The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549

FORM NPORT-P
Monthly Portfolio Investments Report

NPORT-P: Filer Information

Confidential
Filer CIK
0001282957
Filer CCC
********
Filer Investment Company Type
Is this a LIVE or TEST Filing? LIVE TEST
Would you like a Return Copy?
Is this an electronic copy of an official filing submitted in paper format?

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only?
Notification E-mail Address
Series ID
Class (Contract) ID

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant
Gabelli Global Utility & Income Trust
b. Investment Company Act file number for Registrant: (e.g., 811-______)
811-21529
c. CIK number of Registrant
0001282957
d. LEI of Registrant
549300Y9IKVB1DQ6Z097
e. Address and telephone number of Registrant:
i. Street Address 1
One Corporate Center
ii. Street Address 2
iii. City
Rye
iv. State, if applicable
v. Foreign country, if applicable
vi. Zip / Postal Code
10580-1422
vii. Telephone number
1-800-422-3554

Item A.2. Information about the Series.

a. Name of Series.
Gabelli Global Utility & Income Trust
b. EDGAR series identifier (if any).
c. LEI of Series.
549300Y9IKVB1DQ6Z097

Item A.3. Reporting period.

a. Date of fiscal year-end.
2020-12-31
b. Date as of which information is reported.
2020-06-30

Item A.4. Final filing

a. Does the Fund anticipate that this will be its final filing on Form N PORT? Yes No

NPORT-P: Part B: Information About the Fund

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
150847868.42
b. Total liabilities.
64932791.14
c. Net assets.
85915077.28

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

a. Assets attributable to miscellaneous securities reported in Part D.
0.00000000
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities.
0.00000000
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
Amounts payable after one year.
Banks or other financial institutions for borrowings.
0.00000000
Controlled companies.
0.00000000
Other affiliates.
0.00000000
Others.
0.00000000
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis:
0.00000000
(ii) On a standby commitment basis:
0.00000000
e. Liquidation preference of outstanding preferred stock issued by the Fund.
64612900.00000000
f. Cash and cash equivalents not reported in Parts C and D.
70433.92000000

Item B.3. Portfolio level risk metrics.

If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Currency Metric Record ISO Currency code 3 month 1 year 5 years 10 years 30 years
#1 United States Dollar
Interest Rate Risk (DV01)
568.58639000 14.65651000 0.00000000 0.00000000 0.00000000
Interest Rate Risk (DV100)
56858.63722000 1465.65096000 0.00000000 0.00000000 0.00000000

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

Credit Spread Risk 3 month 1 year 5 years 10 years 30 years
Investment grade 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Non-Investment grade 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000

For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).

Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.

Item B.4. Securities lending.

a. For each borrower in any securities lending transaction, provide the following information:

Borrower Information Record Name of borrower LEI (if any) of borrower Aggregate value of all securities on loan to the borrower

b. Did any securities lending counterparty provide any non-cash collateral? Yes No

Item B.5. Return information.

a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.

Monthly Total Return Record Monthly total returns of the Fund for each of the preceding three months Class identification number(s) (if any) of the Class(es) for which returns are reported
Month 1 Month 2 Month 3
#1 15.29000000 1.70000000 1.45000000 C000000000

b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category Instrument type Month 1 Month 2 Month 3
Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation) Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation) Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation)
Commodity Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Credit Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Equity Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Foreign Exchange Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Month Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation)
Month 1 -681397.50000000 6334865.31000000
Month 2 -1628122.93000000 4815713.45000000
Month 3 -211580.78000000 880065.07000000

Item B.6. Flow information.

a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies.

Month Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) Total net asset value of shares sold in connection with reinvestments of dividends and distributions Total net asset value of shares redeemed or repurchased, including exchanges
Month 1 0.00000000 0.00000000 0.00000000
Month 2 0.00000000 30197.01000000 0.00000000
Month 3 0.00000000 14328.70000000 0.00000000

Item B.7. Highly Liquid Investment Minimum information.

a. If applicable, provide the Fund's current Highly Liquid Investment Minimum.
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period.
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? Yes No N/A

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments
(2) Less Liquid Investments
(3) Illiquid Investments
Classification

NPORT-P: Part C: Schedule of Portfolio Investments

For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public.
Schedule of Portfolio Investments Record: 1

Item C.1. Identification of investment.

a. Name of issuer (if any).
DISH Network Corp
b. LEI (if any) of issuer. (1)
529900U350CWHH15G169
c. Title of the issue or description of the investment.
DISH Network Corp
d. CUSIP (if any).
25470M109
At least one of the following other identifiers:
- ISIN
US25470M1099
- Ticker (if ISIN is not available).
DISH

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
38000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1311380.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.526367712766

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 2

Item C.1. Identification of investment.

a. Name of issuer (if any).
Manchester United Plc
b. LEI (if any) of issuer. (1)
529900GWGZPE83MJOV59
c. Title of the issue or description of the investment.
Manchester United Plc
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
KYG5784H1065
- Ticker (if ISIN is not available).
MANU
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
B8Q8MV8
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
16000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
253280.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.294802737794

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 3

Item C.1. Identification of investment.

a. Name of issuer (if any).
Owens & Minor Inc
b. LEI (if any) of issuer. (1)
549300LMT5KQQXCEZ733
c. Title of the issue or description of the investment.
Owens & Minor Inc
d. CUSIP (if any).
690732102
At least one of the following other identifiers:
- ISIN
US6907321029
- Ticker (if ISIN is not available).
OMI

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
40000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
304800.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.354768929563

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 4

Item C.1. Identification of investment.

a. Name of issuer (if any).
Italgas SpA
b. LEI (if any) of issuer. (1)
815600F25FF44EF1FA76
c. Title of the issue or description of the investment.
Italgas SpA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IT0005211237
- Ticker (if ISIN is not available).
IG
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BD2Z8S7
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
16000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
92935.47000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.108171316307

