NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603970 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -3.10000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000878902 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 312.79000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3300.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.10000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 312.79000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3300.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.10000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603976 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -40.41000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00011456922 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1806.82000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18646.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -40.41000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1806.82000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18646.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -40.41000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML GBP |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 7029734.49999999 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -29283.38999999 |
| Exchange rate.
| 0.79107665 |
| Percentage value compared to net assets of the Fund.
| -0.08302339180 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus SONIA +/- spread (-0.23% to 0.23%). GBP Currency. Maturity 24-25 Months 02/25/25 to 06/25/26 |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0032089863 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34007.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 867.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Smiths Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1WY2338 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63258.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 116.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BKFB1C65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29960.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -505.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BGLP8L22 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12554.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -158.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BVFNZH21 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25264.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 812.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B2PDGW16 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12477.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -198.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006776081 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83764.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 867.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BYQ0JC66 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15460.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 198.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IM00B5VQMV65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32131.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1695.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Distribution Services plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BDVZYZ77 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31497.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 391.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0033986497 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92382.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -870.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Utilities Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B39J2M42 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94188.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2230.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intermediate Capital Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BYT1DJ19 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 164271.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3523.03000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031743007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99434.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10651.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B10RZP78 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7848.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 155.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0003096442 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64539.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1928.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Weir Group plc (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009465807 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68826.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -436.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BN7SWP63 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 352986.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17033.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B019KW72 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77769.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1503.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1KJJ408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38993.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -106.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0N8QD54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53031.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 975.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wise plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BL9YR756 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132637.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 786.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Spirax Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BWFGQN14 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76204.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1045.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Howden Joinery Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005576813 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98289.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 328.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Travis Perkins plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BK9RKT01 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24224.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -299.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Flutter Entertainment plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BWT6H894 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108229.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3087.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Reckitt Benckiser Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B24CGK77 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47390.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1088.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B19NLV48 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 156605.83000000 |
| 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.
| JD Sports Fashion plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BM8Q5M07 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70212.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4881.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BF8Q6K64 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92792.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 277.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Berkeley Group Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BLJNXL82 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26694.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 485.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BPQY8M80 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 172591.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1307.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Taylor Wimpey plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0008782301 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11963.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -172.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Standard Chartered plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004082847 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113888.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2248.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marks & Spencer Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031274896 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119861.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -698.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009895292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147384.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2851.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG4593F1389 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99936.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -151.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lloyds Banking Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0008706128 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56958.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1021.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0003308607 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28734.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -149.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMX86B70 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 256683.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8479.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Auto Trader Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BVYVFW23 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52822.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -24.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BGDT3G23 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86967.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2543.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004161021 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9782.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 462.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B7KR2P84 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88574.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1411.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJ1DLW90 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106944.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1278.33000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1VZ0M25 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161274.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 981.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Severn Trent plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1FH8J72 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 175629.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5673.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMWC6P49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139723.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2162.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Anglo American plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1XZS820 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120145.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 968.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Direct Line Insurance Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BY9D0Y18 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 138827.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -701.36000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031638363 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102221.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1070.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Associated British Foods plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006731235 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161926.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1832.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Johnson Matthey plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BZ4BQC70 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46827.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -836.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0033195214 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48991.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 761.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B4T3BW64 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 198590.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1921.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hikma Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0LCW083 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11555.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -344.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rolls-Royce Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B63H8491 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 253047.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6497.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004052071 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93360.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -361.09000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B8C3BL03 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7658.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -23.31000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009223206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24152.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -27.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ashtead Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000536739 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 173484.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2618.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B61TVQ02 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58045.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -712.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barratt Developments plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000811801 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61790.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 627.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Croda International plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BJFFLV09 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50395.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1171.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0002424939 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87170.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -219.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NatWest Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BM8PJY71 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24104.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 94.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006825383 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 12150.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -114.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HSBC Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005405286 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140624.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -852.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BP92CJ43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57979.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2423.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rentokil Initial plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B082RF11 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44898.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -100.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vodafone Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BH4HKS39 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 176255.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1668.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Endeavour Mining plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BL6K5J42 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130069.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1892.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007188757 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96196.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 891.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031348658 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 172349.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2379.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B17BBQ50 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13286.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 19.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000456144 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 218800.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1522.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pennon Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BNNTLN49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10869.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 418.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0001827041 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113675.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1982.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0030913577 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62629.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 132.29000000 |
| 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.
| SONIA |
| Receipts: Floating rate Spread.
| 0.00230000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
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.
| SONIA |
| Payments: Floating rate Spread.
| 0.00230000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2025-02-25 |
| 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.
| 7029735.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7671.85000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603946 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1774.49000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00503098099 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106593.81000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1774.49000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106593.81000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1774.49000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603967 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -3.10000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000878902 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 312.79000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3300.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.10000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 312.79000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3300.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.10000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602736 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -5.14000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001457277 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 321.02000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -5.14000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 321.02000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -5.14000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602147 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -7.42000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00002103696 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 705.06000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7434.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7.42000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 705.06000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7434.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7.42000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602769 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 52.48000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000148789726 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23827.69000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 52.48000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23827.69000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 52.48000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603096 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -143.18000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00040593965 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12386.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 129244.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -143.18000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12386.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 129244.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -143.18000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603481 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -150.11000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00042558738 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12394.87000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 129254.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -150.11000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12394.87000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 129254.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -150.11000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797HE0 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797HE00 |
| 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 | AQR16332928 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 861000.00000000 |
| 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.
| 845900.21000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 2.398270984441 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-10-31 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603807 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -3.61000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001023496 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.49000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.61000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.49000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.61000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602449 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -719.56000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00204007499 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53004.51000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48634.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -719.56000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53004.51000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48634.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -719.56000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797KT3 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797KT32 |
| 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 | AQR16739861 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1054000.00000000 |
| 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.
| 1038638.10000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 2.944715687640 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-10-10 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603609 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1646.92000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00466929834 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106466.24000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1646.92000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106466.24000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1646.92000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603558 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -872.97000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00247501844 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83720.20000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -872.97000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83720.20000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -872.97000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602212 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1.50000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000425275 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 436.39000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1.50000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 436.39000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1.50000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603176 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1755.25000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00497643232 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106574.57000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1755.25000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106574.57000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1755.25000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602266 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -581.57000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00164884987 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 52492.40000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48286.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -581.57000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 52492.40000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48286.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -581.57000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602781 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -17.80000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00005046602 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2102.52000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 22006.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -17.80000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2102.52000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 22006.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -17.80000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602371 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 426.70000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.001209767082 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 79121.63000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 119000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 426.70000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 79121.63000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 119000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 426.70000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603573 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -67.09000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00019021156 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3521.01000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -67.09000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3521.01000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -67.09000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601677 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 303.88000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000861551490 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23576.29000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 303.88000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23576.29000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 303.88000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603937 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -39.94000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00011323669 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1834.58000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18944.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -39.94000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1834.58000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18944.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -39.94000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797JT5 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797JT50 |
| 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 | AQR16514729 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 369000.00000000 |
| 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.
| 367712.19000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 1.042526607130 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-07-25 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603591 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -30.93000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00008769181 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1828.60000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18976.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -30.93000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1828.60000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18976.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -30.93000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602793 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -566.02000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00160476298 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83413.25000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -566.02000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83413.25000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -566.02000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML CAD |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 4056941.17000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -22186.07000000 |
| Exchange rate.
| 1.36805000 |
| Percentage value compared to net assets of the Fund.
| -0.06290128233 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus CORRA +/- spread (-0.23% to 0.23%). CAD Currency. Maturity 13-14 Months 08/26/24 to 07/25/25 |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25675T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39535.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -449.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AtkinsRealis Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 04764T104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134582.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1658.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Restaurant Brands International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 76131D103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 352890.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5930.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alamos Gold, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 011532108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53130.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 321.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05577W200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142938.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2723.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sun Life Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 866796105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114541.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 512.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brookfield Renewable Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11284V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18415.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 736.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15101Q207 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81772.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2233.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 13321L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45363.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -680.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Quantum Minerals Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 335934105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59359.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1057.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Thomson Reuters Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 884903808 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78215.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -383.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| National Bank of Canada |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 633067103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166169.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -61.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29250N105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 149989.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2773.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gildan Activewear, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 375916103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22151.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -98.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Magna International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 559222401 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54487.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 380.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Finning International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 318071404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70248.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 280.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 124765108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21750.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -308.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21037X100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123899.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2040.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brookfield Infrastructure Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11275Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32381.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -239.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67077M108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48111.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1036.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 802912105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32268.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 42.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brookfield Asset Management Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 113004105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120639.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 694.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Capital Power Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 14042M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153816.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4142.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 448811208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28837.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -332.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Element Fleet Management Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 286181201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24543.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -640.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| iA Financial Corp., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45075E104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72782.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -499.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Empire Co. Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 291843407 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27581.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 402.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Descartes Systems Group, Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 249906108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26354.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 612.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 290876101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45948.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 90.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| George Weston Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 961148509 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90911.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 554.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87807B107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45527.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1439.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barrick Gold Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 067901108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42669.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 299.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Canadian Pacific Kansas City Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 13646K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87653.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 366.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rogers Communications, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 775109200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130563.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2064.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 008911877 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34294.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2394.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pembina Pipeline Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 706327103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11019.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 128.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wheaton Precious Metals Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 962879102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120961.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1703.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21037X134 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 0.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67079A102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17554.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 142.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GFL Environmental, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 36168Q104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124821.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3935.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 85472N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47635.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 320.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shopify, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 82509L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124705.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2675.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70137W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69268.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 903.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87262K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23854.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -119.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of Nova Scotia (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 064149107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 279998.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 134.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Agnico Eagle Mines Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 008474108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13015.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 128.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northland Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 666511100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13410.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 57.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lundin Mining Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 550372106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120789.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4362.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kinross Gold Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 496902404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57297.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4829.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74935Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81302.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1332.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Fraser Timber Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 952845105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37863.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -277.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toronto-Dominion Bank (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 891160509 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93886.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 636.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IGM Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 449586106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15709.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -216.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 683715106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29517.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 308.97000000 |
| 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.
| CORRA |
| Receipts: Floating rate Spread.
| 0.00230000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
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.
| CORRA |
| Payments: Floating rate Spread.
| 0.00230000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2024-08-26 |
| 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.
| 4056941.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3622.14000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 599419 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -9.00000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00002551653 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9651.01000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75126.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -9.00000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9651.01000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75126.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -9.00000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603943 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1775.02000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00503248363 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106594.34000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1775.02000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106594.34000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1775.02000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912796ZV4 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912796ZV40 |
| 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 | AQR16457183 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1475000.00000000 |
| 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.
| 1437696.03000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 4.076112799636 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-12-26 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602251 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -50.69000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00014371477 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3504.61000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -50.69000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3504.61000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -50.69000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603804 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -3.61000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001023496 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.49000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.61000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.49000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.61000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601614 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2.79000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000791012 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 437.68000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2.79000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 437.68000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2.79000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797LD7 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797LD70 |
| 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 | AQR16792583 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 165000.00000000 |
| 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.
| 161784.69000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.458687116006 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-11-14 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603896 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -11.53000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00003268951 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1208.89000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -11.53000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1208.89000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -11.53000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 599378 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -31.04000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00008800367 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4981.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6687.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -31.04000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4981.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6687.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -31.04000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602655 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -96.89000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00027469963 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31497.11000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -96.89000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31497.11000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -96.89000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797KU0 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797KU05 |
| 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 | AQR16746216 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 829000.00000000 |
| 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.
| 816055.17000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 2.313655219348 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-10-17 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603087 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -21.59000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00006121132 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1218.95000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -21.59000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1218.95000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -21.59000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602215 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1537.80000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00435992458 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60383.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1537.80000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60383.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1537.80000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602328 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -14.80000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00004196051 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1211.59000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12753.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -14.80000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1211.59000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12753.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -14.80000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603851 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 25.59000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000072552002 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31374.63000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 25.59000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31374.63000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 25.59000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603681 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -209.36000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00059357121 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12740.22000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 132274.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -209.36000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12740.22000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 132274.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -209.36000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602697 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 4.14000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000011737604 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9637.74000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 4.14000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9637.74000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 4.14000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603732 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2155.72000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00611183289 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 61001.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2155.72000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 61001.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2155.72000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603920 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -7.84000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00002222773 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 443.34000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 715.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7.84000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 443.34000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 715.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7.84000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797JS7 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797JS77 |
| 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 | AQR16502654 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 665000.00000000 |
| 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.
| 663348.21000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 1.880705012030 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-07-18 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602227 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 624.48000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.001770507025 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 78923.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 119000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 624.48000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 78923.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 119000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 624.48000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML NOK |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 673319.58000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Norway Krone
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 10977.39000000 |
| Exchange rate.
| 10.67700000 |
| Percentage value compared to net assets of the Fund.
| 0.031122767923 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus NIBOR +/- spread (-0.23% to 0.23%). NOK Currency. Maturity 24-25 Months 06/25/26 |
For all other indices or custom baskets provide:
| i. Name.
