue or description of the investment. | Lannett Co Inc |
d. CUSIP (if any). | 51602UAD0 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US51602UAD00 |
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 | 35000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 32253.90000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.473192847417 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2026-04-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 7.75000000 |
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). | INTELSAT JACKSON HLDG |
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. | 8XJ8KF85PBKK1TLMFN29 |
c. Title of the issue or description of the investment. | Intelsat Jackson Holdings SA |
d. CUSIP (if any). | 45824TAR6 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US45824TAR68 |
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 | 50000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 51375.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.753716063362 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | LUXEMBOURG |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2024-02-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
ii. Annualized rate. | 0.00000000 |
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). | RP ESCROW ISSUER 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. | N/A |
c. Title of the issue or description of the investment. | RP Escrow Issuer LLC |
d. CUSIP (if any). | 74969PAA6 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US74969PAA66 |
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 | 122000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 125666.71000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.843640252201 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-12-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 5.25000000 |
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). | 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: GSVISK1D2 TRS USD R E GSVISK1D INDEX / Short: GSVISK1D2 TRS USD P F .15000 FIXED 0.15 PERCENTAGE |
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 | GSVISK1D2 |
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 | 379610.40000000 |
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. | 5208.67000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.076415732316 |
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. | GS Systematic Skew US Series 1D Excess Return Strategy |
Index identifier, if any. | GSVISK1D |
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. | USD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | USD |
iii. Number 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. | 18220.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX EQ Forward |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPXForward |
iii. Number 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. | -795196.66000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SPX European Call Option |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SPXCallOptio |
iii. Number 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. | 1062007.53000000 |
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. | 0.15000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | -72.76000000 |
ii. Termination or maturity date. | 2021-11-13 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 379610.40000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 5208.67000000 |
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). | Flex Acquisition Co Inc |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300HHED2KGPBEDW39 |
c. Title of the issue or description of the investment. | Flex Acquisition Co Inc |
d. CUSIP (if any). | 33936YAC9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US33936YAC93 |
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 | 51000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 53358.75000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.782819406246 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2026-07-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 7.88000000 |
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). | RLJ LODGING TRUST LP |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300RX5I8Z6I6LDZ74 |
c. Title of the issue or description of the investment. | RLJ Lodging Trust LP |
d. CUSIP (if any). | 74965LAA9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US74965LAA98 |
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 | 124000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 124775.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.830558088681 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
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. | 2026-07-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 3.75000000 |
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). | Nomura Global Financial Products Inc. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 0Z3VO5H2G7GRS05BHJ91 |
c. Title of the issue or description of the investment. | Long: NMX2XBIC1 TRS USD R E BBG00MVL1614 / Short: NMX2XBIC1 TRS USD P F .00000 FIXED 0.00 |
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 | NMX2XBIC1 |
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 | 7000000.03000000 |
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. | -33386.44000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.48980819710 |
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. | Nomura Global Financial Products Inc. |
LEI (if any) of counterparty. | 0Z3VO5H2G7GRS05BHJ91 |
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. | Nomura Interest Rate Swaps Basket |
Index identifier, if any. | NMX2XBIC |
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. | SWEDISH KRONA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SEK |
iii. Number 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. | 69149.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 10Y in USD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR10U |
iii. Number 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. | 951679.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS 10Y DKK S 1-0 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRMDX0 |
iii. Number 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. | -531579.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JPY |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JPY |
iii. Number 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. | -4786.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NEW ZEALAND DOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NZD |
iii. Number 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. | 1352592.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 2Y in GBP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR02P |
iii. Number 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. | -966215.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 2Y in EUR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR02E |
iii. Number 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. | 204470.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 1Y in EUR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR01E |
iii. Number 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. | 409936.58000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AUSTRALIAN DOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AUD |
iii. Number 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. | -244593.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 20Y in EUR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR20E |
iii. Number 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. | -604773.29000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS 5Y DKK S 1-0 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRMD50 |
iii. Number 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. | -94871.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 1Y in USD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR01U |
iii. Number 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. | 2495205.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 5Y in USD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR05U |
iii. Number 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. | 2620306.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | GBP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GBP |
iii. Number 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. | 1357192.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 1Y in JPY |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR01Y |
iii. Number 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. | 3191.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EUR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EUR |
iii. Number 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. | 321064.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 20Y in USD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR20U |
iii. Number 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. | 221702.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS 2Y CHF S 1-0 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRMF20 |
iii. Number 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. | 566270.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 2Y in USD |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR02U |
iii. Number 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. | 178596.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS 10Y SEK S 1-0 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRMSX0 |