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ITALY
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 5

Item C.1. Identification of investment.

a. Name of issuer (if any).
NextEra Energy Partners LP
b. LEI (if any) of issuer. (1)
5493008F4ZOQFNG3WN54
c. Title of the issue or description of the investment.
NextEra Energy Partners LP
d. CUSIP (if any).
65341B106
At least one of the following other identifiers:
- ISIN
US65341B1061
- Ticker (if ISIN is not available).
NEP

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
36314.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1862181.92000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.167468131270

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 6

Item C.1. Identification of investment.

a. Name of issuer (if any).
Bank of New York Mellon Corp/T
b. LEI (if any) of issuer. (1)
WFLLPEPC7FZXENRZV188
c. Title of the issue or description of the investment.
Bank of New York Mellon Corp/The
d. CUSIP (if any).
064058100
At least one of the following other identifiers:
- ISIN
US0640581007
- Ticker (if ISIN is not available).
BK

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
11000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
425150.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.494849115498

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 7

Item C.1. Identification of investment.

a. Name of issuer (if any).
Sony Corp
b. LEI (if any) of issuer. (1)
529900R5WX9N2OI2N910
c. Title of the issue or description of the investment.
Sony Corp
d. CUSIP (if any).
835699307
At least one of the following other identifiers:
- ISIN
US8356993076
- Ticker (if ISIN is not available).
SNE

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
34000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2350420.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.735747990239

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 8

Item C.1. Identification of investment.

a. Name of issuer (if any).
BT Group PLC
b. LEI (if any) of issuer. (1)
213800LRO7NS5CYQMN21
c. Title of the issue or description of the investment.
BT Group PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB0030913577
- Ticker (if ISIN is not available).
BT/A
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
3091357
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
142500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
201379.42000000
f. Exchange rate.
0.80704000
g. Percentage value compared to net assets of the Fund.
0.234393573718

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 9

Item C.1. Identification of investment.

a. Name of issuer (if any).
Alliant Energy Corp
b. LEI (if any) of issuer. (1)
5493009ML300G373MZ12
c. Title of the issue or description of the investment.
Alliant Energy Corp
d. CUSIP (if any).
018802108
At least one of the following other identifiers:
- ISIN
US0188021085
- Ticker (if ISIN is not available).
LNT

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1400.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
66976.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.077956049299

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 10

Item C.1. Identification of investment.

a. Name of issuer (if any).
CONSOL Energy Inc
b. LEI (if any) of issuer. (1)
549300YJCTPJBTK7IJ81
c. Title of the issue or description of the investment.
CONSOL Energy Inc
d. CUSIP (if any).
20854L108
At least one of the following other identifiers:
- ISIN
US20854L1089
- Ticker (if ISIN is not available).
CEIX

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
5070.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.005901176092

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 11

Item C.1. Identification of investment.

a. Name of issuer (if any).
Givaudan SA
b. LEI (if any) of issuer. (1)
213800SVRMQA1TD91D41
c. Title of the issue or description of the investment.
Givaudan SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0010645932
- Ticker (if ISIN is not available).
GIVN
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
5980613
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
600.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
2234207.61000000
f. Exchange rate.
0.94745000
g. Percentage value compared to net assets of the Fund.
2.600483734325

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 12

Item C.1. Identification of investment.

a. Name of issuer (if any).
Telecom Italia SpA/Milano
b. LEI (if any) of issuer. (1)
549300W384M3RI3VXU42
c. Title of the issue or description of the investment.
Telecom Italia SpA/Milano
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IT0003497168
- Ticker (if ISIN is not available).
TIT
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
7634394
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
40000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
15715.44000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.018291830139

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ITALY
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 13

Item C.1. Identification of investment.

a. Name of issuer (if any).
PPL Corp
b. LEI (if any) of issuer. (1)
9N3UAJSNOUXFKQLF3V18
c. Title of the issue or description of the investment.
PPL Corp
d. CUSIP (if any).
69351T106
At least one of the following other identifiers:
- ISIN
US69351T1060
- Ticker (if ISIN is not available).
PPL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8400.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
217056.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.252640173147

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 14

Item C.1. Identification of investment.

a. Name of issuer (if any).
Consolidated Water Co Ltd
b. LEI (if any) of issuer. (1)
5299001BMEW8X9VIJA73
c. Title of the issue or description of the investment.
Consolidated Water Co Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
KYG237731073
- Ticker (if ISIN is not available).
CWCO
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
2099095
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
72150.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.083978275157

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CAYMAN ISLANDS
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 15

Item C.1. Identification of investment.

a. Name of issuer (if any).
TELUS Corp
b. LEI (if any) of issuer. (1)
L2TEUTQ8OSHMJWVLCE40
c. Title of the issue or description of the investment.
TELUS Corp
d. CUSIP (if any).
87971M103
At least one of the following other identifiers:
- ISIN
CA87971M1032
- Ticker (if ISIN is not available).
T
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
2381093
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Canada Dollar
e. Value. (4)
83861.23000000
f. Exchange rate.
1.35760000
g. Percentage value compared to net assets of the Fund.
0.097609444878

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 16

Item C.1. Identification of investment.

a. Name of issuer (if any).
NiSource Inc
b. LEI (if any) of issuer. (1)
549300D8GOWWH0SJB189
c. Title of the issue or description of the investment.
NiSource Inc
d. CUSIP (if any).
65473P105
At least one of the following other identifiers:
- ISIN
US65473P1057
- Ticker (if ISIN is not available).
NI

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
36000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
818640.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.952847888772

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 17

Item C.1. Identification of investment.