| TOMRA Systems ASA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0012470089 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21588.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1055.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003733800 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35193.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -739.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0075646355 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88069.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1831.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010310956 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108036.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6665.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0005052605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110805.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3105.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010161896 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110877.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -374.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010063308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130248.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -963.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schibsted ASA, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003028904 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17033.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -335.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kongsberg Gruppen ASA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003043309 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51465.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -91.03000000 |
| 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.
| NIBOR |
| Receipts: Floating rate Spread.
| 0.00230000 |
| 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.
| 0.00000000 |
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.
| NIBOR |
| Payments: Floating rate Spread.
| 0.00230000 |
| 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
| 0.00000000 |
| ii. Termination or maturity date.
| 2026-06-25 |
| 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.
| 673320.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 10154.89000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603645 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -25.97000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00007362936 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31426.19000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -25.97000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31426.19000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -25.97000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603973 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -40.40000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00011454087 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1806.81000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18646.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -40.40000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1806.81000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18646.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -40.40000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601665 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -0.31000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000087890 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 18.52000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 194.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -0.31000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 18.52000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 194.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -0.31000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602395 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -32.74000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00009282346 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5807.33000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7801.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -32.74000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5807.33000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7801.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -32.74000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602365 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 427.10000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.001210901150 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 79121.23000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 119000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 427.10000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 79121.23000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 119000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 427.10000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603188 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -880.11000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00249526155 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83727.34000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -880.11000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83727.34000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -880.11000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603519 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -48.16000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00013654179 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5824.23000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7803.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -48.16000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5824.23000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7803.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -48.16000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603504 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2292.05000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00649835163 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 61138.24000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2292.05000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 61138.24000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2292.05000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603792 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -926.47000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00262670004 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83773.70000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -926.47000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83773.70000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -926.47000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602191 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -23.33000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00006614451 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5797.92000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7801.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -23.33000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5797.92000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7801.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -23.33000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602673 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -22.35000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00006336605 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1219.52000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12757.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -22.35000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1219.52000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12757.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -22.35000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 599428 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -8.39000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00002378707 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9650.14000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75124.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -8.39000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9650.14000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75124.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -8.39000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602440 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -4.92000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001394903 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 320.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3368.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4.92000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 320.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3368.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4.92000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603661 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 45.86000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000130020900 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31352.90000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 45.86000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31352.90000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 45.86000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601662 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -0.31000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000087890 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 18.52000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 194.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -0.31000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 18.52000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 194.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -0.31000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602790 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -565.60000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00160357220 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83412.83000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -565.60000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83412.83000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -565.60000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603848 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 25.75000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000073005630 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31374.47000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 25.75000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31374.47000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 25.75000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602221 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1538.10000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00436077513 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60384.29000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1538.10000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60384.29000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1538.10000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602724 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -29.61000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00008394938 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5804.94000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7802.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -29.61000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5804.94000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7802.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -29.61000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602751 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -5.14000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001457277 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 321.02000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -5.14000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 321.02000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -5.14000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602413 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 114.86000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000325647637 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23765.31000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 114.86000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23765.31000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 114.86000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603874 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 34.14000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000096792707 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31364.62000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 34.14000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31364.62000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 34.14000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603099 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -143.24000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00040610976 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12387.05000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 129244.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -143.24000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12387.05000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 129244.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -143.24000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602437 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -4.92000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001394903 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 320.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3368.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4.92000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 320.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3368.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4.92000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603917 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -7.84000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00002222773 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 443.34000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 715.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7.84000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 443.34000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 715.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7.84000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603585 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -3.67000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001040507 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.55000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.67000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.55000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.67000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601674 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 303.76000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000861211270 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23576.41000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 303.76000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23576.41000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 303.76000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603464 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -5.60000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001587695 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31405.82000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -5.60000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31405.82000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -5.60000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603642 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -25.81000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00007317574 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31426.03000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -25.81000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31426.03000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -25.81000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797LC9 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797LC97 |
| 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 | AQR16778702 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 172000.00000000 |
| 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.
| 168813.56000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.478615158079 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-11-07 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603780 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1757.68000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00498332178 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106577.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1757.68000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106577.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1757.68000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Goldman Sachs Financial Square Funds - Treasury Instruments 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.
| 549300DAH6N80PM31E83 |
| c. Title of the issue or description of the investment.
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares |
| d. CUSIP (if any).
| 38142B500 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US38142B5003 |
| 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 | AQR3926924 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 108370.58000000 |
| 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.
| 108370.58000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.307249028323 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML DKK |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1125647.29999999 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Denmark Krone
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -59218.82000000 |
| Exchange rate.
| 6.96390000 |
| Percentage value compared to net assets of the Fund.
| -0.16789542792 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus CIBOR +/- spread (-10.00% to 0.23%). DKK Currency. Maturity 24-25 Months 06/25/26 |
For all other indices or custom baskets provide:
| i. Name.
| Ambu A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060946788 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57494.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 646.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novo Nordisk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0062498333 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 175135.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5549.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060738599 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29494.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -663.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Carlsberg A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010181759 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155229.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5933.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jyske Bank A/S (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010307958 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42221.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1349.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060079531 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114049.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2299.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coloplast A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060448595 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88597.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1296.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010272202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68662.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2120.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vestas Wind Systems A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0061539921 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84520.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7312.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AP Moller - Maersk A/S, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010244508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38155.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1288.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060542181 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125565.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5700.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Unibrew A/S |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060634707 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36879.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1448.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060094928 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50943.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2419.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010274414 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58697.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -168.01000000 |
| 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.
| CIBOR |
| Receipts: Floating rate Spread.
| 0.00230000 |
| 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.
| 0.00000000 |
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.
| CIBOR |
| Payments: Floating rate Spread.
| 0.00230000 |
| 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
| 0.00000000 |
| ii. Termination or maturity date.
| 2026-06-25 |
| 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.
| 1125647.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -11197.57000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603795 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -926.05000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00262550927 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83773.28000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -926.05000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83773.28000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -926.05000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602685 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 3.70000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000010490129 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9638.18000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3.70000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9638.18000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3.70000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 604076 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -237.42000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00067312608 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 11004.90000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 113660.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -237.42000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 11004.90000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 113660.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -237.42000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 599416 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -9.05000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00002565828 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9650.93000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -9.05000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9650.93000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -9.05000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PGS USD |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 81392979.18000003 |
| 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.
| 376622.79000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 1.067789673839 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus OBFR +/- spread (-2.47% to 0.02%). USD Currency. Maturity 31-61 Months 12/18/26 to 06/26/29 |
For all other indices or custom baskets provide:
| i. Name.
| Unity Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91332U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77869.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6480.25000000 |
| 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.
| CUSIP |
| CUSIP. | 548661107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122134.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1307.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ionis Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 462222100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 320084.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -49964.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booz Allen Hamilton Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 099502106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93571.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 60.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 876030107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151391.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 357.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CACI International, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 127190304 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20216.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 477.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Twilio, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90138F102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118448.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -755.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| National Storage Affiliates Trust |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 637870106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 268094.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14534.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dollar Tree, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 256746108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85416.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1801.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zebra Technologies Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 989207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27185.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -557.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 428291108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 244117.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12725.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ulta Beauty, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90384S303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72543.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 633.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jacobs Solutions, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46982L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108414.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -287.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Carlisle Cos., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 142339100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15803.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -830.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 576323109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61626.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1127.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67000B104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17778.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -213.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Madison Square Garden Sports Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55825T103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139592.46000000 |
| 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.
| OneMain Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68268W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78311.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1083.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ICU Medical, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44930G107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42393.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -562.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49177J102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87427.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3477.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Take-Two Interactive Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 874054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 280503.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8430.57000000 |
| 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.
| CUSIP |
| CUSIP. | 03076C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7689.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -23.04000000 |
| 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.
| CUSIP |
| CUSIP. | 525327102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98614.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 81.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 63947X101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106301.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3937.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Allegro MicroSystems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 01749D105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 149643.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6196.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60937P106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85236.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6480.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 116794108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85441.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1679.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 143658300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 268781.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -31947.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Old Republic International Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 680223104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17582.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 204.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chipotle Mexican Grill, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 169656105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 178552.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 149.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 278642103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57534.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -663.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Palantir Technologies, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69608A108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66567.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5393.11000000 |
| 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.
| CUSIP |
| CUSIP. | 929160109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122350.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 440.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Hawaiian, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 32051X108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7951.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 98.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Valley National Bancorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 919794107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 149902.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5275.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Graham Holdings Co., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 384637104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 167892.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2383.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arrow Electronics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 042735100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117016.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11075.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Caterpillar, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 149123101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7994.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 81.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fortune Brands Innovations, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34964C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134295.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2647.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Western Alliance Bancorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 957638109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18657.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1455.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 338307101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35500.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1676.87000000 |
| 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.
| CUSIP |
| CUSIP. | 099724106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33594.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1453.20000000 |
| 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.
| CUSIP |
| CUSIP. | 629377508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60263.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1767.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Howmet Aerospace, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 443201108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 152542.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9759.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Glacier Bancorp, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37637Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22503.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1332.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| IPG Photonics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44980X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16709.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -362.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fortrea Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34965K107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7725.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 546.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tyler Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902252105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 162397.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8320.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Burlington Stores, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 122017106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86640.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1599.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Accenture plc, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54917.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2349.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Caribbean Cruises Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LR0008862868 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126587.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3325.85000000 |
| 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.
| CUSIP |
| CUSIP. | 98956P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93661.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2865.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Steel Dynamics, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 858119100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96866.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4360.84000000 |
| 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.
| CUSIP |
| CUSIP. | 844741108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119189.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kite Realty Group Trust |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49803T300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 176488.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2585.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Salesforce, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 79466L302 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 254014.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15253.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NIKE, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 654106103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 355821.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 97511.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| U-Haul Holding Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023586100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4012.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 101.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Americold Realty Trust, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03064D108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40251.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -89.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Allison Transmission Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 01973R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151116.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4121.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 461202103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8543.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 431.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 371901109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 369360.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5138.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Berry Global Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 08579W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99397.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -912.06000000 |
| 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.
| CUSIP |
| CUSIP. | 256677105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118345.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3202.63000000 |
| 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.
| CUSIP |
| CUSIP. | 126650100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 154441.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3190.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 852234103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42950.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -99.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Universal Health Services, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 913903100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 323627.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7000.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Live Nation Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 538034109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 218132.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9261.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69351T106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 173724.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3204.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Equity LifeStyle Properties, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29472R108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 171291.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9020.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Old National Bancorp |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 680033107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100819.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6568.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Science Applications International Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 808625107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105442.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1722.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Bankshares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 909907107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30688.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1040.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Post Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 737446104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137491.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -884.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fox Factory Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 35138V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39033.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2073.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 444859102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32133.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1465.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BDSFG982 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126330.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5943.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lantheus Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 516544103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50823.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 639.33000000 |
| 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.
| CUSIP |
| CUSIP. | 91913Y100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 330920.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5123.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teledyne Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 879360105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55869.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 316.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Commercial Metals Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 201723103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43497.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2262.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJJN4441 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46015.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -40.44000000 |
| 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.
| CUSIP |
| CUSIP. | 05478C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79836.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5486.49000000 |
| 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.
| CUSIP |
| CUSIP. | 37045V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72616.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1734.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Axis Capital Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG0692U1099 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 219015.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1829.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 457187102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24545.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -135.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ollie's Bargain Outlet Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 681116109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67148.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 244.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 224441105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74625.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -534.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92556V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103685.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1170.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89531P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118814.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11610.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05351W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2202.86000000 |
| 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.
| GE Vernova, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 36828A101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34645.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1211.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Financial Bankshares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 32020R109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 177652.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7502.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Silgan Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 827048109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 237344.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 19400.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American International Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 026874784 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38530.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -922.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SouthState Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 840441109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54334.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2566.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Royal Gold, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 780287108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 188490.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1772.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 192422103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62377.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3948.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Encompass Health Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29261A100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77983.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 38.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Driven Brands Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26210V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27445.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3686.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26884L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36203.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1443.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Choice Hotels International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 169905106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 242403.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12568.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MDU Resources Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 552690109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51655.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 51.93000000 |
| 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.
| CUSIP |
| CUSIP. | 89417E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 190936.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8873.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 500255104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79269.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2320.57000000 |
| 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.
| CUSIP |
| CUSIP. | 778296103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174093.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 670.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Louisiana-Pacific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 546347105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72121.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6612.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 252131107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38209.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -176.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dick's Sporting Goods, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 253393102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168442.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1074.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 235851102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10493.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 293.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lyft, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55087P104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23871.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1659.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FirstCash Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 33768G107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142951.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7879.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HealthEquity, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 42226A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14136.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -121.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MercadoLibre, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58733R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 210355.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5314.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Coty, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 222070203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 173235.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2596.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molson Coors Beverage Co., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60871R209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 270161.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5021.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Portfolio Swap Fleetcor Technologies, Inc. (Usd) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US3390411052 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 148923.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4035.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vishay Intertechnology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 928298108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168967.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2500.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Enphase Energy, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29355A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33901.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10406.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68622V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92963.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -44.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| New Jersey Resources Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 646025106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 138221.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2296.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ziff Davis, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 48123V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55105.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1052.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hayward Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 421298100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82164.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6346.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| YETI Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98585X104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96366.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5859.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AppLovin Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03831W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72401.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2470.80000000 |
| 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.