iii. Number 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. | -81669.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SWISS FRANC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHF |
iii. Number 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. | -716709.14000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS 2Y NOK S 1-0 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRMN20 |
iii. Number 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. | -186594.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 10Y in EUR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR10E |
iii. Number 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. | -221352.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DANISH KRONE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DKK |
iii. Number 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. | 177718.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CANADIAN DOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAD |
iii. Number 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. | 55229.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS Rec 30Y in EUR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRSR30E |
iii. Number 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. | -516770.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IRS 2Y NZD S 1-0 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NMRMZ20 |
iii. Number 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. | -1249861.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NORWEGIAN KRONE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOK |
iii. Number 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. | 203578.56000000 |
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. | 0.00000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | 0.00000000 |
ii. Termination or maturity date. | 2022-01-04 |
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. | 7000000.03000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -33386.44000000 |
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). | SEAWORLD PARKS & ENTERTA |
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. | 549300UZV72O3371JJ53 |
c. Title of the issue or description of the investment. | SeaWorld Parks & Entertainment Inc |
d. CUSIP (if any). | 81282UAC6 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US81282UAC62 |
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 | 65000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 69915.95000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.025727972753 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-05-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 8.75000000 |
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). | KAR Auction Services Inc |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493004HKD20LBSG7D03 |
c. Title of the issue or description of the investment. | KAR Auction Services Inc |
d. CUSIP (if any). | 48238TAA7 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US48238TAA79 |
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 | 214000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 216675.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 3.178811251172 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-06-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 5.13000000 |
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). | H-FOOD HOLDNG/HEARTHSIDE |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
c. Title of the issue or description of the investment. | H-Food Holdings LLC / Hearthside Finance Co Inc |
d. CUSIP (if any). | 577088AA5 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US577088AA59 |
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 | 61000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 63303.67000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.928720057397 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2026-06-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 8.50000000 |
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). | J.P. Morgan Securities 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. | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | Long: JPQIFSS11 TRS USD R V 03MLIBOR US0003M -0.25 PERCENT / Short: JPQIFSS11 TRS USD P E JPQIFSS1 INDEX |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | JPQIFSS11 |
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 | 578665.14000000 |
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. | 7126.14000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.104546689786 |
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. | J.P. Morgan Securities LLC |
LEI (if any) of counterparty. | ZBUT11V806EZRVTWT807 |
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. | JPM Long ERP Sector |
Index identifier, if any. | JPQIFSS1 |
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. | Southwest Airlines 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). | LUV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -240.04000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12345.24000000 |
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). | -132.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12973.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SBA Communications 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). | SBAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10744.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Park 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). | PK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -564.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10802.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Continental Resources Inc/OK |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CLR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -241.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11145.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Homes 4 Rent |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AMH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -280.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10687.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Jones Lang LaSalle Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JLL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -49.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12173.78000000 |
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). | -604.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12402.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Occidental Petroleum 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). | OXY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -448.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13259.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Apache 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). | 9990302D |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -600.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12859.63000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Generac Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GNRC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10744.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Berry Global Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BERY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -144.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8801.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Xcel 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). | XEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -133.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8344.47000000 |
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). | -659.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -14917.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CACI International Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CACI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9830.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lyft Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LYFT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -242.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12973.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ball 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). | BLL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10973.55000000 |
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). | -720.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11773.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sensata Technologies Holding P |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -139.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7658.62000000 |
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). | -252.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11087.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Martin Marietta Materials Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MLM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4286.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AZEK Co 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). | AZEK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -129.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4743.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | XPO Logistics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XPO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -135.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10744.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Prologis Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10802.09000000 |