a. Name of issuer (if any).
CNX Resources Corp
b. LEI (if any) of issuer. (1)
549300JK3KH8PWM3B226
c. Title of the issue or description of the investment.
CNX Resources Corp
d. CUSIP (if any).
12653C108
At least one of the following other identifiers:
- ISIN
US12653C1080
- Ticker (if ISIN is not available).
CNX

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
69200.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.080544651987

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 18

Item C.1. Identification of investment.

a. Name of issuer (if any).
Davide Campari-Milano SpA
b. LEI (if any) of issuer. (1)
213800ED5AN2J56N6Z02
c. Title of the issue or description of the investment.
Davide Campari-Milano SpA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IT0005252207
- Ticker (if ISIN is not available).
CPR
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BZ4CMZ5
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
80000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
674096.71000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.784608163481

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ITALY
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 19

Item C.1. Identification of investment.

a. Name of issuer (if any).
Pernod Ricard SA
b. LEI (if any) of issuer. (1)
52990097YFPX9J0H5D87
c. Title of the issue or description of the investment.
Pernod Ricard SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000120693
- Ticker (if ISIN is not available).
RI
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
4682329
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
314690.81000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.366281239524

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 20

Item C.1. Identification of investment.

a. Name of issuer (if any).
McCormick & Co Inc/MD
b. LEI (if any) of issuer. (1)
549300JQQA6MQ4OJP259
c. Title of the issue or description of the investment.
McCormick & Co Inc/MD
d. CUSIP (if any).
579780206
At least one of the following other identifiers:
- ISIN
US5797802064
- Ticker (if ISIN is not available).
MKC

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
986755.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.148523671560

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 21

Item C.1. Identification of investment.

a. Name of issuer (if any).
Remy Cointreau SA
b. LEI (if any) of issuer. (1)
5493004V6A3Z027YT216
c. Title of the issue or description of the investment.
Remy Cointreau SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000130395
- Ticker (if ISIN is not available).
RCO
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
4741714
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
408502.61000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.475472551422

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 22

Item C.1. Identification of investment.

a. Name of issuer (if any).
Comcast Corp
b. LEI (if any) of issuer. (1)
51M0QTTNCGUN7KFCFZ59
c. Title of the issue or description of the investment.
Comcast Corp
d. CUSIP (if any).
20030N101
At least one of the following other identifiers:
- ISIN
US20030N1019
- Ticker (if ISIN is not available).
CMCSA

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
14000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
545720.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.635185368246

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 23

Item C.1. Identification of investment.

a. Name of issuer (if any).
Heineken NV
b. LEI (if any) of issuer. (1)
724500K5PTPSST86UQ23
c. Title of the issue or description of the investment.
Heineken NV
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NL0000009165
- Ticker (if ISIN is not available).
HEIA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
7792559
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
553163.76000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.643849458689

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NETHERLANDS
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 24

Item C.1. Identification of investment.

a. Name of issuer (if any).
California Water Service Group
b. LEI (if any) of issuer. (1)
529900QABDOBU6UVRQ36
c. Title of the issue or description of the investment.
California Water Service Group
d. CUSIP (if any).
130788102
At least one of the following other identifiers:
- ISIN
US1307881029
- Ticker (if ISIN is not available).
CWT

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5400.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
257580.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.299807680042

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 25

Item C.1. Identification of investment.

a. Name of issuer (if any).
Petroleo Brasileiro SA
b. LEI (if any) of issuer. (1)
5493000J801JZRCMFE49
c. Title of the issue or description of the investment.
Petroleo Brasileiro SA
d. CUSIP (if any).
71654V408
At least one of the following other identifiers:
- ISIN
US71654V4086
- Ticker (if ISIN is not available).
PBR

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
82700.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.096257842765

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BRAZIL
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 26

Item C.1. Identification of investment.

a. Name of issuer (if any).
Pfizer Inc
b. LEI (if any) of issuer. (1)
765LHXWGK1KXCLTFYQ30
c. Title of the issue or description of the investment.
Pfizer Inc
d. CUSIP (if any).
717081103
At least one of the following other identifiers:
- ISIN
US7170811035
- Ticker (if ISIN is not available).
PFE

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
25000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
817500.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.951520997107

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 27

Item C.1. Identification of investment.

a. Name of issuer (if any).
Boralex Inc
b. LEI (if any) of issuer. (1)
5493004UT7HNQU2SVR90
c. Title of the issue or description of the investment.
Boralex Inc
d. CUSIP (if any).
09950M300
At least one of the following other identifiers:
- ISIN
CA09950M3003
- Ticker (if ISIN is not available).
BLX
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
2099084
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1700.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Canada Dollar
e. Value. (4)
38693.28000000
f. Exchange rate.
1.35760000
g. Percentage value compared to net assets of the Fund.
0.045036658552

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 28

Item C.1. Identification of investment.

a. Name of issuer (if any).
American Electric Power Co Inc
b. LEI (if any) of issuer. (1)
1B4S6S7G0TW5EE83BO58
c. Title of the issue or description of the investment.
American Electric Power Co Inc
d. CUSIP (if any).
025537101
At least one of the following other identifiers:
- ISIN
US0255371017
- Ticker (if ISIN is not available).
AEP

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
25000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1991000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.317404654728

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 29

Item C.1. Identification of investment.

a. Name of issuer (if any).
Halliburton Co
b. LEI (if any) of issuer. (1)
ENYF8GB5SMQZ25S06U51
c. Title of the issue or description of the investment.
Halliburton Co
d. CUSIP (if any).
406216101
At least one of the following other identifiers:
- ISIN
US4062161017
- Ticker (if ISIN is not available).
HAL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
129800.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.151079419479

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 30

Item C.1. Identification of investment.