| CUSIP |
| CUSIP. | 354613101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117940.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2989.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ServiceNow, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81762P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129800.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12790.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLS09M33 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 233766.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5975.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Healthcare Realty Trust, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 42226K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48171.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -53.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 244199105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45209.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 715.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wintrust Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 97650W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109401.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5017.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Principal Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74251V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11610.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -113.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lumentum Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55024U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132290.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9936.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Solar, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 336433107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 6763.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1073.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Curtiss-Wright Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 231561101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85629.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -515.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Warner Bros Discovery, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 934423104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21434.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1959.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| International Business Machines Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 459200101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7782.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 115.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 651639106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73774.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1004.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hanover Insurance Group, Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 410867105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45660.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -354.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Booking Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09857L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 364458.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11454.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zions Bancorp NA |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 989701107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47360.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2282.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pure Storage, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74624M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34609.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1018.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aspen Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29109X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50253.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 837.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Goodyear Tire & Rubber Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 382550101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87894.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4090.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Crown Castle, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22822V101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 144889.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3185.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Constellation Brands, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 21036P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75125.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2153.49000000 |
| 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.
| CUSIP |
| CUSIP. | 959802109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50102.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2255.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 364760108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45629.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1712.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mastercard, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57636Q104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7499.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -303.92000000 |
| 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.
| CUSIP |
| CUSIP. | 595017104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87108.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2665.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 71880K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89662.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7084.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| New York Times Co. (The), Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 650111107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134016.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1180.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Parcel Service, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 911312106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153956.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1212.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Abbott Laboratories |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 002824100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139239.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4797.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hawaiian Electric Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 419870100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27060.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3487.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00206R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 269947.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15243.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45337C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114208.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2298.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 883203101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88779.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -496.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 447011107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61934.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4020.99000000 |
| 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.
| CUSIP |
| CUSIP. | 025537101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42466.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 392.04000000 |
| 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.
| CUSIP |
| CUSIP. | 857477103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 152588.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -285.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 714046109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107586.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4008.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74164M108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116633.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3803.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 260557103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 170025.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9615.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 219350105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 189160.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9542.40000000 |
| 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.
| CUSIP |
| CUSIP. | 883556102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65254.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3360.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74758T303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34937.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1166.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Morningstar, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 617700109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52957.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -833.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intuitive Surgical, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46120E602 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70286.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4182.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Illinois Tool Works, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 452308109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7582.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -198.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| STAG Industrial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 85254J102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132556.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3498.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 19247G107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28331.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2283.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marvell Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 573874104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111071.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1321.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MSA Safety, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 553498106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14827.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1215.02000000 |
| 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.
| CUSIP |
| CUSIP. | 651229106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22165.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3354.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15677J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7638.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 166.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902973304 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7741.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 185.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88579Y101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 503285.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5050.32000000 |
| 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.
| CUSIP |
| CUSIP. | 254709108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7325.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 280.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Acuity Brands, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00508Y102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158626.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8481.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| T. Rowe Price Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74144T108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72299.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 150.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Micron Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 595112103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120876.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3863.72000000 |
| 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.
| CUSIP |
| CUSIP. | 110122108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 148718.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3392.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lululemon Athletica, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 550021109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96778.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5941.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 594918104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 342810.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13632.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Airlines Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 910047109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139070.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11573.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nexstar Media Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65336K103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63581.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3560.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alphabet, Inc., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02079K107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 239363.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8860.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12514G108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83268.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22.32000000 |
| 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.
| CUSIP |
| CUSIP. | 501044101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 144297.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2815.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hilton Grand Vacations, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 43283X105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47060.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 33.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CommVault Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 204166102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 193053.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10917.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McDonald's Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 580135101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 191639.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -774.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 942622200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134802.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1840.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dolby Laboratories, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25659T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55777.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -400.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 48251W104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79456.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1717.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| elf Beauty, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26856L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93138.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6549.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 366651107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114510.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3253.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| T-Mobile US, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 872590104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123854.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3170.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Doximity, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26622P107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74428.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3124.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Maravai LifeSciences Holdings, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 56600D107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31797.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4174.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Reinsurance Group of America, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 759351604 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59938.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 221.92000000 |
| 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.
| CUSIP |
| CUSIP. | 609839105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8216.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 421.00000000 |
| 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.
| CUSIP |
| CUSIP. | 513272104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74747.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 913.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Robinhood Markets, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 770700102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104375.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3263.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| COPT Defense Properties |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22002T108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70935.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1527.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Crown Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 228368106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136282.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13945.77000000 |
| 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.
| CUSIP |
| CUSIP. | 247361702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101047.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4338.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RenaissanceRe Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG7496G1033 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94991.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1841.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Power Integrations, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 739276103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16635.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 926.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MACOM Technology Solutions Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55405Y100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 261620.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -21733.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Jazz Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4Q5ZN47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34793.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -736.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dell Technologies, Inc., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 24703L202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131014.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3123.39000000 |
| 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.
| CUSIP |
| CUSIP. | 097023105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90458.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1539.05000000 |
| 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.
| CUSIP |
| CUSIP. | 98389B100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 243603.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7795.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bio-Rad Laboratories, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 090572207 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71281.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2886.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deckers Outdoor Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 243537107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7743.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 76.68000000 |
| 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.
| CUSIP |
| CUSIP. | 94106L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 175578.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9571.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Williams-Sonoma, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 969904101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 201894.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14732.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Molina Healthcare, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60855R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 152514.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5527.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vornado Realty Trust |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 929042109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140704.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8733.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hartford Financial Services Group, Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 416515104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105667.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -346.83000000 |
| 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.
| CUSIP |
| CUSIP. | 808513105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108987.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1228.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lithia Motors, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 536797103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54529.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1583.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bright Horizons Family Solutions, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 109194100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28730.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1322.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Grab Holdings Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG4124C1096 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129283.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3145.18000000 |
| 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.
| CUSIP |
| CUSIP. | 783549108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40632.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 672.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 749607107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27575.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 88.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92840M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48406.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1261.12000000 |
| 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.
| CUSIP |
| CUSIP. | 744320102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 188558.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1199.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Iridium Communications, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 46269C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59176.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2244.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ally Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02005N100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75333.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2107.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mister Car Wash, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60646V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108708.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6259.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ingersoll Rand, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45687V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 68584.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1157.31000000 |
| 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.
| CUSIP |
| CUSIP. | 74834L100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131815.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4280.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CoStar Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 188686.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5045.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30214U102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19404.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -354.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Air Products and Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 009158106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110445.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9443.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of New York Mellon Corp. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 064058100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158588.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2250.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Essent Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG3198U1027 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16744.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 50.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TE Connectivity Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0102993182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159455.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 614.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Northrop Grumman Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 666807102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109859.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 794.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88160R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8508.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1035.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 227046109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27582.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1259.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 48242W106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112437.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 297.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0044328745 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78564.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3883.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kinsale Capital Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49714P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105181.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -647.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Weatherford International plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLNN3691 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53265.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2675.25000000 |
| 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.
| CUSIP |
| CUSIP. | 43300A203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98408.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6034.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 680665205 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50922.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2390.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tandem Diabetes Care, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 875372203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41297.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6442.41000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0009538784 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 333133.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7313.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NCR Atleos Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 63001N106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50122.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -92.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Paylocity Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70438V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23601.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1376.51000000 |
| 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.
| CUSIP |
| CUSIP. | 87165B103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 239394.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14074.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 811543107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110625.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -600.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Harley-Davidson, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 412822108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70232.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1181.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shift4 Payments, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 82452J109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 201859.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -724.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AutoNation, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05329W102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33629.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1462.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charter Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16119P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88193.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6752.55000000 |
| 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.
| CUSIP |
| CUSIP. | 00751Y106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54717.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -120.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| FTI Consulting, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302941109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158630.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2288.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98980G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98977.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4264.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 977852102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70032.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16367.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Veeva Systems, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 922475108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95165.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1461.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TransDigm Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 893641100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 268298.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5959.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 718546104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64514.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1393.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Monster Beverage Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 61174X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 407192.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6371.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Informatica, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45674M101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18095.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -319.17000000 |
| 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.
| CUSIP |
| CUSIP. | 26441C204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7717.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -176.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Apollo Global Management, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03769M106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117361.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -695.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ManpowerGroup, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 56418H100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108399.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2181.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Globus Medical, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 379577208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 223893.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7517.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 980745103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127297.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6314.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Victoria's Secret & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 926400102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78772.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2942.28000000 |
| 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.
| CUSIP |
| CUSIP. | 440452100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106349.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1079.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Comfort Systems USA, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 199908104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 154797.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1644.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RPM International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 749685103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113925.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2175.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Costco Wholesale Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22160K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7649.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mohawk Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 608190104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76559.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 843.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Paramount Global, Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92556H206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77945.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3788.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| JB Hunt Transport Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 445658107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109760.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1333.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Euronet Worldwide, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 298736109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39433.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2892.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toast, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 888787108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41103.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5119.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pegasystems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 705573103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61982.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1907.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Match Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57667L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95393.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2265.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Horizon Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 320517105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124740.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6300.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 759916109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59248.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7129.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88076W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118748.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5323.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 941848103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7833.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 306.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Option Care Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 68404L201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53017.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1881.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87612E106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 304222.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2268.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053807103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132329.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5937.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574795100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134377.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1301.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Penn Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 707569109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91045.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9901.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Equitable Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29452E101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23453.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 104.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302491303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120682.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5368.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ultragenyx Pharmaceutical, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90400D108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46196.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1826.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Workday, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98138H101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153138.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7418.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B783TY65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186683.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -24495.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cullen/Frost Bankers, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 229899109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80694.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2911.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 044186104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18709.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1193.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 037833100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 863542.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 58969.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 59156R108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145363.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -165.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 012653101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92176.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12546.18000000 |
| 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.
| CUSIP |
| CUSIP. | 038222105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 251329.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8338.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bank of America Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 060505104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 470160.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1182.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172908105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42715.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -981.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74460D109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 335687.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10103.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 294429105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104742.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3655.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ROBLOX Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 771049103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46996.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2803.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Norwegian Cruise Line Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG667211046 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141112.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9103.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Reynolds Consumer Products, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 76171L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186150.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1131.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 458140100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153177.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 296.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Builders FirstSource, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12008R107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44844.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2766.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amkor Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 031652100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73796.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9711.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Agree Realty Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 008492100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65346.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1930.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Affirm Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00827B106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 200413.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7403.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29786A106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30964.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3722.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 747525103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91622.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2229.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zoom Video Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98980L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141641.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9021.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BILL Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 090043100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69668.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2130.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45778Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128970.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3365.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Comcast Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 20030N101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 302902.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2861.95000000 |
| 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.
| CUSIP |
| CUSIP. | 337932107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88403.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1524.60000000 |
| 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.
| CUSIP |
| CUSIP. | 842587107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 381877.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6996.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baxter International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 071813109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37296.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -82.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 013872106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16031.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 556.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Markel Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 570535104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181200.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2194.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15687V109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51854.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6685.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Peloton Interactive, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70614W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23450.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1803.88000000 |
| 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.
| CUSIP |
| CUSIP. | 42824C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110592.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3039.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78442P106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103866.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -806.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sun Communities, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 866674104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 154877.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7478.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 963320106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139503.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17921.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 60770K107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102006.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 25632.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keurig Dr Pepper, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 49271V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 133867.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3046.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Avery Dennison Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 053611109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46353.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1291.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12572Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 113438.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -51.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Penske Automotive Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70959W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82855.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -889.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Neurocrine Biosciences, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64125C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 184615.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3982.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 487836108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 293764.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7181.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55354G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121882.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1208.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 521865204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75607.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5643.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 436440101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102019.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 384.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55261F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135164.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4509.35000000 |
| 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.
| CUSIP |
| CUSIP. | 700517105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 165828.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -55.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chart Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16115Q308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14289.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 180.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 65473P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 231488.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2895.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Voya Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 929089100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44397.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1689.76000000 |
| 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.
| CUSIP |
| CUSIP. | 025816109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7872.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -29.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34959E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 239332.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2580.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 871607107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22017.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -200.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Permian Resources Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 71424F105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64664.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1639.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| QuantumScape Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74767V109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103123.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12459.41000000 |
| 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.
| CUSIP |
| CUSIP. | 30225T102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 335841.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6716.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Independence Realty Trust, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45378A106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88359.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4711.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302520101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42708.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2310.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 62944T105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151771.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 75.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 81141R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41280.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 895.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 06417N103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136202.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6595.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pinterest, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72352L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 197169.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4192.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Floor & Decor Holdings, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 339750101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47716.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7934.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tradeweb Markets, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 892672106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 165996.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1720.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34354P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 274795.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1371.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Atlassian Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 049468101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89501.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7443.26000000 |
| 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.