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). | -39.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10516.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Old Dominion Freight Line Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ODFL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5944.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fortive 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). | FTV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -57.50000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4057.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eagle 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). | EXP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8458.78000000 |
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). | -216.78000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4858.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Axalta Coating Systems Ltd |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AXTA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -397.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11602.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ecolab Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ECL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10973.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Halliburton 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). | HAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -581.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12573.86000000 |
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). | -242.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11145.01000000 |
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). | -2955.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11202.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EQT 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). | EQT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -600.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12288.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HEICO 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). | HEI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -61.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8115.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Roper Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ROP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10916.39000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Spirit AeroSystems Holdings 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). | SPR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -196.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8687.39000000 |
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). | -288.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12916.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Weyerhaeuser 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). | WY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -313.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11145.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | National Oilwell Varco Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -802.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10516.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alcoa 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). | AA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -254.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12459.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sunstone Hotel Investors Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SHO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -373.37000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4458.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sherwin-Williams 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). | SHW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10802.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Trex Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TREX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.61000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10459.16000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Equinix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EQIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10802.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NextEra Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NEE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -137.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10802.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Water Works Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AWK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10802.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Delta Air Lines Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -292.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12459.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TransUnion |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7029.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Evoqua Water 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). | AQUA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -206.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7772.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Boeing 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). | BA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -54.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11888.01000000 |
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). | -898.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11659.40000000 |
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). | -1285.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12345.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JetBlue Airways 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). | JBLU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -605.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9258.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Summit 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). | SUM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -176.99000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5658.24000000 |
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. | -0.25000000 |
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. | -50.93000000 |
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. | 2021-11-16 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 578665.14000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 7126.14000000 |
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). | STARWOOD PROPERTY TRUST |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | BUGSFQZERKRBFWIG5267 |
c. Title of the issue or description of the investment. | Starwood Property Trust Inc |
d. CUSIP (if any). | 85571BAU9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US85571BAU98 |
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 | 187000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 188636.25000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.767458331044 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
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. | 2026-07-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 3.63000000 |
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). | BOXER PARENT CO INC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493006T045HLTF7YX04 |
c. Title of the issue or description of the investment. | Boxer Parent Co Inc |
d. CUSIP (if any). | 103186AC6 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US103186AC61 |
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 | 40000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 42054.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.616968862844 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2026-03-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 9.13000000 |
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). | APOLLO CMMRL REAL EST FI |
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. | 549300E0AN7M2AQHSY29 |
c. Title of the issue or description of the investment. | Apollo Commercial Real Estate Finance Inc |
d. CUSIP (if any). | 03762UAC9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US03762UAC99 |
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 | 76000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 76902.50000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.128226755478 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2023-10-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 5.38000000 |
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.
Reference Instrument Record: 1 | |
Name of issuer. | Apollo Commercial Real Estate Finance Inc |
Title of issue. | Apollo Commercial Real Estate Finance Inc |
Currency in which denominated. | United States Dollar |
At least one of the following other identifiers:
Identifier. | CUSIP |
CUSIP. | 03762U105 |
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US03762U1051 |
iv. Conversion ratio per US$1000 notional, or, if bond currency is not in U.S. dollars, per 1000 units of the relevant currency, indicating the relevant currency. If there is more than one conversion ratio, provide each conversion ratio.