a. Name of issuer (if any).
Landis+Gyr Group AG
b. LEI (if any) of issuer. (1)
529900PZYVAKCYSLFL19
c. Title of the issue or description of the investment.
Landis+Gyr Group AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0371153492
- Ticker (if ISIN is not available).
LAND
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BF41XY8
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
7600.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
491719.88000000
f. Exchange rate.
0.94745000
g. Percentage value compared to net assets of the Fund.
0.572332465461

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 31

Item C.1. Identification of investment.

a. Name of issuer (if any).
Kikkoman Corp
b. LEI (if any) of issuer. (1)
529900T9K5UH9HXOND47
c. Title of the issue or description of the investment.
Kikkoman Corp
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3240400006
- Ticker (if ISIN is not available).
2801
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
6490809
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3300.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
158620.05000000
f. Exchange rate.
107.97500000
g. Percentage value compared to net assets of the Fund.
0.184624230137

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 32

Item C.1. Identification of investment.

a. Name of issuer (if any).
Naspers Ltd
b. LEI (if any) of issuer. (1)
21380044BQ8812EEKT59
c. Title of the issue or description of the investment.
Naspers Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
ZAE000015889
- Ticker (if ISIN is not available).
NPN
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
6622691
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
South Africa Rand
e. Value. (4)
364571.10000000
f. Exchange rate.
17.35250000
g. Percentage value compared to net assets of the Fund.
0.424338907141

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SOUTH AFRICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 33

Item C.1. Identification of investment.

a. Name of issuer (if any).
TREASURY BILL
b. LEI (if any) of issuer. (1)
254900HROIFWPRGM1V77
c. Title of the issue or description of the investment.
United States Treasury Bill
d. CUSIP (if any).
912796TD1
At least one of the following other identifiers:
- ISIN
US912796TD16
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BK20C12
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1425000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1424787.23000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.658366930587

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
U.S. Treasury

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2020-08-13
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 34

Item C.1. Identification of investment.

a. Name of issuer (if any).
VEON Ltd
b. LEI (if any) of issuer. (1)
5493008CA3NMHYEVT131
c. Title of the issue or description of the investment.
VEON Ltd
d. CUSIP (if any).
91822M106
At least one of the following other identifiers:
- ISIN
US91822M1062
- Ticker (if ISIN is not available).
VEON

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
250000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
450000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.523773025930

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NETHERLANDS
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 35

Item C.1. Identification of investment.

a. Name of issuer (if any).
T-Mobile US Inc
b. LEI (if any) of issuer. (1)
549300QHIJYOHPACPG31
c. Title of the issue or description of the investment.
T-Mobile US Inc
d. CUSIP (if any).
872590112
At least one of the following other identifiers:
- ISIN
US8725901123
- Ticker (if ISIN is not available).
TMUSR

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
168.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.000195541929

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 36

Item C.1. Identification of investment.

a. Name of issuer (if any).
Hubbell Inc
b. LEI (if any) of issuer. (1)
54930088VDQ6840Y6597
c. Title of the issue or description of the investment.
Hubbell Inc
d. CUSIP (if any).
443510607
At least one of the following other identifiers:
- ISIN
US4435106079
- Ticker (if ISIN is not available).
HUBB

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
400.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
50144.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.058364610249

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 37

Item C.1. Identification of investment.

a. Name of issuer (if any).
TREASURY BILL
b. LEI (if any) of issuer. (1)
254900HROIFWPRGM1V77
c. Title of the issue or description of the investment.
United States Treasury Bill
d. CUSIP (if any).
912796SZ3
At least one of the following other identifiers:
- ISIN
US912796SZ37

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1040000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1039949.08000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.210438392100

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
U.S. Treasury

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2020-07-16
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 38

Item C.1. Identification of investment.

a. Name of issuer (if any).
Black Hills Corp
b. LEI (if any) of issuer. (1)
3MGELCRSTNSAMJ962671
c. Title of the issue or description of the investment.
Black Hills Corp
d. CUSIP (if any).
092113109
At least one of the following other identifiers:
- ISIN
US0921131092
- Ticker (if ISIN is not available).
BKH

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
600.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
33996.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.039569306198

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 39

Item C.1. Identification of investment.

a. Name of issuer (if any).
ConocoPhillips
b. LEI (if any) of issuer. (1)
WPTL2Z3FIYTHSP5V2253
c. Title of the issue or description of the investment.
ConocoPhillips
d. CUSIP (if any).
20825C104
At least one of the following other identifiers:
- ISIN
US20825C1045
- Ticker (if ISIN is not available).
COP

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
42020.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.048908761221

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 40

Item C.1. Identification of investment.

a. Name of issuer (if any).
Essity AB
b. LEI (if any) of issuer. (1)
549300G8E6YUVJ1DA153
c. Title of the issue or description of the investment.
Essity AB
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
SE0009922164
- Ticker (if ISIN is not available).
ESSITYB
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BF1K7P7
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
16000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Sweden Krona
e. Value. (4)
517009.72000000
f. Exchange rate.
9.31820000
g. Percentage value compared to net assets of the Fund.
0.601768323288

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWEDEN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 41

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ferguson PLC
b. LEI (if any) of issuer. (1)
213800DU1LGY3R2S2X42
c. Title of the issue or description of the investment.
Ferguson PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JE00BJVNSS43
- Ticker (if ISIN is not available).
FERG
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BJVNSS4
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
40964.51000000
f. Exchange rate.
0.80704000
g. Percentage value compared to net assets of the Fund.
0.047680234129

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 42

Item C.1. Identification of investment.

a. Name of issuer (if any).
Nestle SA
b. LEI (if any) of issuer. (1)
KY37LUS27QQX7BB93L28
c. Title of the issue or description of the investment.
Nestle SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0038863350
- Ticker (if ISIN is not available).
NESN
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
7123870
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
1105493.69000000
f. Exchange rate.
0.94745000
g. Percentage value compared to net assets of the Fund.
1.286728389240

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 43

Item C.1. Identification of investment.