| CUSIP |
| CUSIP. | 174610105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 328665.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13065.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Akamai Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00971T101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53867.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -155.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 863667101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123510.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2809.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Appfolio, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 03783C100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31794.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1714.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 148806102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2249.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92552V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42252.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6574.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ExlService Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 302081104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9847.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -662.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 891092108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101832.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3267.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cigna Group (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 125523100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 381808.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -10312.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 713448108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 292750.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2164.87000000 |
| 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.
| CUSIP |
| CUSIP. | 16411R208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 179725.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17332.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zillow Group, Inc., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98954M200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49915.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1680.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 655663102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136612.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -807.03000000 |
| 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.
| CUSIP |
| CUSIP. | 25754A201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 210146.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5570.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DraftKings, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26142V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 256540.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 642.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 224408104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45668.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 790.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 84857L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50831.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1203.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 754907103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46020.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1629.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 171779309 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66488.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3004.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Synovus Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87161C501 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35688.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1481.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Guidewire Software, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40171V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 144232.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5714.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| nVent Electric plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BDVJJQ56 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48647.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1121.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Service Corp. International |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 817565104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55339.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 886.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 574599106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35268.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -248.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 16359R103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47747.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 198.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Consolidated Edison, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 209115104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96841.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3140.70000000 |
| 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.
| CUSIP |
| CUSIP. | 23345M107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49934.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1476.30000000 |
| 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.
| CUSIP |
| CUSIP. | 743315103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 221211.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3286.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Seagate Technology Holdings plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BKVD2N49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120103.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4361.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| LyondellBasell Industries NV, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0009434992 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88772.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -750.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Home BancShares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 436893200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87046.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3837.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lattice Semiconductor Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 518415104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54394.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3245.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| New York Community Bancorp, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 649445103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112519.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4870.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SEI Investments Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 784117103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 230684.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 978.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| GoDaddy, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 380237107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 118613.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1978.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Huntington Bancshares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 446150104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123720.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4137.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bath & Body Works, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 070830104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95399.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16074.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arrowhead Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 04280A100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115265.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6187.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| UiPath, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90364P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19527.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1063.55000000 |
| 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.
| CUSIP |
| CUSIP. | 45866F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90484.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -535.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BYSS4X48 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32701.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5120.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91529Y106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106615.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -458.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Clean Harbors, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 184496107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 133880.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5961.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013056914 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8201.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -82.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 44891N208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 276227.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13112.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 315616102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27729.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 792.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29275Y102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84782.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1572.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Genuine Parts Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 372460105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132925.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3988.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Everest Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG3223R1088 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 144406.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -223.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 872657101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 259684.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6968.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DoorDash, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 25809K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25672.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 659.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Regeneron Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 75886F107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86184.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4042.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 690742101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147140.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2269.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| agilon health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00857U107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34544.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -845.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bentley Systems, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 08265T208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96350.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -800.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 361448103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7676.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -76.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92343E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 152019.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1969.82000000 |
| 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.
| CUSIP |
| CUSIP. | 61945C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109935.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 529.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tempur Sealy International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88023U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123036.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3924.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 217204106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96892.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1019.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vail Resorts, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91879Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155632.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -878.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CNH Industrial NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010545661 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 255863.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 412.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 637417106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83581.20000000 |
| 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.
| Helen of Troy Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG4388N1065 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33850.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2474.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Westinghouse Air Brake Technologies Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 929740108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134184.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4830.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amphenol Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 032095101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155085.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 97.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First American Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 31847R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63822.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1096.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alnylam Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02043Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143370.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 52822.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 231021106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 211020.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1242.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00724F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8333.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1434.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gates Industrial Corp. plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BD9G2S12 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168787.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8754.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG491BT1088 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137646.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2271.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toll Brothers, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 889478103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137524.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4955.10000000 |
| 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.
| CUSIP |
| CUSIP. | 655844108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104768.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5084.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Churchill Downs, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 171484108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 146440.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5339.41000000 |
| 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.
| CUSIP |
| CUSIP. | 30040W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61643.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2530.51000000 |
| 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.
| CUSIP |
| CUSIP. | 56585A102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 189960.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -941.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023436108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5232.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -21.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| O'Reilly Automotive, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67103H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 416087.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -27311.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15135B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 299344.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14862.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MSC Industrial Direct Co., Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 553530106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19430.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1156.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Johnson & Johnson |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 478160104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 304889.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2559.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Werner Enterprises, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 950755108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61699.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2548.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Taylor Morrison Home Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87724P106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121302.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2504.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| RBC Bearings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 75524B104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 353681.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8323.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172967424 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 362229.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11587.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 58155Q103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 294356.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5600.68000000 |
| 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.
| CUSIP |
| CUSIP. | 369604301 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 356092.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7529.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ralph Lauren Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 751212101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 310206.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -23374.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 704326107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54181.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2928.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Janus Henderson Group plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BYPZJM29 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32462.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 524.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cloudflare, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 18915M107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32303.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3845.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 04621X108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121030.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3603.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Healthpeak Properties, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 42250P103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 135710.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2561.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 577081102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62909.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4681.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CNO Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12621E103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62785.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 886.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Elanco Animal Health, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 28414H103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42222.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11153.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 34959J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 188806.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2420.60000000 |
| 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.
| CUSIP |
| CUSIP. | 14448C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30909.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 202.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Boston Scientific Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 101137107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 152325.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -570.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Blackstone, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09260D107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 253666.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8400.90000000 |
| 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.
| CUSIP |
| CUSIP. | 892356106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7560.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 101.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Middleby Corp. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 596278101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174719.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6078.54000000 |
| 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.
| CUSIP |
| CUSIP. | 988498101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 369430.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14921.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rivian Automotive, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 76954A103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49667.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5984.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 077454106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25138.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 122.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26884U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60661.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2470.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78709Y105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70194.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2561.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Concentrix Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 20602D101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86567.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3283.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Leggett & Platt, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 524660107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101501.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5862.54000000 |
| 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.
| CUSIP |
| CUSIP. | 44107P104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30583.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -221.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 55616P104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72768.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1457.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0974299876 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8199.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1074.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Knife River Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 498894104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23146.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -30.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 117043109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 199025.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11452.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WESCO International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 95082P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 149642.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -15506.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gaming and Leisure Properties, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 36467J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 231113.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8946.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00287Y109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 176322.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1089.68000000 |
| 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.
| CUSIP |
| CUSIP. | 29476L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124534.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5908.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29430C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40970.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 703.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dropbox, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 26210C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37075.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1881.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 466313103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78328.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5983.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Paycor HCM, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70435P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8128.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -454.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nutanix, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67059N108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94371.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5657.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74340W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15835.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -160.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Houlihan Lokey, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 441593100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 471200.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -15702.13000000 |
| 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.
| CUSIP |
| CUSIP. | 78573L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8069.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 696.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70975L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111761.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4246.87000000 |
| 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.
| CUSIP |
| CUSIP. | 78410G104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136821.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2188.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 422806109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 372981.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1834.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09247X101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66134.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1776.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Columbia Sportswear Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 198516106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94026.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3376.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 000360206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71973.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5933.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 093671105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 182483.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6324.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Snowflake, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 833445109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 225735.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15236.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brighthouse Financial, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 10922N103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85119.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1354.46000000 |
| 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.
| CUSIP |
| CUSIP. | 83088M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100398.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12302.52000000 |
| 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.
| CUSIP |
| CUSIP. | 644393100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 170806.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6832.45000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BDB6Q211 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67369.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1675.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lamar Advertising Co., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 512816109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 157421.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2562.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Axon Enterprise, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05464C101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52963.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1257.77000000 |
| 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.
| CUSIP |
| CUSIP. | 297178105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 289620.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3011.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ON Semiconductor Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 682189105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99740.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7202.25000000 |
| 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.
| CUSIP |
| CUSIP. | 552953101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 344721.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -26695.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Manhattan Associates, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 562750109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 157381.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 16237.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 682680103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92640.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1738.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 731068102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22474.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -624.19000000 |
| 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.
| CUSIP |
| CUSIP. | 018802108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7635.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -112.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Global Ltd., Class C |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG611881274 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 100781.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1806.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0114405324 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 192897.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 647.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 64110D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 197708.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8850.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 74967X103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111953.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13501.84000000 |
| 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.
| CUSIP |
| CUSIP. | 26614N102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91356.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 358.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| UFP Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 90278Q108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78064.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2272.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679295105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 95856.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4825.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Five Below, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 33829M101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70394.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4205.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87162W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158328.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -20868.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 40434L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24338.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 897.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Petco Health & Wellness Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 71601V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52387.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1940.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ormat Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 686688102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49186.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1941.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 451107106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27479.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -345.15000000 |
| 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.
| CUSIP |
| CUSIP. | 81211K100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54202.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2569.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 143130102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124604.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5832.82000000 |
| 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.
| CUSIP |
| CUSIP. | 512807108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 231072.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13191.26000000 |
| 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.
| CUSIP |
| CUSIP. | 37940X102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107723.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -504.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MP Materials Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 553368101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 150977.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 21253.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EMCOR Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29084Q100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 209555.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8009.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1300646267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76554.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 626.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Texas Capital Bancshares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88224Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 130105.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7898.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gitlab, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 37637K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93871.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10289.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arthur J Gallagher & Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 363576109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 334250.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5336.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wendy's Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 95058W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 327361.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10760.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 69331C108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54789.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2894.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Planet Fitness, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72703H101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 245643.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4332.77000000 |
| 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.
| CUSIP |
| CUSIP. | 90353T100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70717.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3969.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Commerce Bancshares, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 200525103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23260.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 909.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Silicon Laboratories, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 826919102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29538.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2119.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Truist Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89832Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107264.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7140.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Marriott Vacations Worldwide Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 57164Y107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105307.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2467.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 96208T104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41273.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -945.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 150870103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 193567.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 14114.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00090Q103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 148154.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3313.98000000 |
| 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.
| CUSIP |
| CUSIP. | 375558103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 167682.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8211.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Broadridge Financial Solutions, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11133T103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 170602.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 129.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Charles River Laboratories International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 159864107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65072.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2497.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Frontier Communications Parent, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 35909D109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87703.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2679.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| McCormick & Co., Inc. (Non-Voting) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 579780206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81510.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1616.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sensata Technologies Holding plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BFMBMT84 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25462.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1462.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| US Foods Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 912008109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51549.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -529.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92047W101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110937.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6420.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 418056107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169357.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2732.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bio-Techne Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09073M104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107260.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8158.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 750917106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85730.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5223.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| HF Sinclair Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 403949100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121668.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -437.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 018522300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94460.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 727.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 761152107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57426.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5127.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Spirit AeroSystems Holdings, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 848574109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66726.10000000 |
| 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.
| Kyndryl Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 50155Q100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29546.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 325.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09062X103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14604.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -367.92000000 |
| 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.
| CUSIP |
| CUSIP. | 039483102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137644.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3415.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lancaster Colony Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 513847103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 251897.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4094.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Robert Half, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 770323103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 187461.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 858.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12685J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78942.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1874.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 717081103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7750.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -25.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 268150109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37715.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1508.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 114340102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43621.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1923.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hyatt Hotels Corp., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 448579102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158148.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6100.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amazon.com, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 023135106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 921416.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 28934.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cadence Design Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 127387108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7693.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -289.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BOK Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05561Q201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16128.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 711.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Henry Schein, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 806407102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59356.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3074.32000000 |
| 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.
| CUSIP |
| CUSIP. | 285512109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 153402.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3435.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Rentals, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 911363109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49798.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 122.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Murphy USA, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 626755102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7511.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -384.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liberty Broadband Corp., Class C |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 530307305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 200147.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13070.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 62955J103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 220934.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15075.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 640491106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 180698.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6165.01000000 |
| 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.
| CUSIP |
| CUSIP. | 049560105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102768.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 25.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Blue Owl Capital, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 09581B103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 448933.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8393.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Align Technology, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 016255101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103332.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3390.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Under Armour, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 904311107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56634.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3563.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Johnson Controls International plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BY7QL619 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21602.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 751.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Donaldson Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 257651109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74851.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2074.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Evercore, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29977A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84205.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5323.18000000 |
| 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.
| CUSIP |
| CUSIP. | 665859104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143269.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1865.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lennox International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 526107107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174403.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9134.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Walt Disney Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 254687106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7446.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -219.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 880779103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 187497.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5385.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alphabet, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02079K305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37158.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1076.35000000 |
| 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.