Bond Currency Record: 1 | |
Conversion ratio per 1000 units | 48.71870000 |
ISO Currency Code | United States Dollar |
v. Delta (if applicable). | XXXX |
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). | NEW ENTERPRISE STONE & L |
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. | 549300O5DQ5Y61B8VF38 |
c. Title of the issue or description of the investment. | New Enterprise Stone & Lime Co Inc |
d. CUSIP (if any). | 644274AF9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US644274AF98 |
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 | 55000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 56938.75000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.835341129007 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2026-03-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 6.25000000 |
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). | SPIRIT LOYALTY KY LTD/IP |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
c. Title of the issue or description of the investment. | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd |
d. CUSIP (if any). | 84859BAA9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US84859BAA98 |
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 | 73000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 81960.75000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.202435695186 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
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. | 2025-09-20 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 8.00000000 |
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). | TAYLOR MORR COMM/HLDGS |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
c. Title of the issue or description of the investment. | Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc |
d. CUSIP (if any). | 877249AD4 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US877249AD49 |
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 | 150000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 162027.00000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.377077422839 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes 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. | 2024-03-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 5.63000000 |
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). | PRIME HEALTHCARE SERVICE |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
c. Title of the issue or description of the investment. | Prime Healthcare Services Inc |
d. CUSIP (if any). | 74165HAB4 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US74165HAB42 |
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 | 51000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 54761.25000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.803395304618 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-11-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 7.25000000 |
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). | GATEWAY CASINOS & ENTERT |
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. | 549300JSKBQMMD1B3U44 |
c. Title of the issue or description of the investment. | Gateway Casinos & Entertainment Ltd |
d. CUSIP (if any). | 36760BAE9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US36760BAE92 |
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 | 75000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 76461.38000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 1.121755140298 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | CANADA (FEDERAL LEVEL) |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2024-03-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 8.25000000 |
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). | eG Global Finance 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. | 549300TL8Q5207VYET27 |
c. Title of the issue or description of the investment. | eG Global Finance PLC |
d. CUSIP (if any). | 28228PAA9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US28228PAA93 |
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 | 194000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 198607.50000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.913745266261 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2025-02-07 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 6.75000000 |
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). | WASH MULTIFAM ACQ INC |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300AS7PRY5PHG6L12 |
c. Title of the issue or description of the investment. | WASH Multifamily Acquisition Inc |
d. CUSIP (if any). | 93710WAA3 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US93710WAA36 |
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 | 150000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 156821.25000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.300704529469 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2026-04-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 5.75000000 |
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). | Waste Pro USA Inc |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300BY1QXU5BI3UF28 |
c. Title of the issue or description of the investment. | Waste Pro USA Inc |
d. CUSIP (if any). | 94107JAA1 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US94107JAA16 |
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 | 155000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 156765.45000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.299885894796 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2026-02-15 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 5.50000000 |
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). | Nomura Global Financial Products Inc. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 0Z3VO5H2G7GRS05BHJ91 |
c. Title of the issue or description of the investment. | Long: NMFDIVRS1 TRS USD R V 01MLIBOR US0001M -.10 PERCENT / Short: NMFDIVRS1 TRS USD P E |
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 | NMFDIVRS1 |
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 | 2248659.97000000 |
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. | 56345.59000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.826638954406 |
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. | Nomura Global Financial Products Inc. |
LEI (if any) of counterparty. | 0Z3VO5H2G7GRS05BHJ91 |
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. | Wolfe Neutralized Div Yield Short Basket |
Index identifier, if any. | NMFDIVRS |
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. | Colgate-Palmolive 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). | CL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3679.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Quanta Services Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PWR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -114.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12993.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Jacobs Engineering 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). | J |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9563.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kansas City Southern |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KSU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10974.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dominion Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | D |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -176.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12919.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Spectrum Brands 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). | SPB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1267.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wynn Resorts 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). | WYNN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -244.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -20755.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Xcel 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). | XEL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -260.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -16267.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fortune Brands Home & Security |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FBHS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5205.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Prologis Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11353.65000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | McCormick & Co 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). | MKC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -189.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -15379.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Teradyne Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TER |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12117.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Boston Beer Co 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). | SAM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.69000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -860.88000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hormel Foods Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HRL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -253.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10393.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | First Republic Bank/CA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FRC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -151.49000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -29219.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WEC Energy Group Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WEC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10749.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Express 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). | AXP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -49.52000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8296.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DXC Technology Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DXC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -514.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17301.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DT Midstream Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DTM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.18000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1210.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Xilinx Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XLNX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6241.26000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Equinix Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EQIX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18347.41000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Carlyle 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). | CG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1157.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Duke 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). | DRE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -213.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10242.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pioneer Natural 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). | PXD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -70.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11741.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Yum! 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). | YUM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1029.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cintas 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). | CTAS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6777.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alliant Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LNT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -230.