a. Name of issuer (if any).
Deutsche Telekom AG
b. LEI (if any) of issuer. (1)
549300V9QSIG4WX4GJ96
c. Title of the issue or description of the investment.
Deutsche Telekom AG
d. CUSIP (if any).
251566105
At least one of the following other identifiers:
- ISIN
US2515661054
- Ticker (if ISIN is not available).
DTEGY

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
56000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
939120.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.093079386915

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GERMANY
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 44

Item C.1. Identification of investment.

a. Name of issuer (if any).
Linamar Corp
b. LEI (if any) of issuer. (1)
549300LW6VIYFRMFBU20
c. Title of the issue or description of the investment.
Linamar Corp
d. CUSIP (if any).
53278L107
At least one of the following other identifiers:
- ISIN
CA53278L1076
- Ticker (if ISIN is not available).
LNR
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
2516022
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Canada Dollar
e. Value. (4)
54066.00000000
f. Exchange rate.
1.35760000
g. Percentage value compared to net assets of the Fund.
0.062929583155

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 45

Item C.1. Identification of investment.

a. Name of issuer (if any).
Kansai Electric Power Co Inc/T
b. LEI (if any) of issuer. (1)
353800PFUKP5ONPJNZ86
c. Title of the issue or description of the investment.
Kansai Electric Power Co Inc/The
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3228600007
- Ticker (if ISIN is not available).
9503
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
6483489
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
14000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
135494.33000000
f. Exchange rate.
107.97500000
g. Percentage value compared to net assets of the Fund.
0.157707278267

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 46

Item C.1. Identification of investment.

a. Name of issuer (if any).
Chocoladefabriken Lindt & Spru
b. LEI (if any) of issuer. (1)
529900JYJNNOKKAGK736
c. Title of the issue or description of the investment.
Chocoladefabriken Lindt & Spruengli AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0010570767
- Ticker (if ISIN is not available).
LISP
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
5962280
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
110.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
905588.69000000
f. Exchange rate.
0.94745000
g. Percentage value compared to net assets of the Fund.
1.054050952021

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 47

Item C.1. Identification of investment.

a. Name of issuer (if any).
Enagas SA
b. LEI (if any) of issuer. (1)
213800OU3FQKGM4M2U23
c. Title of the issue or description of the investment.
Enagas SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
ES0130960018
- Ticker (if ISIN is not available).
ENG
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
7383072
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
36654.01000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.042663070511

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SPAIN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 48

Item C.1. Identification of investment.

a. Name of issuer (if any).
Entergy Corp
b. LEI (if any) of issuer. (1)
4XM3TW50JULSLG8BNC79
c. Title of the issue or description of the investment.
Entergy Corp
d. CUSIP (if any).
29364G103
At least one of the following other identifiers:
- ISIN
US29364G1031
- Ticker (if ISIN is not available).
ETR

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
46905.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.054594608402

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 49

Item C.1. Identification of investment.

a. Name of issuer (if any).
A2A SpA
b. LEI (if any) of issuer. (1)
81560076E3944316DB24
c. Title of the issue or description of the investment.
A2A SpA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IT0001233417
- Ticker (if ISIN is not available).
A2A
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
5499131
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
140000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
198263.08000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.230766340759

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ITALY
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 50

Item C.1. Identification of investment.

a. Name of issuer (if any).
Atlantica Sustainable Infrastr
b. LEI (if any) of issuer. (1)
549300ITBBGKJ651R879
c. Title of the issue or description of the investment.
Atlantica Sustainable Infrastructure PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB00BLP5YB54
- Ticker (if ISIN is not available).
AY
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BLP5YB5
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
87300.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.101611967030

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 51

Item C.1. Identification of investment.

a. Name of issuer (if any).
ABB Ltd
b. LEI (if any) of issuer. (1)
5493000LKVGOO9PELI61
c. Title of the issue or description of the investment.
ABB Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0012221716
- Ticker (if ISIN is not available).
ABBN
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
7108899
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
22513.06000000
f. Exchange rate.
0.94745000
g. Percentage value compared to net assets of the Fund.
0.026203852353

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 52

Item C.1. Identification of investment.

a. Name of issuer (if any).
Enel Americas SA
b. LEI (if any) of issuer. (1)
549300LKH11TFCJLZK20
c. Title of the issue or description of the investment.
Enel Americas SA
d. CUSIP (if any).
29274F104
At least one of the following other identifiers:
- ISIN
US29274F1049
- Ticker (if ISIN is not available).
ENIA

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
28000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
210280.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.244753315317

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CHILE
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 53

Item C.1. Identification of investment.

a. Name of issuer (if any).
Devon Energy Corp
b. LEI (if any) of issuer. (1)
54930042348RKR3ZPN35
c. Title of the issue or description of the investment.
Devon Energy Corp
d. CUSIP (if any).
25179M103
At least one of the following other identifiers:
- ISIN
US25179M1036
- Ticker (if ISIN is not available).
DVN

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
22680.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.026398160506

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 54

Item C.1. Identification of investment.

a. Name of issuer (if any).
Enel SpA
b. LEI (if any) of issuer. (1)
WOCMU6HCI0OJWNPRZS33
c. Title of the issue or description of the investment.
Enel SpA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IT0003128367
- Ticker (if ISIN is not available).
ENEL
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
7144569
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
152000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
1311181.02000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
1.526136111973

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ITALY
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 55

Item C.1. Identification of investment.

a. Name of issuer (if any).
Orsted A/S
b. LEI (if any) of issuer. (1)
W9NG6WMZIYEU8VEDOG48
c. Title of the issue or description of the investment.
Orsted A/S
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DK0060094928
- Ticker (if ISIN is not available).
ORSTED
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BYT16L4
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1100.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Denmark Krone
e. Value. (4)
126941.58000000
f. Exchange rate.
6.63250000
g. Percentage value compared to net assets of the Fund.
0.147752389940