| CUSIP |
| CUSIP. | 695156109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71563.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2817.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Acadia Healthcare Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00404A109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9793.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 139.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kimberly-Clark Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 494368103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 138200.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2730.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Playtika Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72815L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77464.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7570.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 031100100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 103193.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3893.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mettler-Toledo International, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 592688105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8385.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 286.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Regions Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 7591EP100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 218075.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14381.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tetra Tech, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 88162G103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151519.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 732.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baker Hughes Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05722G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 301442.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 23398.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 12740C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51328.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1197.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 855244109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 288122.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12363.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 256163106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 253162.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11877.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 67066G104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 960647.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13608.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 406216101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104650.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2038.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE000S9YS762 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61872.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -395.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PPG Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 693506107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 286147.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5739.94000000 |
| 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.
| CUSIP |
| CUSIP. | 316773100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168766.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4023.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Graphic Packaging Holding Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 388689101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44321.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1454.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 278865100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 146846.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -475.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 896239100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 219094.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1657.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Omnicom Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 681919106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108267.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 313.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Expedia Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 30212P303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 131533.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2724.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PulteGroup, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 745867101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73767.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1881.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 87157D109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43835.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2146.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Advanced Micro Devices, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 007903107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115169.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1314.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92936U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37489.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 667.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schneider National, Inc., Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 80689H102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 19521.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1010.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45073V108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70532.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -879.55000000 |
| 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.
| CUSIP |
| CUSIP. | 620076307 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71419.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2266.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 45784P101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96056.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4645.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 775711104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66256.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2071.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Pharmaceutical Services, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 955306105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22069.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -638.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Travel + Leisure Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 894164102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66615.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 680.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Southwest Gas Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 844895102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78332.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4418.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SoFi Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83406F102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38708.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2459.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92942W107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38878.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3801.18000000 |
| 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.
| CUSIP |
| CUSIP. | 086516101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136718.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4638.92000000 |
| 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.
| CUSIP |
| CUSIP. | 500754106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145118.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5104.46000000 |
| 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.
| CUSIP |
| CUSIP. | 125269100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78270.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1440.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 482480100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151709.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5543.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 001084102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 230213.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9165.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 974155103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 310232.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18854.81000000 |
| 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.
| CUSIP |
| CUSIP. | 189054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 196107.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6825.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Grand Canyon Education, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 38526M106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83946.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 621.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Waste Connections, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94106B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 165715.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4040.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BJ's Wholesale Club Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 05550J101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 154159.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2373.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BGH1M568 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62222.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1949.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| United Therapeutics Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 91307C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30262.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4113.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hancock Whitney Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 410120109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44434.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2156.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sonoco Products Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 835495102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39003.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6414.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arcadium Lithium plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BM9HZ112 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57970.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 8873.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EastGroup Properties, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 277276101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23814.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -575.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 00766T100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78180.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 820.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Labcorp Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 504922105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207376.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7734.21000000 |
| 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.
| CUSIP |
| CUSIP. | 14149Y108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67840.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -358.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Celsius Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 15118V207 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27231.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1278.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 229663109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132483.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3245.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cirrus Logic, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 172755100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63702.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2676.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Grocery Outlet Holding Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 39874R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105711.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4436.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 759509102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105100.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1068.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Erie Indemnity Co., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29530P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 312388.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3212.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 058498106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35051.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3492.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ZoomInfo Technologies, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 98980F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23650.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1604.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Homes 4 Rent, Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 02665T306 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 133961.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3613.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Colgate-Palmolive Co. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 194162103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 201843.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4856.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Plug Power, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 72919P202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33230.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9127.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Snap, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83304A106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30961.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1835.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 89400J107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54136.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1365.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Smartsheet, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 83200N103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 163140.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2604.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902681105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 235251.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3279.14000000 |
| 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.
| CUSIP |
| CUSIP. | 87612G101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 190079.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 13092.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 688239201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181451.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2098.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EPAM Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 29414B104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41572.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2143.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| UMB Financial Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 902788108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74327.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2160.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 532457108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 293343.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6247.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Vertiv Holdings Co., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 92537N108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168205.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9138.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| QuidelOrtho Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 219798105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28469.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6770.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 73278L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31962.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3193.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trane Technologies plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BK9ZQ967 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 139795.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3844.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Brink's Co. (The) |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 109696104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87347.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -423.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 577933104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92127.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1236.25000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG0750C1082 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84604.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4588.80000000 |
| 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.
| CUSIP |
| CUSIP. | 020002101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 89249.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2181.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Inspire Medical Systems, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 457730109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54334.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -8261.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Datadog, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 23804L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8559.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1102.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Simpson Manufacturing Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 829073105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 120498.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5977.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| First Industrial Realty Trust, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 32054K103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51358.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 689.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Western Digital Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 958102105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61449.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 236.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Crowdstrike Holdings, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 22788C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 198109.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4456.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Selective Insurance Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 816300107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76752.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -298.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WillScot Mobile Mini Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 971378104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8958.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 109.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| American Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 025932104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 278271.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9668.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Roivant Sciences Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG762791017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 114864.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1061.70000000 |
| 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.
| CUSIP |
| CUSIP. | 437076102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7573.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 256.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ryan Specialty Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 78351F107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81768.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5951.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B8KQN827 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 187189.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5459.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 693718108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 117866.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5126.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AptarGroup, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 038336103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30837.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1046.82000000 |
| 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.
| CUSIP |
| CUSIP. | 534187109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129780.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4798.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Old Dominion Freight Line, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 679580100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125739.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1870.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| PayPal Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 70450Y103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161961.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -25036.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lucid Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 549498103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8036.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -209.59000000 |
| 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.
| CUSIP |
| CUSIP. | 517834107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77216.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -837.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 11135F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 292206.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 25461.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Arista Networks, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 040413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129677.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 19573.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wayfair, Inc., Class A |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 94419L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36225.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2967.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| OBFR |
| Receipts: Floating rate Spread.
| 0.00020000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
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.
| OBFR |
| Payments: Floating rate Spread.
| 0.00020000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2026-12-18 |
| 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.
| 81392979.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 242660.11000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601683 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -730.14000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00207007109 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 52621.62000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48268.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -730.14000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 52621.62000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48268.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -730.14000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602730 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1625.30000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00460800196 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60471.49000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1625.30000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60471.49000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1625.30000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602517 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -115.74000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00032814258 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31514.50000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -115.74000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31514.50000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -115.74000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603747 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -8.15000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00002310663 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 443.65000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 715.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -8.15000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 443.65000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 715.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -8.15000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603470 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 6.77000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000019194101 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31391.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 6.77000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31391.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 6.77000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PGS JPY |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 19568156.28000001 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Japan Yen
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 35384.94000000 |
| Exchange rate.
| 160.89000000 |
| Percentage value compared to net assets of the Fund.
| 0.100322323939 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus TONAR +/- spread (-0.28% to 0.01%). JPY Currency. Maturity 31-61 Months 12/18/26 to 06/27/29 |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351100007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38740.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 43.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3249600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26527.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -495.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Electric Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3407400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42213.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 226.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Mitsui Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3890350006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67124.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3541.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kawasaki Kisen Kaisha Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3223800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21874.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -626.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mazda Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3868400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 207281.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1792.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| COMSYS Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3305530002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44399.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 483.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Open House Group Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3173540000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67595.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3628.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kansai Electric Power Co., Inc. (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3228600007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10075.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -389.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Paint Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3749400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54256.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1427.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Boshoku Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3635400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66408.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1417.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3173400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 180645.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3590.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3304200003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 146047.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3030.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3944130008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107786.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6680.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kuraray Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3269600007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34710.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -27.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Kasei Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3111200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 236296.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2610.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3837800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11693.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -71.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hirose Electric Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3799000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33266.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -473.76000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3689500001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34502.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -941.26000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3414750004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40646.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 237.65000000 |
| 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.
| CUSIP |
| CUSIP. | 497350108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 112383.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7469.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3435750009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 169353.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1331.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Airlines Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3705200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53720.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1752.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3289800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13684.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 60.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Skylark Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3396210001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25310.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1379.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yamato Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3940000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16529.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 270.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MISUMI Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3885400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42902.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -607.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3633400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 235950.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4858.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3277800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37148.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 696.64000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3424950008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16924.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 198.46000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3336000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132996.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2099.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shin-Etsu Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3371200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116644.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2767.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3162600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 333519.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4651.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3122800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90060.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1906.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3720800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88296.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3708.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3148800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20466.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -629.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chiba Bank Ltd. (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3511800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 231252.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2020.98000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3756600007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48061.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 823.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Telegraph & Telephone Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3735400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108271.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1495.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Medipal Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3268950007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71652.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3193.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3152740001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59670.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3938.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3160400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102909.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3871.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NTT Data Group Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3165700000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140343.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -137.79000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3539220008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29694.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 187.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shimamura Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3358200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145709.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2903.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Rakuten Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3967200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 167846.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -801.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Honda Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3854600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 383774.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4785.36000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Persol Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3547670004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166831.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 357.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kansai Paint Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3229400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67907.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3514.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3166000004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63800.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5325.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Welcia Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3274280001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38658.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2569.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3188200004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96440.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6112.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nissan Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3672400003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137156.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 280.17000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3902400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62497.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1562.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toei Animation Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3560200002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21688.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1509.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Post Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3752900005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7951.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 510.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3951600000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9640.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 122.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3551500006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 163894.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5374.13000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3676800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115406.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3034.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hitachi Construction Machinery Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3787000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134075.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3871.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kyushu Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3247010006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91173.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1707.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tohoku Electric Power Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3605400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58754.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3663.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DMG Mori Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3924800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49698.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 330.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dentsu Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3551520004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70897.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -212.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Intecc Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3110650003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 154429.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 838.42000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3119600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102066.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4243.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nissin Foods Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3675600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99160.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 238.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nitori Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3756100008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 232907.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 941.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Taiyo Yuden Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3452000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116734.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -17809.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3358000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 216361.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11402.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yakult Honsha Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3931600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121831.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1990.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Recruit Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3970300004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43045.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2479.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nomura Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3762600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 257046.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5069.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Alfresa Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3126340003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 86588.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 879.72000000 |
| 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.
| CUSIP |
| CUSIP. | 114813108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98919.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2162.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nomura Research Institute Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3762800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73485.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3033.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3322930003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11572.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 326.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3982800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8020.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 76.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Airport Terminal Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3699400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30771.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 727.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Central Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3566800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88876.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2192.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3421800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11844.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 190.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3598600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105314.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5195.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fukuoka Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3805010000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 188503.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2998.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hamamatsu Photonics KK |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3771800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166554.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11231.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Concordia Financial Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3305990008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81151.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2888.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kyowa Kirin Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3256000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 83989.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 931.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Japan Post Bank Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3946750001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 182303.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2249.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kobe Bussan Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3291200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82421.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2991.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trend Micro, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3637300009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 158967.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6266.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3758190007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 223250.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13352.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zensho Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3429300001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 110561.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 813.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3118000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55505.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 747.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3788600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 180130.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9783.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ANA Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3429800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123837.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -634.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3388200002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70629.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1086.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Asahi Group Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3116000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99076.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3253.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kintetsu Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3260800002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50166.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1533.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MS&AD Insurance Group Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3890310000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 256749.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 29878.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3201200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 208236.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5045.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sundrug Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3336600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65597.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1819.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3443600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115328.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1367.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3546800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145949.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2822.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3102000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65337.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -944.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Keisei Electric Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3278600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97014.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4702.72000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3419400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123555.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -327.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shizuoka Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351500008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76367.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -210.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3965400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7014.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -125.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toray Industries, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3621000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85843.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 365.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3898400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90426.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3173.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Shinko Electric Industries Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3375800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41955.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 241.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3626800001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59023.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 30.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3143000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82468.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4235.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oji Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3174410005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80530.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -148.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3210200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20815.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 632.45000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3188220002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21123.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 925.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kobayashi Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3301100008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16238.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1217.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TOPPAN Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 890747108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91543.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5397.76000000 |
| 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.