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12879.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Masco 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). | MAS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3111.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Electronic Arts Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -81.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11631.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Rockwell Automation Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ROK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1935.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Jack Henry & Associates Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JKHY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6056.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MSCI Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MSCI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17812.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ross Stores Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ROST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -44.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4871.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MarketAxess 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). | MKTX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11691.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Occidental Petroleum 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). | OXY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -964.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -28523.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BorgWarner Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BWA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -210.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9114.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lowe's 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). | LOW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4314.80000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dollar General 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). | DG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9970.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WR Berkley 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). | WRB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -230.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -16847.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Symantec 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). | NLOK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -181.32000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4587.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Nielsen Holdings 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). | NLSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -523.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10047.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CDW Corp/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). | CDW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3563.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JB Hunt Transport Services Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JBHT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -76.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12832.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Albemarle 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). | ALB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6069.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Martin Marietta Materials Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MLM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10711.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Eversource Energy |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ES |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -183.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -14985.59000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Microchip 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). | MCHP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4154.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SBA Communications 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). | SBAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -21270.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | West Pharmaceutical Services 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). | WST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13757.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Vulcan Materials 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). | VMC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7614.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Targa 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). | TRGP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1470.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ford Motor 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). | F |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -721.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10211.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DENTSPLY SIRONA Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XRAY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -141.00000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8184.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NextEra Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NEE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9247.34000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Campbell Soup Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CPB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2353.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CMS 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). | CMS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -219.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13133.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IHS Markit 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). | INFO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4261.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AmerisourceBergen 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). | ABC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5701.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PVH 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). | PVH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -161.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -16558.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NIKE Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NKE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -60.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8752.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fox 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). | FOX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -427.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -15873.23000000 |
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). | -19.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1870.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Walmart Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WMT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7137.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bank of America Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -367.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -15614.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kroger 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). | KR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -504.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -20394.55000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AMETEK Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AME |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8440.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Amphenol 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). | APH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -94.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6932.54000000 |
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). | -74.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9029.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Aptiv 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). | APTV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9521.81000000 |
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). | -1302.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -21262.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Discover Financial Services |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DFS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1173.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Intuit Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | INTU |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4706.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Activision Blizzard Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATVI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -207.12000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -16029.26000000 |
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). | -46.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6617.06000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Atmos Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ATO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -222.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19582.21000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ball 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). | BLL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -183.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -16501.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Raymond James 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). | RJF |
iii. Number 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. | -12601.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Constellation 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). | STZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41.72000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8790.68000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Global 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). | GPN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -108.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17135.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Brown-Forman Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BF/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). | -210.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -14123.85000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PerkinElmer Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PKI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -125.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -21675.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Pentair 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). | PNR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -83.88000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6092.35000000 |