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
DENMARK
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 56

Item C.1. Identification of investment.

a. Name of issuer (if any).
National Fuel Gas Co
b. LEI (if any) of issuer. (1)
8JB38FFW1Y3C1HM8E841
c. Title of the issue or description of the investment.
National Fuel Gas Co
d. CUSIP (if any).
636180101
At least one of the following other identifiers:
- ISIN
US6361801011
- Ticker (if ISIN is not available).
NFG

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
60000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2515800.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.928240396968

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 57

Item C.1. Identification of investment.

a. Name of issuer (if any).
Evergy Inc
b. LEI (if any) of issuer. (1)
549300PGTHDQY6PSUI61
c. Title of the issue or description of the investment.
Evergy Inc
d. CUSIP (if any).
30034W106
At least one of the following other identifiers:
- ISIN
US30034W1062
- Ticker (if ISIN is not available).
EVRG

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
177870.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.207030018049

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 58

Item C.1. Identification of investment.

a. Name of issuer (if any).
Acciona SA
b. LEI (if any) of issuer. (1)
54930002KP75TLLLNO21
c. Title of the issue or description of the investment.
Acciona SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
ES0125220311
- Ticker (if ISIN is not available).
ANA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
5579107
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
48956.27000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.056982163724

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SPAIN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 59

Item C.1. Identification of investment.

a. Name of issuer (if any).
Swedish Match AB
b. LEI (if any) of issuer. (1)
529900YVXCGNWAUYZG78
c. Title of the issue or description of the investment.
Swedish Match AB
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
SE0000310336
- Ticker (if ISIN is not available).
SWMA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
5048566
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
43000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Sweden Krona
e. Value. (4)
3022579.47000000
f. Exchange rate.
9.31820000
g. Percentage value compared to net assets of the Fund.
3.518101322483

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWEDEN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 60

Item C.1. Identification of investment.

a. Name of issuer (if any).
ALLETE Inc
b. LEI (if any) of issuer. (1)
549300NNLSIMY6Z8OT86
c. Title of the issue or description of the investment.
ALLETE Inc
d. CUSIP (if any).
018522300
At least one of the following other identifiers:
- ISIN
US0185223007
- Ticker (if ISIN is not available).
ALE

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
109220.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.127125533093

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 61

Item C.1. Identification of investment.

a. Name of issuer (if any).
Maroc Telecom
b. LEI (if any) of issuer. (1)
254900LH0G1ZIZ78Y462
c. Title of the issue or description of the investment.
Maroc Telecom
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
MA0000011488
- Ticker (if ISIN is not available).
IAM
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
B04SNG6
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
49939.33000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.058126386637

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
MOROCCO
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 62

Item C.1. Identification of investment.

a. Name of issuer (if any).
CNH Industrial NV
b. LEI (if any) of issuer. (1)
549300WGC2HZ5J67V817
c. Title of the issue or description of the investment.
CNH Industrial NV
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NL0010545661
- Ticker (if ISIN is not available).
CNHI
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BDX85Z1
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
185000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1300550.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.513762241942

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 63

Item C.1. Identification of investment.

a. Name of issuer (if any).
EchoStar Corp
b. LEI (if any) of issuer. (1)
549300EE20907QZ9GT38
c. Title of the issue or description of the investment.
EchoStar Corp
d. CUSIP (if any).
278768106
At least one of the following other identifiers:
- ISIN
US2787681061
- Ticker (if ISIN is not available).
SATS

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
167760.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.195262584066

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 64

Item C.1. Identification of investment.

a. Name of issuer (if any).
Shikoku Electric Power Co Inc
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Shikoku Electric Power Co Inc
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3350800003
- Ticker (if ISIN is not available).
9507
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
6804347
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
14000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
103079.42000000
f. Exchange rate.
107.97500000
g. Percentage value compared to net assets of the Fund.
0.119978266054

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 65

Item C.1. Identification of investment.

a. Name of issuer (if any).
Endesa SA
b. LEI (if any) of issuer. (1)
549300LHK07F2CHV4X31
c. Title of the issue or description of the investment.
Endesa SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
ES0130670112
- Ticker (if ISIN is not available).
ELE
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
5271782
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
209425.00000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.243758146567

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SPAIN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 66

Item C.1. Identification of investment.

a. Name of issuer (if any).
Jardine Matheson Holdings Ltd
b. LEI (if any) of issuer. (1)
2138009KENVUNWOLPK41
c. Title of the issue or description of the investment.
Jardine Matheson Holdings Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
BMG507361001
- Ticker (if ISIN is not available).
JM
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
6472119
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
16500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
688710.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.801617157085

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
HONG KONG
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 67

Item C.1. Identification of investment.

a. Name of issuer (if any).
Equatorial Energia SA
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Equatorial Energia SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
BREQTLACNOR0
- Ticker (if ISIN is not available).
EQTL3
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
B128R96
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Brazil Real
e. Value. (4)
4290.10000000
f. Exchange rate.
5.43810000
g. Percentage value compared to net assets of the Fund.
0.004993419241

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BRAZIL
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 68

Item C.1. Identification of investment.

a. Name of issuer (if any).
Koninklijke KPN NV
b. LEI (if any) of issuer. (1)
549300YO0JZHAL7FVP81
c. Title of the issue or description of the investment.
Koninklijke KPN NV
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NL0000009082
- Ticker (if ISIN is not available).
KPN
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
5956078
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
465000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
1232922.88000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
1.435048327992

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NETHERLANDS
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 69

Item C.1. Identification of investment.

a. Name of issuer (if any).
Ameren Corp
b. LEI (if any) of issuer. (1)
XRZQ5S7HYJFPHJ78L959
c. Title of the issue or description of the investment.
Ameren Corp
d. CUSIP (if any).
023608102
At least one of the following other identifiers:
- ISIN
US0236081024
- Ticker (if ISIN is not available).
AEE