| CUSIP |
| CUSIP. | 892306101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 101255.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1492.94000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3165000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 147823.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2791.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Nippon Sanso Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3711600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65333.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -837.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Panasonic Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3866800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 179206.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2563.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3200450009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 259317.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7399.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sohgo Security Services Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3431900004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85324.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3288.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yamada Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3939000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 87155.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -384.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3734800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53999.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1654.30000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3347200002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159688.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 453.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sanwa Holdings Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3344400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18351.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 395.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sony Group Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3435000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 238619.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 7130.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3236200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 218839.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 627.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Toyota Industries Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3634600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 272209.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2651.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3433500000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45207.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3658.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3548600000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38089.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1170.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kurita Water Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3270000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25495.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -580.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yamazaki Baking Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 984632109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41287.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2644.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ryohin Keikaku Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3976300008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 377772.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6726.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3399310006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 230014.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -14701.98000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3571400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 218900.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2727.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Heavy Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3900000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26912.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1837.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Niterra Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3738600000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32076.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1431.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3814800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57416.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -77.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Forestry Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3409800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41674.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1691.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Stanley Electric Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3399400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80634.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 435.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| East Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3783600004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 149846.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4206.94000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3910660004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 150316.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 12144.01000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3783420007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56196.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4424.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kawasaki Heavy Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3224200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53448.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3536.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Seibu Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3417200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53895.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2338.97000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41436.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -758.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NIPPON EXPRESS HOLDINGS, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3688370000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97189.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2596.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi UFJ Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3902900004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 265483.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 19857.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi HC Capital, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3499800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 129021.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3269.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3743000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45045.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -414.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsubishi Gas Chemical Co., Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3896800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55629.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2780.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3357200009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27570.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 273.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BayCurrent Consulting, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3835250006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 56684.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1568.75000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3233250004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81682.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3720.17000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3955000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 102001.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1530.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| NGK Insulators Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3695200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 155368.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1700.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3240400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24406.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -396.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3122400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 360680.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -61109.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mizuho Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3885780001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 425157.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 30046.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3753000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75859.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4132.56000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3519400000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96142.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -11898.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3190000004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25095.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1282.12000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3670800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 241563.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -23280.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3979200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44896.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1595.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MINEBEA MITSUMI, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3906000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 142145.74000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Oriental Land Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3198900007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108982.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2034.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Suzuki Motor Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3397200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 330175.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2829.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MonotaRO Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3922950005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42161.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3717.85000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3778630008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107752.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2736.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| West Japan Railway Co. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3659000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59710.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3060.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui OSK Lines Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3362700001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36079.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 104.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3973400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78854.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4290.88000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3422950000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36660.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1527.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kyoto Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3252200005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30372.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1388.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Daikin Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3481800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55686.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1247.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3496400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 333793.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2880.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mitsui & Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3893600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109471.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5568.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Iida Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3131090007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96449.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1260.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Yaskawa Electric Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3932000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115388.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3609.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3845770001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 15903.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1465.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cosmos Pharmaceutical Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3298400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16129.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -87.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3306600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 32860.38000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1046.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3768600003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22149.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -101.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| TBS Holdings, Inc. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3588600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30381.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -83.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Square Enix Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3164630000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174758.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 6524.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sumitomo Heavy Industries Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3405400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 31317.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 543.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3977400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29640.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 279.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3359600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81585.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4156.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3818000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75280.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1431.29000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3197800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 96958.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7819.63000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3476480003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18745.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 925.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 654111103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50741.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -878.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
|
Receipts: fixed, floating or other.
|
Fixed
Floating
Other
|
| Receipts: Floating rate Index.
| TONAR |
| Receipts: Floating rate Spread.
| 0.00010000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
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.
| TONAR |
| Payments: Floating rate Spread.
| 0.00010000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2026-12-18 |
| 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.
| 19568156.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 10971.84000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602263 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -581.31000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00164811273 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 52492.14000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48286.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -581.31000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 52492.14000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48286.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -581.31000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797KC0 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797KC07 |
| 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 | AQR16574614 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 527000.00000000 |
| 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.
| 523021.38000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 1.482854579143 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-08-22 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602331 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -14.80000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00004196051 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1211.59000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12753.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -14.80000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1211.59000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12753.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -14.80000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 604064 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -15.77000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00004471063 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1219.32000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12825.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -15.77000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1219.32000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12825.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -15.77000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 599375 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -31.06000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00008806038 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4981.02000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6687.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -31.06000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 4981.02000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 6687.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -31.06000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603606 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1647.45000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00467080098 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106466.77000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1647.45000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106466.77000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1647.45000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603877 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 34.30000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000097246334 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31364.46000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 34.30000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31364.46000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 34.30000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603531 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -6.89000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001953432 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 441.78000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -6.89000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 441.78000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -6.89000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603461 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -5.45000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001545167 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31405.67000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -5.45000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31405.67000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -5.45000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603658 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 45.70000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000129567273 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31353.06000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 45.70000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31353.06000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 45.70000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797LE5 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797LE53 |
| 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 | AQR16808024 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 758000.00000000 |
| 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.
| 742523.75000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 2.105181135826 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-11-21 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602452 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -719.30000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00203933785 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53004.25000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48634.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -719.30000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53004.25000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48634.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -719.30000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603729 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2155.42000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00611098234 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 61001.61000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2155.42000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 61001.61000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2155.42000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602209 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1.50000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000425275 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 436.39000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1.50000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 436.39000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1.50000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602407 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 114.98000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000325987858 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23765.19000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 114.98000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23765.19000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 114.98000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603516 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -48.19000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00013662684 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5824.26000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7803.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -48.19000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5824.26000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7803.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -48.19000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603928 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -276.86000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00078494519 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24157.03000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -276.86000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24157.03000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -276.86000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603199 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -27.79000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00007878937 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2111.56000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21996.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -27.79000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2111.56000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21996.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -27.79000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603155 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -154.86000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00043905444 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24035.03000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -154.86000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24035.03000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -154.86000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603561 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -872.55000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00247382767 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83719.78000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -872.55000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83719.78000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -872.55000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602245 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 215.36000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000610582233 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23664.81000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 215.36000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23664.81000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 215.36000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML SGD |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 249030.16000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Singapore 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.
| 24136.19000000 |
| Exchange rate.
| 1.35600000 |
| Percentage value compared to net assets of the Fund.
| 0.068430204257 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus SORA +/- spread (0.23%). SGD Currency. Maturity 24 Months 01/27/25 |
| 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.
| SORA |
| Receipts: Floating rate Spread.
| 0.00230000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
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.
| SORA |
| Payments: Floating rate Spread.
| 0.00230000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2025-01-27 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 249030.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 884.16000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603543 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -214.52000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00060820069 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24094.69000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -214.52000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24094.69000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -214.52000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603475 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -12.33000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00003495764 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1209.69000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.33000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1209.69000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.33000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603467 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 6.93000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000019647728 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31391.83000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 6.93000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31391.83000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 6.93000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603202 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -27.80000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00007881772 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2111.57000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21996.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -27.80000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2111.57000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21996.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -27.80000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML HKD |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 873675.68000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Hong Kong 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.
| -20074.41999999 |
| Exchange rate.
| 7.80905000 |
| Percentage value compared to net assets of the Fund.
| -0.05691439539 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus HIBOR +/- spread (-2.45% to 0.23%). HKD Currency. Maturity 24 Months 01/27/25 to 06/24/26 |
For all other indices or custom baskets provide:
| i. Name.
| Swire Pacific Ltd., Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0019000162 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 66214.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -919.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Power Assets Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0006000050 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8106.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 125.58000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK2388011192 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 148113.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -637.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Galaxy Entertainment Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0027032686 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37231.44000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 878.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CLP Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0002007356 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8088.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -167.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CK Asset Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG2177B1014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44952.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1070.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wharf Holdings Ltd. (The) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0004000045 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30908.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1207.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000069689 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136668.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5602.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sino Land Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0083000502 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10291.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -68.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wharf Real Estate Investment Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG9593A1040 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55659.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 679.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG960071028 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13493.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -105.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swire Properties Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000063609 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23897.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 40.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SITC International Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG8187G1055 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132867.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3922.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hong Kong Exchanges & Clearing Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0388045442 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 3200.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -70.25000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hong Kong & China Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0003000038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72194.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1391.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG319891092 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58647.10000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1778.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hang Seng Bank Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0011000095 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23141.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -254.50000000 |
| 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.
| HIBOR |
| Receipts: Floating rate Spread.
| 0.00230000 |
| 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.
| 0.00000000 |
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.
| HIBOR |
| Payments: Floating rate Spread.
| 0.00230000 |
| 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
| 0.00000000 |
| ii. Termination or maturity date.
| 2025-01-27 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 873676.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1655.84000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602239 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 215.24000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000610242012 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23664.93000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 215.24000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23664.93000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 215.24000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603214 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -3.52000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000997979 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.40000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.52000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.40000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.52000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601650 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -84.03000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00023823934 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3537.95000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -84.03000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3537.95000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -84.03000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602283 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -4.48000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001270156 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 320.92000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3372.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4.48000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 320.92000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3372.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4.48000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603484 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -150.17000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00042575749 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12394.93000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 129254.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -150.17000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12394.93000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 129254.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -150.17000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| Limited Purpose Cash Investment 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.
| 549300GUQBQJ6160QP80 |
| c. Title of the issue or description of the investment.
| Limited Purpose Cash Investment Fund |
| d. CUSIP (if any).
| 90262Y729 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US90262Y7296 |
| 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 | AQR9201414 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 10304769.72900000 |
| 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.
| 10300647.82000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 29.20408872774 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797KV8 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797KV87 |
| 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 | AQR16759779 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1149000.00000000 |
| 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.
| 1129952.37000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 3.203607175806 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-10-24 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603140 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -6.96000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001973278 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 441.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -6.96000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 441.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -6.96000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602272 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -572.30000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00162256784 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53480.79000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 49214.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -572.30000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53480.79000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 49214.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -572.30000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602254 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -50.70000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00014374312 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3504.62000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -50.70000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3504.62000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -50.70000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912796Y52 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912796Y528 |
| 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 | AQR16473927 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 981000.00000000 |
| 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.
| 980425.20000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 2.779672214025 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-07-05 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML CHF |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 3487494.28999999 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Switzerland Franc
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 44093.56000000 |
| Exchange rate.
| 0.89845000 |
| Percentage value compared to net assets of the Fund.
| 0.125012742990 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus SARON +/- spread (-0.23% to 0.23%). CHF Currency. Maturity 24-25 Months 06/25/26 |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1243598427 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 4349.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 38.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0126881561 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82940.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -791.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Georg Fischer AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1169151003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73651.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1100.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Zurich Insurance Group AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0011075394 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 322813.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4518.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Chocoladefabriken Lindt & Spruengli AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0010570767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 175212.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4263.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0023405456 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51745.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2001.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABB Ltd. (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012221716 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 239547.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 720.66000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012255151 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 284779.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 10950.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kuehne + Nagel International AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0025238863 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132667.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 440.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0130293662 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71348.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 593.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bachem Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1176493729 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81965.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3043.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Belimo Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1101098163 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40126.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 805.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cie Financiere Richemont SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0210483332 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36726.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1029.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Novartis AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012005267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 352314.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -849.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Givaudan SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0010645932 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 108942.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2339.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lonza Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0013841017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 217217.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2451.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Adecco Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012138605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115879.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3942.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Julius Baer Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0102484968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78416.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1572.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0126673539 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44522.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -733.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Schindler Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0024638196 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 72009.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -135.57000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EMS-Chemie Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0016440353 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 150569.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1184.74000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sika AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0418792922 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78215.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 191.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Straumann Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1175448666 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 150841.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2044.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tecan Group AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012100191 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36160.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 46.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0435377954 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74054.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1301.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Barry Callebaut AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0009002962 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71729.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3983.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Logitech International SA (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0025751329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 196427.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -709.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Baloise Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012410517 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43370.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 328.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Helvetia Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0466642201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 70147.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -19.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0311864901 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28797.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -415.29000000 |
| 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.
| SARON |
| Receipts: Floating rate Spread.
| 0.00230000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
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.
| SARON |
| Payments: Floating rate Spread.
| 0.00230000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2026-06-25 |
| 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.
| 3487494.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 8115.03000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602652 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -96.73000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00027424600 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31496.95000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -96.73000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31496.95000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42876.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -96.73000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603768 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -201.59000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00057154194 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24081.76000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -201.59000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24081.76000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -201.59000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603211 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -3.52000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000997979 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.40000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.52000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.40000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.52000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602419 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -685.44000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00194333899 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53219.81000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48866.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -685.44000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53219.81000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48866.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -685.44000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602778 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -17.81000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00005049437 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2102.53000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 22006.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -17.81000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 2102.53000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 22006.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -17.81000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603173 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1755.78000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00497793496 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106575.10000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1755.78000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106575.10000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1755.78000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602150 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -12.73000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00003609171 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 810.12000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 8497.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.73000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 810.12000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 8497.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.73000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601644 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -84.05000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00023829604 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3537.97000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -84.05000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3537.97000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -84.05000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601680 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -730.40000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00207080824 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 52621.88000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48268.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -730.40000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 52621.88000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48268.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -730.40000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603686 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -12.49000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00003541127 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1209.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.49000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1209.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.49000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602286 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -4.48000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001270156 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 320.92000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3372.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4.48000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 320.92000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3372.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -4.48000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML EUR |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 15856048.56999999 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -136826.47000000 |
| Exchange rate.
| 0.93375040 |
| Percentage value compared to net assets of the Fund.
| -0.38792631686 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus ESTR +/- spread (-0.38% to 0.23%). EUR Currency. Maturity 24-25 Months 04/25/25 to 06/25/26 |
For all other indices or custom baskets provide:
| i. Name.