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). | -225.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -16440.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Capital One Financial 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). | COF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.86000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9209.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ViacomCBS Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VIAC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -220.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8705.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | S&P 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). | SPGI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.81000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13514.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Crown Castle International Cor |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CCI |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5641.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Otis Worldwide Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | OTIS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3819.17000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Roper Technologies Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ROP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.29000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -16189.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hess 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). | HES |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -142.79000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11153.03000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Conagra Brands Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CAG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -149.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5077.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Viatris Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VTRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -675.98000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9159.56000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PPG Industries Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PPG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.90000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9137.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Southwest Airlines 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). | LUV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -537.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -27621.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Synchrony Financial |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SYF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3417.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Las Vegas Sands 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). | LVS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1364.08000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ameren 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). | AEE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -192.70000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -15608.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Textron Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TXT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -338.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -23620.15000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Bank of New York Mellon Corp/T |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -177.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9211.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DuPont de Nemours Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -120.27000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8177.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fortive 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). | FTV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -339.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -23924.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Freeport-McMoRan Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FCX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -198.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6470.90000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lamb Weston Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | LW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -205.31000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12600.11000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Citrix 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). | CTXS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.03000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2794.74000000 |
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). | -132.63000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19640.64000000 |
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). | -49.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17407.68000000 |
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). | -22.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6336.69000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AES Corp/VA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AES |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -578.89000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13215.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | DTE 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). | DTE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8775.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arconic Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HWM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -569.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17774.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Church & Dwight Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CHD |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -218.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18007.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Devon Energy Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DVN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -382.67000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13588.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WW Grainger Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | GWW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.77000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1088.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Gap 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). | GPS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -127.83000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2901.75000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Tyson Foods Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TSN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -50.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3973.57000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | New Fortress 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). | NFE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.71000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1018.66000000 |
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). | -58.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -15472.89000000 |
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). | -147.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6004.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Willis Towers Watson PLC |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | WLTW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -49.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11521.82000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cognizant Technology Solutions |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CTSH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -87.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6506.92000000 |
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). | ZG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.28000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -999.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Assurant Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AIZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6241.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CenterPoint 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). | CNP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -681.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -16763.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Apache 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). | 9990302D |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1497.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -32090.81000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mondelez International Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MDLZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1706.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cabot Oil & Gas 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). | CTRA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -495.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10774.94000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marathon Oil 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). | MRO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -953.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13038.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sealed Air 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). | SEE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -119.65000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6555.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | American Water Works Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AWK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -14971.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NVIDIA 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). | NVDA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.91000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13031.95000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | PNC Financial Services Group 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). | PNC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.17000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4532.74000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Diamondback Energy Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | FANG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.36000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1453.83000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | OneMain 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). | OMF |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.74000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1036.88000000 |
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). | -49.07000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2744.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Hilton Worldwide 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). | HLT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -147.57000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19496.10000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Citigroup Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | C |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -84.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5938.54000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fox 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). | FOXA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -448.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -17991.86000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Schlumberger 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). | SLB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -414.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12273.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Verisk Analytics Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VRSK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -71.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -14228.49000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Danaher 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). | DHR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.47000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -14757.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | McKesson 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). | MCK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -55.56000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11078.38000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Cooper 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). | COO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -15328.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | IDEX 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). | IEX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7122.37000000 |