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
18500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1301660.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.515054215406

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 70

Item C.1. Identification of investment.

a. Name of issuer (if any).
NorthWestern Corp
b. LEI (if any) of issuer. (1)
3BPWMBHR1R9SHUN7J795
c. Title of the issue or description of the investment.
NorthWestern Corp
d. CUSIP (if any).
668074305
At least one of the following other identifiers:
- ISIN
US6680743050
- Ticker (if ISIN is not available).
NWE

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
572460.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.666309125387

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 71

Item C.1. Identification of investment.

a. Name of issuer (if any).
General Mills Inc
b. LEI (if any) of issuer. (1)
2TGYMUGI08PO8X8L6150
c. Title of the issue or description of the investment.
General Mills Inc
d. CUSIP (if any).
370334104
At least one of the following other identifiers:
- ISIN
US3703341046
- Ticker (if ISIN is not available).
GIS

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
61650.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.071756904552

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 72

Item C.1. Identification of investment.

a. Name of issuer (if any).
TREASURY BILL
b. LEI (if any) of issuer. (1)
254900HROIFWPRGM1V77
c. Title of the issue or description of the investment.
United States Treasury Bill
d. CUSIP (if any).
912796TJ8
At least one of the following other identifiers:
- ISIN
US912796TJ85
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BJDSXZ9
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4165000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4163973.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
4.846615206350

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
U.S. Treasury

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2020-09-10
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 73

Item C.1. Identification of investment.

a. Name of issuer (if any).
Emera Inc
b. LEI (if any) of issuer. (1)
NQZVQT2P5IUF2PGA1Q48
c. Title of the issue or description of the investment.
Emera Inc
d. CUSIP (if any).
290876101
At least one of the following other identifiers:
- ISIN
CA2908761018
- Ticker (if ISIN is not available).
EMA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
2650050
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
33000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Canada Dollar
e. Value. (4)
1298512.08000000
f. Exchange rate.
1.35760000
g. Percentage value compared to net assets of the Fund.
1.511390225219

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CANADA (FEDERAL LEVEL)
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 74

Item C.1. Identification of investment.

a. Name of issuer (if any).
Xylem Inc/NY
b. LEI (if any) of issuer. (1)
549300DF5MV96DRYLQ48
c. Title of the issue or description of the investment.
Xylem Inc/NY
d. CUSIP (if any).
98419M100
At least one of the following other identifiers:
- ISIN
US98419M1009
- Ticker (if ISIN is not available).
XYL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
389760.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.453657276859

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 75

Item C.1. Identification of investment.

a. Name of issuer (if any).
Consolidated Edison Inc
b. LEI (if any) of issuer. (1)
54930033SBW53OO8T749
c. Title of the issue or description of the investment.
Consolidated Edison Inc
d. CUSIP (if any).
209115104
At least one of the following other identifiers:
- ISIN
US2091151041
- Ticker (if ISIN is not available).
ED

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2400.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
172632.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.200933300027

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 76

Item C.1. Identification of investment.

a. Name of issuer (if any).
Scandinavian Tobacco Group A/S
b. LEI (if any) of issuer. (1)
5299003KG4JS99TRML67
c. Title of the issue or description of the investment.
Scandinavian Tobacco Group A/S
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DK0060696300
- Ticker (if ISIN is not available).
STG
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BYZGMM6
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
15000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Denmark Krone
e. Value. (4)
221183.57000000
f. Exchange rate.
6.63250000
g. Percentage value compared to net assets of the Fund.
0.257444417211

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
DENMARK
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 77

Item C.1. Identification of investment.

a. Name of issuer (if any).
Essential Utilities Inc
b. LEI (if any) of issuer. (1)
549300ILTEOF3E3QY357
c. Title of the issue or description of the investment.
Essential Utilities Inc
d. CUSIP (if any).
29670G102
At least one of the following other identifiers:
- ISIN
US29670G1022
- Ticker (if ISIN is not available).
WTRG

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
8000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
337920.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.393318624272

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 78

Item C.1. Identification of investment.

a. Name of issuer (if any).
EDP - Energias de Portugal SA
b. LEI (if any) of issuer. (1)
529900CLC3WDMGI9VH80
c. Title of the issue or description of the investment.
EDP - Energias de Portugal SA
d. CUSIP (if any).
268353109
At least one of the following other identifiers:
- ISIN
US2683531097
- Ticker (if ISIN is not available).
EDPFY

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
9000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
433368.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.504414374892

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
PORTUGAL
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 79

Item C.1. Identification of investment.

a. Name of issuer (if any).
Chr Hansen Holding A/S
b. LEI (if any) of issuer. (1)
549300MKPW8ZF3E8MW37
c. Title of the issue or description of the investment.
Chr Hansen Holding A/S
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DK0060227585
- Ticker (if ISIN is not available).
CHR
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
B573M11
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Denmark Krone
e. Value. (4)
309385.60000000
f. Exchange rate.
6.63250000
g. Percentage value compared to net assets of the Fund.
0.360106293091

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
DENMARK
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 80

Item C.1. Identification of investment.

a. Name of issuer (if any).
Primo Water Corp
b. LEI (if any) of issuer. (1)
5493005TMUI9D3MY9I37
c. Title of the issue or description of the investment.
Primo Water Corp
d. CUSIP (if any).
74167P108
At least one of the following other identifiers:
- ISIN
CA74167P1080
- Ticker (if ISIN is not available).
PRMW

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
82500.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.096025054753

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 81

Item C.1. Identification of investment.