| Daimler Truck Holding AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000DTR0CK8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 151795.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1267.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013176526 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107318.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -484.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ACS Actividades de Construccion y Servicios SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0167050915 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64053.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -650.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Davide Campari-Milano NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0015435975 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 181127.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11503.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KBX1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8560.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 122.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013280286 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18066.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 490.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KGX8881 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 97457.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2563.27000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Fresenius Medical Care AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005785802 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79605.54000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 33.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telecom Italia SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003497168 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44469.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 331.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010259150 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51600.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -531.00000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011794037 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74215.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1573.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Remy Cointreau SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130395 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25207.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 576.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ASM International NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000334118 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25988.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -660.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0137650018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47785.32000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1159.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0171996087 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33075.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5064.95000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011821392 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 119359.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2623.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010307819 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41885.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -759.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| DSM-Firmenich AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1216478797 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7882.36000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -22.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0130960018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11197.05000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -423.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000039299 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54276.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1960.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ZAL1111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 127044.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -409.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010773842 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174387.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 921.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008430026 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 299473.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 470.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sartorius AG (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007165631 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 143728.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 540.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| La Francaise des Jeux SAEM |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013451333 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45810.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1291.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Allianz SE (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008404005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 224128.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -750.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0130670112 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30682.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2852.03000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0001250932 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28373.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 358.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Amadeus IT Group SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0109067019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7452.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 235.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 9544.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 753.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Kone OYJ, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013403 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36591.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 92.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107247.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1517.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Delivery Hero SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2E4K43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10665.82000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1360.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Siemens Healthineers AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SHL1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 211985.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -685.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0569974404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47440.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -549.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000852564 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21785.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1469.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000073272 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60276.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -751.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011585146 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 468081.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 18848.69000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003470755 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 28422.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 878.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121147 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23446.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1554.30000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bayerische Motoren Werke AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005190003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 168183.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3646.88000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ubisoft Entertainment SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000054470 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40090.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 738.78000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005552004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 218587.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1056.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006766504 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20552.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 912.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010411983 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44739.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3045.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| CTS Eventim AG & Co. KGaA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005470306 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76672.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 212.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974264930 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134325.23000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1752.93000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2YN900 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 71745.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4796.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Credit Agricole SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000045072 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 128803.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3939.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| EssilorLuxottica SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121667 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64679.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2176.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006599905 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26790.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 534.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000071946 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34023.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1749.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007500001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26274.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -399.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dr Ing hc F Porsche AG (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000PAG9113 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 229801.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 5475.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010451203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159453.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3203.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005598021 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 0.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 15.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Corp. ACCIONA Energias Renovables SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105563003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69624.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2784.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| MTU Aero Engines AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A0D9PT0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 124672.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -9040.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004176001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53958.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 330.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121220 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65759.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1553.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003739530 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 75134.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1083.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Unipol Gruppo SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004810054 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161335.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2172.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENAG999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78054.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2022.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65427.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2487.77000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hermes International SCA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000052292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36954.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 897.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009007132 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 88525.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5182.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121485 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 33100.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1412.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Intesa Sanpaolo SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000072618 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 225824.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3012.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974259880 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63313.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -167.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A12DM80 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 57684.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6.44000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113679I37 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7634.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -71.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI4000297767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 21243.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -197.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Teleperformance SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051807 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74059.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 22.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010558797 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 708.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -13.50000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009007884 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44912.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -31.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cie Generale des Etablissements Michelin SCA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR001400AJ45 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 163532.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3441.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131906 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60516.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -622.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0004125920 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38547.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1345.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Infrastrutture Wireless Italiane SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005090300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 109333.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1454.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Eurofins Scientific SE |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0014000MR3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74402.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1196.57000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0015000IY2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106855.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1394.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006452907 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 14546.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 62.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012969182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 41568.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1447.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0124244E34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 90583.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -699.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aeroports de Paris SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010340141 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 43239.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1166.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003492391 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65258.79000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 681.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974320526 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37140.41000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 603.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Anheuser-Busch InBev SA/NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974293251 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22061.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -679.80000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010313833 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16121.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -669.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000235190 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 337352.42000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 17441.79000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005211237 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79186.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1868.64000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU2290522684 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11595.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -28.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000CBK1001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 156505.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -515.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 174222.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -7575.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005278236 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 132391.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2940.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A0Z2ZZ5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99020.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1961.06000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009014575 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7429.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 55.20000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009082 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 171856.02000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -633.00000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120644 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63699.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1078.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sartorius Stedim Biotech |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013154002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 156337.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3076.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Societe Generale SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130809 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 306255.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4555.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013296 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78480.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -907.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Gaztransport Et Technigaz SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0011726835 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48928.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1498.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Infineon Technologies AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006231004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39599.63000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -229.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003565737 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 69476.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -998.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004056880 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50566.21000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 389.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banco de Sabadell SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113860A34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 192475.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1574.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000TLX1005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 39047.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 110.33000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010832176 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58141.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2849.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004965148 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7729.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 175.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130452 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106151.93000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3367.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003810273 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40513.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -261.22000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006070006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 341.75000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013654783 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 159444.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3132.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0006237562 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22528.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -290.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006602006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 77783.90000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 78.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI4000074984 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59299.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -59.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0011981968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 13371.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -117.39000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010908533 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 136353.96000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11079.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013267909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 217893.77000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1717.38000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013447729 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73431.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3290.12000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009165 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53210.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1898.63000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121972 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 238067.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2751.56000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005239360 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141474.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1476.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007010803 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 47259.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3162.60000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011821202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 5567.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 64.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010801007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84914.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2892.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wacker Chemie AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000WCH8881 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 122781.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -275.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1EWWW0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91925.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2081.53000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105046009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59129.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 776.11000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009005987 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 186465.66000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3037.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005218380 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 140590.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2680.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ArcelorMittal SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU1598757687 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78235.14000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1823.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banco Santander SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113900J37 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 249211.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2063.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120628 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81174.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -424.04000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Deutsche Bank AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005140008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 137817.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2361.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pernod Ricard SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120693 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 99191.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4982.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Interpump Group SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0001078911 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 76799.56000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 356.20000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Poste Italiane SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003796171 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 317044.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5428.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120172 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 145981.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -6272.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120073 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 48842.24000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1626.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Wartsila OYJ Abp |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009003727 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 111820.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1624.94000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0001233417 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81531.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2565.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 115043.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3603.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Assicurazioni Generali SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000062072 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 167760.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2202.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Dassault Aviation SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0014004L86 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53601.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2095.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lotus Bakeries NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003604155 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 61879.49000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2506.02000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0001157020 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64699.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1639.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012059018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 35097.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -616.49000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bureau Veritas SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0006174348 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 58357.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1376.21000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Elia Group SA/NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003822393 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7191.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 337.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Henkel AG & Co. KGaA (Preference) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006048432 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42381.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -315.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ABN AMRO Bank NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011540547 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18263.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -88.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| STMicroelectronics NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000226223 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 141200.39000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2516.96000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009000681 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 62415.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 771.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Koninklijke Vopak NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0009432491 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84297.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 725.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013227113 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 60287.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1819.59000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125486 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7483.71000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -234.09000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0015001FS8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123730.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1247.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Recordati Industria Chimica e Farmaceutica SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003828271 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 73803.78000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1215.41000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Sampo OYJ, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI4000552500 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 121481.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 202.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mercedes-Benz Group AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007100000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 305707.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -869.01000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Evonik Industries AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000EVNK013 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51317.99000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -126.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banco Bilbao Vizcaya Argentaria SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113211835 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7809.95000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 77.86000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120321 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7482.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 464.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Carl Zeiss Meditec AG |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005313704 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46400.60000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 249.98000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007037129 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 194476.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 9880.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000133308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 164540.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1932.63000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000360618 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10590.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 133.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005470405 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 34266.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -60.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125338 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 225453.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4888.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000127771 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 126098.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1121.45000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Bayer AG (Registered) |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000BAY0017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22578.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 146.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Banca Generali SpA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0001031084 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10356.46000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -132.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Stora Enso OYJ, Class R |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009005961 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 7715.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 11.61000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| ASR Nederland NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011872643 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42466.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 339.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A161408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8205.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1147.18000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BE Semiconductor Industries NV |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012866412 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38588.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -577.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1PHFF7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20593.16000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 787.52000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0140609019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 10477.70000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -108.35000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0012757854 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24600.47000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -428.89000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010273215 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8153.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -12.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0132105018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 98031.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 106.81000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005282865 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 63550.53000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1255.23000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Orion OYJ, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009014377 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 55657.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 64.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG0112X1056 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29560.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -699.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005366767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45415.18000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -732.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cie de Saint-Gobain SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 82673.91000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -795.03000000 |
| 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.
| ESTR |
| Receipts: Floating rate Spread.
| 0.00230000 |
| Receipt: Floating Rate Reset Dates.
| Day |
| Receipt: Floating Rate Reset Dates Unit.
| 1 |
| Receipts: Floating Rate Tenor.
| Day |
| Receipts: Floating Rate Tenor Unit.
| 1 |
| Receipts: Base currency.
|
United States Dollar
|
| Receipts: Amount.
| 0.00000000 |
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.
| ESTR |
| Payments: Floating rate Spread.
| 0.00230000 |
| Payment: Floating Rate Reset Dates.
| Day |
| Payment: Floating Rate Reset Dates Unit.
| 1 |
| Payment: Floating Rate Tenor.
| Day |
| Payment: Floating Rate Tenor Unit.
| 1 |
| Payments: Base currency
|
United States Dollar
|
| Payments: Amount
| 0.00000000 |
| ii. Termination or maturity date.
| 2025-04-25 |
| 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.
| 15856049.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 11595.50000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797HP5 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797HP56 |
| 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 | AQR16388860 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 2253000.00000000 |
| 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.
| 2204615.56000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 6.250460121527 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-11-29 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603905 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2092.78000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00593338728 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60938.97000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2092.78000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60938.97000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2092.78000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603756 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -49.23000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00013957542 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5826.04000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7804.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -49.23000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5826.04000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7804.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -49.23000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603940 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -39.95000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00011326504 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1834.59000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18944.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -39.95000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1834.59000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18944.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -39.95000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602766 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 52.36000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000148449506 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23827.81000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 52.36000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 23827.81000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 52.36000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601659 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1108.73000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00314343814 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 84567.41000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 578500.00000000 |
| Description of currency purchased.
|
Denmark Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1108.73000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 84567.41000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 578500.00000000 |
| Description of currency purchased.
|
Denmark Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1108.73000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603507 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2292.36000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00649923053 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 61138.55000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2292.36000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 61138.55000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2292.36000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603925 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -276.74000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00078460497 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24156.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -276.74000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24156.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -276.74000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602398 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -32.71000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00009273841 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5807.30000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7801.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -32.71000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5807.30000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7801.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -32.71000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602401 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1783.40000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00505624235 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60629.59000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1783.40000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60629.59000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1783.40000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601656 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1109.15000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00314462891 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 84567.83000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 578500.00000000 |
| Description of currency purchased.
|
Denmark Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1109.15000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 84567.83000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 578500.00000000 |
| Description of currency purchased.
|
Denmark Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1109.15000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797GB7 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797GB79 |
| 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 | AQR16065037 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 2583000.00000000 |
| 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.
| 2579231.92000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 7.312561225019 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-07-11 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML SEK |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 2533671.89000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Sweden Krona
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -42662.36000000 |
| Exchange rate.
| 10.59900000 |
| Percentage value compared to net assets of the Fund.
| -0.12095504754 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus STIBOR +/- spread (-10.00% to 0.23%). SEK Currency. Maturity 24-25 Months 06/25/26 |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0020050417 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42999.03000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -583.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| SSAB AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000120669 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 84256.83000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1775.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000695876 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30610.37000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -69.40000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| H & M Hennes & Mauritz AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000106270 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 138569.33000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -18785.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015949748 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93349.30000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -994.48000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Billerud Aktiebolag |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000862997 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42752.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1060.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Epiroc AB, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015658109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 167392.07000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1043.62000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0012673267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 125948.15000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -428.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Telefonaktiebolaget LM Ericsson, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000108656 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 36591.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -795.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Elekta AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000163628 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 51930.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -170.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0006993770 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20786.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 491.87000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Hexagon AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015961909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105063.13000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3148.99000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000108227 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 59688.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 899.71000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Atlas Copco AB, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0017486889 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 40030.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -374.05000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0012853455 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105014.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1103.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667925 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 187469.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 3211.84000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Trelleborg AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000114837 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 106824.94000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2556.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swedbank AB, Class A |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000242455 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 50383.34000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 743.32000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Saab AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0021921269 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 53815.67000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2544.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| AddTech AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0014781795 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23466.28000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -27.85000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lifco AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015949201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 80338.19000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -970.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Embracer Group AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0016828511 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37496.73000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -384.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Millicom International Cellular SA |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0001174970 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45187.86000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2205.24000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Holmen AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0011090018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 45957.69000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 832.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Electrolux AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0016589188 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 152878.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 147.17000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Securitas AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000163594 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 149567.11000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1723.66000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0007074281 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18866.98000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 322.47000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Getinge AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000202624 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 30829.50000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -88.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Swedish Orphan Biovitrum AB |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000872095 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 105958.68000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1046.14000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0001515552 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 37705.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 78.68000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Volvo Car AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0021628898 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 67093.22000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -333.58000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Volvo AB, Class B |
At least one of the following other identifiers:
| Identifier.
| CUSIP |
| CUSIP. | 928856301 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 116138.85000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1976.76000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Skanska AB, Class B |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000113250 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 78710.12000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 798.65000000 |
| 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.
| STIBOR |
| Receipts: Floating rate Spread.