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). | -46.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10429.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Alexandria Real Estate Equitie |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ARE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -66.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12701.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Clorox 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). | CLX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -82.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13660.05000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JM Smucker 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). | SJM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4087.44000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Goldman Sachs 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). | GS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11740.96000000 |
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). | -34.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11893.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Oracle 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). | ORCL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.62000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4497.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | WestRock 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). | WRK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -61.95000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3086.78000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Wabtec 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). | WAB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -246.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -21212.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Halliburton 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). | HAL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1330.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -28756.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Stanley Black & Decker Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SWK |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6444.40000000 |
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). | -49.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4848.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Organon & 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). | OGN |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.45000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1522.98000000 |
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). | -10.41000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2526.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Molson Coors Brewing 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). | TAP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -94.96000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4404.36000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Equifax Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EFX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.80000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7297.64000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | National Oilwell Varco Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NOV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2563.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -33607.24000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Parker-Hannifin Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.48000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1531.09000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Arthur J Gallagher & Co |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AJG |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4049.99000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | News 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). | NWSA |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -284.53000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6695.04000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Chubb 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). | CB |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.09000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -10770.67000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | State Street 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). | STT |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -163.94000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13888.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zoetis Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZTS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5514.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Archer-Daniels-Midland 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). | ADM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1689.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ameriprise 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). | AMP |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.59000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8079.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Universal Health Services Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | UHS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.02000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7336.51000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Perrigo Co 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). | PRGO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -191.10000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9044.96000000 |
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). | -78.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12850.95000000 |
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). | -11.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1042.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MGM Resorts International |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MGM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -771.85000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -33305.33000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Allegion 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). | ALLE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.97000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -3168.84000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Northern Trust Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NTRS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88.92000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9586.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Costco Wholesale Corp |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | COST |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.76000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12475.43000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Skyworks Solutions Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SWKS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1186.46000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | News 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). | NWS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -286.93000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6665.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sherwin-Williams 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). | SHW |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47.55000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13301.91000000 |
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). | -77.46000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5396.82000000 |
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). | -44.84000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7585.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Weyerhaeuser 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). | WY |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -232.08000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8255.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FedEx 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). | FDX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25.22000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5531.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Xylem Inc/NY |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | XYL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32.60000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -4031.40000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Torchmark 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). | GL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -253.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -22551.31000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Marsh & McLennan Cos Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MMC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -49.30000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7465.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Becton Dickinson and 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). | BDX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.73000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -12716.12000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Loews 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). | L |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -552.16000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -29777.92000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Baxter International Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BAX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.06000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8932.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Old Dominion Freight Line Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ODFL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41.54000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11880.98000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Dover 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). | DOV |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.21000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -2676.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Domino's Pizza Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DPZ |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.33000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -18283.42000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Humana Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HUM |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.34000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -5969.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Sempra Energy |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SRE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.05000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6457.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Ecolab Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ECL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.20000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7969.76000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Teleflex Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TFX |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.82000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13109.93000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Kellogg 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). | K |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -104.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -6664.48000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Darling Ingredients Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DAR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.68000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1199.61000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Mosaic 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). | MOS |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -308.35000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11014.19000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Zimmer Biomet Holdings Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZBH |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -11035.89000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Qorvo Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | QRVO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -94.26000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -15760.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Digital 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). | DLR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.42000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -9739.14000000 |