| 0.00230000 |
| 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.
| 0.00000000 |
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.
| STIBOR |
| Payments: Floating rate Spread.
| 0.00230000 |
| 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
| 0.00000000 |
| ii. Termination or maturity date.
| 2026-06-25 |
| 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.
| 2533672.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -15342.35000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment.
| U.S. Treasury Bills |
| d. CUSIP (if any).
| 912797JU2 |
At least one of the following other identifiers:
| Identifier.
| ISIN |
| ISIN | US912797JU24 |
| 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 | AQR16530409 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1074000.00000000 |
| 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.
| 1069142.77000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 3.031201615988 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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.
|
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date.
| 2024-08-01 |
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601698 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -721.16000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00204461127 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53649.01000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 49232.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -721.16000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53649.01000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 49232.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -721.16000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602694 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 4.10000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000011624197 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9637.78000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 4.10000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9637.78000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 4.10000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602733 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1625.61000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00460888086 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60471.80000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1625.61000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60471.80000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1625.61000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603689 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -12.49000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00003541127 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1209.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.49000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1209.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.49000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602138 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -7.42000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00002103696 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 705.06000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7434.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7.42000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 705.06000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7434.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -7.42000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603588 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -30.93000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00008769181 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1828.60000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18976.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -30.93000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1828.60000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 18976.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -30.93000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603528 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -6.89000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001953432 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 441.78000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -6.89000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 441.78000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -6.89000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603478 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -12.33000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00003495764 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1209.69000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.33000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1209.69000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.33000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603582 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -3.67000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001040507 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.55000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.67000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 319.55000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 3366.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3.67000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601611 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1595.42000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00452328708 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60441.61000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1595.42000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60441.61000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1595.42000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 604061 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -15.78000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00004473898 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1219.33000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12825.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -15.78000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1219.33000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12825.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -15.78000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602404 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1783.70000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00505709291 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60629.89000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1783.70000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60629.89000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1783.70000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603741 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -8.15000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00002310663 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 443.65000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 715.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -8.15000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 443.65000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 715.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -8.15000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602269 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -572.56000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00162330499 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53481.05000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 49214.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -572.56000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53481.05000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 49214.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -572.56000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602520 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -115.90000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00032859621 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31514.66000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -115.90000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 31514.66000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 42874.00000000 |
| Description of currency purchased.
|
Canada Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -115.90000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603149 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -45.58000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00012922705 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5820.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7802.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -45.58000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5820.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7802.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -45.58000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603185 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -880.53000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00249645232 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83727.76000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -880.53000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 83727.76000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 65500.00000000 |
| Description of currency purchased.
|
United Kingdom Pound
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -880.53000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602718 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -29.58000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00008386433 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5804.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7802.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -29.58000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5804.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7802.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -29.58000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603161 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -154.74000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00043871422 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24034.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -154.74000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24034.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -154.74000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603753 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -49.20000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00013949036 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5826.01000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7804.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -49.20000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5826.01000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7804.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -49.20000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Total Return Basket Swap |
| d. CUSIP (if any).
| 000000000 |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML AUD |
| Description of other unique identifier.
| Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 2713168.28000000 |
| Units
|
Principal amount
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
Australia 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.
| 22429.10000000 |
| Exchange rate.
| 1.49902563 |
| Percentage value compared to net assets of the Fund.
| 0.063590313728 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name.
| N/A |
| Index identifier, if any.
| N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount
of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description.
| Rec/pay the total return of custom basket plus BBR +/- spread (-1.20% to 0.30%). AUD Currency. Maturity 24 Months 01/28/25 to 06/24/26 |
For all other indices or custom baskets provide:
| i. Name.
| Pro Medicus Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000PME8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 38083.97000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -169.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AWC3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 20184.26000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 866.75000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WOR2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 52649.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1402.65000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000MPL3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 49816.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 736.70000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Westpac Banking Corp. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WBC1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 123635.62000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1489.10000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000EVN4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 46921.65000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 70.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Tabcorp Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TAH8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 2906.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 43.90000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| James Hardie Industries plc |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000JHX1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 79276.87000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -4552.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ALQ6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 65054.72000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2557.43000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NXT8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11663.25000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 59.31000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000REH4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24231.89000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 935.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000JBH7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 91015.31000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -3917.82000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Lynas Rare Earths Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000LYC6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 54692.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1431.42000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CSL8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24316.06000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -21.08000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Ramsay Health Care Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000RHC8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22542.52000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 163.15000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Aristocrat Leisure Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ALL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 94279.92000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -643.78000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Commonwealth Bank of Australia |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CBA7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 23888.61000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 309.55000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| WiseTech Global Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WTC3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 24131.84000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1344.83000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Domino's Pizza Enterprises Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000DMP0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 93342.27000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 4912.76000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000030678 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 16381.17000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -200.76000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SUN6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 104457.64000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1414.51000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000COH5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166879.43000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -814.54000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Woolworths Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WOW2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 134442.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1333.73000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Endeavour Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000154833 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17360.20000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 356.65000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Qube Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000QUB5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 11196.29000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -28.67000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Qantas Airways Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000QAN2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 74674.45000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2767.46000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000088338 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 26304.88000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -479.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AGL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 166086.51000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -2325.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| BlueScope Steel Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BSL0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29565.57000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 550.28000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Cleanaway Waste Management Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CWY3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 81555.04000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1579.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Harvey Norman Holdings Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000HVN7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 18218.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -1888.69000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CPU5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 42045.55000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -212.16000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Treasury Wine Estates Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TWE9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 107417.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1442.07000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Liontown Resources Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000LTR4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 27425.58000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -0.37000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZXROE0001S2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 92064.35000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 1797.34000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| QBE Insurance Group Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000QBE9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 194902.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -5697.19000000 |
| 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.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AZJ1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 44834.08000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -597.19000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| New Hope Corp. Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NHC7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 64661.40000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -868.26000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000FMG4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 29426.76000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -453.91000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Mineral Resources Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000MIN4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 22467.09000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 959.97000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000REA9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 17627.59000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 257.13000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Pilbara Minerals Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000PLS0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 85152.01000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 2785.92000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BXB1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 161568.80000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -497.10000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name.
| Atlas Arteria Ltd. |
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000013559 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 25786.48000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| -275.72000000 |
| ISO Currency Code.
|
United States Dollar
|
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier.
| ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000S320 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions).
| 8032.81000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Value.
| 227.98000000 |
| 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.
| BBR |
| Receipts: Floating rate Spread.
| 0.00300000 |
| 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.
| 0.00000000 |
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.
| BBR |
| Payments: Floating rate Spread.
| 0.00300000 |
| 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
| 0.00000000 |
| ii. Termination or maturity date.
| 2025-01-28 |
| iii. Upfront payments or receipts |
| Upfront payments.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| Upfront receipts.
| 0.00000000 |
| ISO Currency Code.
|
United States Dollar
|
| iv. Notional amount.
| 2713168.00000000 |
| ISO Currency Code.
| USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -3050.72000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603914 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2092.47000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00593250838 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60938.66000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2092.47000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60938.66000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2092.47000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603783 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1757.15000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00498181914 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106576.47000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1757.15000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 106576.47000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 97500.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1757.15000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603678 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -209.30000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00059340110 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12740.16000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 132274.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -209.30000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 12740.16000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 132274.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -209.30000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603084 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -21.58000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00006118297 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1218.94000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -21.58000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1218.94000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -21.58000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602194 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -23.36000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00006622957 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5797.95000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7801.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -23.36000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5797.95000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7801.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -23.36000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603893 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -11.53000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00003268951 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1208.89000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -11.53000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1208.89000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12759.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -11.53000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603570 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -67.11000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00019026826 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3521.03000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -67.11000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3521.03000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -67.11000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602377 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2.10000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000595385 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 436.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2.10000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 436.99000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2.10000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603137 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -6.96000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00001973278 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 441.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -6.96000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 441.85000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -6.96000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602757 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -80.46000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00022811778 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3534.38000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -80.46000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3534.38000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -80.46000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602153 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -12.72000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00003606336 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 810.11000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 8497.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.72000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 810.11000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 8497.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -12.72000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602754 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -80.44000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00022806108 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3534.36000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -80.44000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 3534.36000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 13000.00000000 |
| Description of currency purchased.
|
Israel Shekel
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -80.44000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602682 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 3.75000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.000010631887 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9638.13000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3.75000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9638.13000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 3.75000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602670 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -22.34000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00006333770 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1219.51000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12757.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -22.34000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 1219.51000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 12757.00000000 |
| Description of currency purchased.
|
Norway Krone
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -22.34000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603771 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -201.71000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00057188216 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24081.88000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -201.71000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24081.88000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -201.71000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603131 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2001.68000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00567510328 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60847.87000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2001.68000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60847.87000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2001.68000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602386 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2.11000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000598220 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 437.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2.11000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 437.00000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2.11000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 599431 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -8.43000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00002390048 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9650.31000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -8.43000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 9650.31000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 75125.00000000 |
| Description of currency purchased.
|
Hong Kong Dollar
|
| iii. Settlement date.
| 2024-09-19 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -8.43000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603540 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -214.40000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00060786046 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24094.57000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -214.40000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 24094.57000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 21250.00000000 |
| Description of currency purchased.
|
Switzerland Franc
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -214.40000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603152 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -45.55000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00012914199 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5820.88000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7802.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -45.55000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 5820.88000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 7802.00000000 |
| Description of currency purchased.
|
Singapore Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -45.55000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 603128 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2001.38000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00567425273 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60847.57000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2001.38000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60847.57000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353438.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2001.38000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 604073 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -237.47000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00067326784 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 11004.95000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 113660.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -237.47000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 11004.95000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 113660.00000000 |
| Description of currency purchased.
|
Sweden Krona
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -237.47000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602230 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| 624.87000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| 0.001771612741 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 78923.46000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 119000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 624.87000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 78923.46000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 119000.00000000 |
| Description of currency purchased.
|
Australia Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| 624.87000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601602 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -1595.72000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00452413763 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60441.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1595.72000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 60441.91000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 9353437.00000000 |
| Description of currency purchased.
|
Japan Yen
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -1595.72000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601701 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -720.89000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00204384577 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53648.74000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 49232.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -720.89000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53648.74000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 49232.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -720.89000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 601617 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -2.79000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00000791012 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 437.68000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2.79000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 437.68000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 714.00000000 |
| Description of currency purchased.
|
New Zealand Dollar
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -2.79000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part C: Schedule of Portfolio Investments
|
|
For each investment held by the Fund and its consolidated subsidiaries,
disclose the information requested in Part C. A Fund may report
information for securities in an aggregate amount not exceeding five
percent of its total assets as miscellaneous securities in Part D in
lieu of reporting those securities in Part C, provided that the
securities so listed are not restricted, have been held for not more
than one year prior to the end of the reporting period covered by this
report, and have not been previously reported by name to the
shareholders of the Fund or to any exchange, or set forth in any
registration statement, application, or report to shareholders or
otherwise made available to the public.
|
Item C.1. Identification of investment.
| a. Name of issuer (if any).
| N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series.
| N/A |
| c. Title of the issue or description of the investment.
| Forward Foreign Currency Contract |
| d. CUSIP (if any).
| N/A |
At least one of the following other identifiers:
| Identifier.
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 602422 |
| Description of other unique identifier.
| Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units.
For derivatives contracts, as applicable, provide the number of contracts.
| Balance
| 1.00000000 |
| Units
|
Number of contracts
|
| Description of other units.
| |
| Currency. Indicate the currency in which the investment is denominated.
|
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value.
| -685.18000000 |
| Exchange rate.
| |
| Percentage value compared to net assets of the Fund.
| -0.00194260185 |
Item C.3. Indicate payoff profile among the following categories (long, short, 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-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description.
| |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio
investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the
percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7
Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances:
(1) if portions of the position have differing liquidity features that justify treating the portions separately;
(2) if a fund has multiple sub-advisers with differing liquidity views; or
(3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position
(rather than basing it on the sizes it would reasonably anticipated trading).
In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
|
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable).
| |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
|
a. Select the category that reflects the transaction (repurchase,
reverse repurchase). Select "repurchase agreement" if the Fund is
the cash lender and receives collateral. Select "reverse repurchase
agreement" if the Fund is the cash borrower and posts collateral.
|
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate.
| |
| e. Maturity date.
| |
f. Provide the following information concerning the securities subject to the repurchase agreement
(i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those
securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely
represents the investment, selected from among the following
(forward, future, option, swaption, swap (including but not limited
to total return swaps, credit default swaps, and interest rate
swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
|
Counterparty Record: 1 |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53219.55000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48866.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -685.18000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold.
| 53219.55000000 |
| Description of currency sold.
|
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased.
| 48866.00000000 |
| Description of currency purchased.
|
Euro Member Countries
|
| iii. Settlement date.
| 2024-09-18 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number.
| -685.18000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent
reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent
that is treated as a Fund asset and received for
loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