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). | -52.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -14862.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Thermo Fisher 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). | TMO |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.58000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -20900.47000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Lincoln National 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). | LNC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -124.44000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -8555.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Estee Lauder 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). | EL |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.51000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -13949.13000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | General Electric 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). | GE |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -188.25000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19395.27000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | KKR & Co Inc |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KKR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.40000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1119.94000000 |
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). | -422.24000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -19596.37000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Broadridge Financial Solutions |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BR |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.15000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -1524.18000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FMC 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). | FMC |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.01000000 |
ISO Currency Code. | United States Dollar |
iv. Value. | -7874.68000000 |
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 1 Month |
Receipts: Floating rate Spread. | -0.10000000 |
Receipt: Floating Rate Reset Dates. | Month |
Receipt: Floating Rate Reset Dates Unit. | 1 |
Receipts: Floating Rate Tenor. | Month |
Receipts: Floating Rate Tenor Unit. | 1 |
Receipts: Base currency. | United States Dollar |
Receipts: Amount. | -14.68000000 |
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. | 2022-03-11 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 2248659.97000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 56345.59000000 |
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). | Jacobs Entertainment Inc |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493004U9JIWY3HSUO63 |
c. Title of the issue or description of the investment. | Jacobs Entertainment Inc |
d. CUSIP (if any). | 469815AH7 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US469815AH78 |
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 | 10000.00000000 |
Units | Principal amount |
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 10337.50000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.151660142189 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Debt |
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | Corporate |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
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. | 2024-02-01 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | Fixed |
ii. Annualized rate. | 7.88000000 |
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). | Deutsche Bank Securities Inc. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 9J6MBOOO7BECTDTUZW19 |
c. Title of the issue or description of the investment. | Long: DBCARXCU1 TRS USD R E BBG00CNG4PZ4/DBCARXCU INDEX / Short: DBCARXCU1 TRS USD P F .00000 PAY FIXED 0.0 |
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 | DBCARXCU1 |
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 | 1799348.52000000 |
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. | -9486.58000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.13917640354 |
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. | Deutsche Bank Securities Inc. |
LEI (if any) of counterparty. | 9J6MBOOO7BECTDTUZW19 |
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. | Deutsche Bank Cross Asset Carry ex Commod Index |
Index identifier, if any. | DBCARXCU |
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. | EURO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | EUR |
iii. Number 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. | -69297.30000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TURKISH LIRA |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TRY |
iii. Number 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. | 3327.00000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | HUNGARIAN FORINT |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | HUF |
iii. Number 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. | 95.35000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SOUTH KOREAN WON |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | KRW |
iii. Number 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. | 24.97000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | FTSE 100 IDX FUT Dec21 |
At 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 Z1 |
iii. Number 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. | 156695.20000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | China Offshore Spot |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CNH |
iii. Number 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. | 4579.32000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | CDX.NA.HY 5Y Long Excess Retur |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | CH5LERD5 |
iii. Number 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. | 162354.91000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | JAPANESE YEN |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | JPY |
iii. Number 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. | -219.96000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Fed Funds Effective Rate TR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DBMMFED1 |
iii. Number 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. | -97.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | POLISH ZLOTY |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | PLN |
iii. Number 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. | 7444.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Deutsche Bank Duration Bias EU |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DBDREU10 |
iii. Number 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. | 162055.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EONIA 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). | DBDCONIA |
iii. Number 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. | -150.79000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | EURO STOXX 50 Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | VGZ1 |
iii. Number 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. | 53078.73000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | RUSSIAN RUBLE |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | RUB |
iii. Number 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. | 406.02000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Deutsche Bank Duration Bias JP |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DBDRJP10 |
iii. Number 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. | 92881.71000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | AUSTRALIAN DOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | AUD |
iii. Number 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. | -6588.23000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MSCI EmgMkt Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MESZ1 |
iii. Number 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. | 17314.60000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | TAIWAN DOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | TWD |
iii. Number 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. | 1062.70000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SINGAPORE DOLLAR |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | SGD |
iii. Number 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. | 21769.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Deutsche Bank Duration Bias US |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DBDRUS10 |
iii. Number 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. | 166878.28000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | MEXICAN PESO |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | MXN |
iii. Number 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. | 1438.72000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | SOUTH AFRICAN RAND |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ZAR |
iii. Number 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. | 1963.53000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | BRAZIL REAL |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | BRL |
iii. Number 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. | 5421.77000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | S&P500 EMINI FUT Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | ESZ1 |
iii. Number 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. | 41943.01000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | Deutsche Bank Duration Bias GB |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | DBDRGB10 |
iii. Number 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. | 70547.22000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | NIKKEI 225 (OSE) Dec21 |
At least one of the following other identifiers:
Identifier. | Ticker (if CUSIP and ISIN are not available) |
Ticker (if CUSIP and ISIN are not available). | NKZ1 |
iii. Number 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. | 807.52000000 |
ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
i. Name. | ITRX XOVER CDSI S34 5Y 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). | ITXEX534 |
iii. Number 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. | 156814.35000000 |
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. | 0.00000000 |
Payments: Base currency | United States Dollar |
Payments: Amount | 0.00000000 |
ii. Termination or maturity date. | 2021-12-31 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.00000000 |
ISO Currency Code. | United States Dollar |
Upfront receipts. | 0.00000000 |
ISO Currency Code. | United States Dollar |
iv. Notional amount. | 1799348.52000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -9486.58000000 |
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 | 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. |
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. |
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: | 2021-10-29 |