a. Name of issuer (if any).
TREASURY BILL
b. LEI (if any) of issuer. (1)
254900HROIFWPRGM1V77
c. Title of the issue or description of the investment.
United States Treasury Bill
d. CUSIP (if any).
912796WY1
At least one of the following other identifiers:
- ISIN
US912796WY16
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BKMH655
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1100000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1099893.66000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.280210289999

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
U.S. Treasury

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2020-07-30
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 82

Item C.1. Identification of investment.

a. Name of issuer (if any).
Fluidra SA
b. LEI (if any) of issuer. (1)
95980020140005026620
c. Title of the issue or description of the investment.
Fluidra SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
ES0137650018
- Ticker (if ISIN is not available).
FDR
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
B28V440
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
26424.59000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.030756638807

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SPAIN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 83

Item C.1. Identification of investment.

a. Name of issuer (if any).
Occidental Petroleum Corp
b. LEI (if any) of issuer. (1)
IM7X0T3ECJW4C1T7ON55
c. Title of the issue or description of the investment.
Occidental Petroleum Corp
d. CUSIP (if any).
674599105
At least one of the following other identifiers:
- ISIN
US6745991058
- Ticker (if ISIN is not available).
OXY

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
12000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
219600.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.255601236654

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 84

Item C.1. Identification of investment.

a. Name of issuer (if any).
Kinnevik AB
b. LEI (if any) of issuer. (1)
2138006PZH76JOS6MN27
c. Title of the issue or description of the investment.
Kinnevik AB
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
SE0013256674
- Ticker (if ISIN is not available).
KINVA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BK9X7Z3
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Sweden Krona
e. Value. (4)
261853.15000000
f. Exchange rate.
9.31820000
g. Percentage value compared to net assets of the Fund.
0.304781370499

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWEDEN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 85

Item C.1. Identification of investment.

a. Name of issuer (if any).
Kerry Group PLC
b. LEI (if any) of issuer. (1)
635400TLVVBNXLFHWC59
c. Title of the issue or description of the investment.
Kerry Group PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IE0004906560
- Ticker (if ISIN is not available).
KYGA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
0490656
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
123696.75000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.143975602322

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
IRELAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 86

Item C.1. Identification of investment.

a. Name of issuer (if any).
Veolia Environnement SA
b. LEI (if any) of issuer. (1)
969500LENY69X51OOT31
c. Title of the issue or description of the investment.
Veolia Environnement SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000124141
- Ticker (if ISIN is not available).
VIE
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
4031879
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
13000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
292400.68000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.340336864328

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 87

Item C.1. Identification of investment.

a. Name of issuer (if any).
Chevron Corp
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Chevron Corp
d. CUSIP (if any).
166764100
At least one of the following other identifiers:
- ISIN
US1667641005
- Ticker (if ISIN is not available).
CVX

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
89230.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.103858371341

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 88

Item C.1. Identification of investment.

a. Name of issuer (if any).
Arcosa Inc
b. LEI (if any) of issuer. (1)
549300WFHLTCZV7D6V29
c. Title of the issue or description of the investment.
Arcosa Inc
d. CUSIP (if any).
039653100
At least one of the following other identifiers:
- ISIN
US0396531008
- Ticker (if ISIN is not available).
ACA

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
4000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
168800.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.196473081726

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 89

Item C.1. Identification of investment.

a. Name of issuer (if any).
Signify NV
b. LEI (if any) of issuer. (1)
549300072P3J1X8NZO35
c. Title of the issue or description of the investment.
Signify NV
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
NL0011821392
- Ticker (if ISIN is not available).
LIGHT
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BYY7VY5
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
25829.14000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.030063570699

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
NETHERLANDS
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 90

Item C.1. Identification of investment.

a. Name of issuer (if any).
TREASURY BILL
b. LEI (if any) of issuer. (1)
254900HROIFWPRGM1V77
c. Title of the issue or description of the investment.
United States Treasury Bill
d. CUSIP (if any).
912796WZ8
At least one of the following other identifiers:
- ISIN
US912796WZ80
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BKDHQ32
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
370000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
369959.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.430610448960

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
U.S. Treasury

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2020-08-06
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 91

Item C.1. Identification of investment.

a. Name of issuer (if any).
Turkcell Iletisim Hizmetleri A
b. LEI (if any) of issuer. (1)
7890003EX1LTLS2FFL84
c. Title of the issue or description of the investment.
Turkcell Iletisim Hizmetleri AS
d. CUSIP (if any).
900111204
At least one of the following other identifiers:
- ISIN
US9001112047
- Ticker (if ISIN is not available).
TKC

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
20000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
115200.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.134085894638

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
TURKEY
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 92

Item C.1. Identification of investment.

a. Name of issuer (if any).
Kyocera Corp
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Kyocera Corp
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3249600002
- Ticker (if ISIN is not available).
6971
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
6499260
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
271590.65000000
f. Exchange rate.
107.97500000
g. Percentage value compared to net assets of the Fund.
0.316115236810

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 93

Item C.1. Identification of investment.

a. Name of issuer (if any).
Chesapeake Utilities Corp
b. LEI (if any) of issuer. (1)
254900WW0FDCKAOCKE74
c. Title of the issue or description of the investment.
Chesapeake Utilities Corp
d. CUSIP (if any).
165303108
At least one of the following other identifiers:
- ISIN
US1653031088
- Ticker (if ISIN is not available).
CPK

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1900.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
159600.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.185764833196

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 94

Item C.1. Identification of investment.

a. Name of issuer (if any).
Electric Power Development Co
b. LEI (if any) of issuer. (1)
549300KMHPUAQI8VEH90
c. Title of the issue or description of the investment.
Electric Power Development Co Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
JP3551200003
- Ticker (if ISIN is not available).
9513
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
B02Q328
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Japan Yen
e. Value. (4)
189395.69000000
f. Exchange rate.
107.97500000
g. Percentage value compared to net assets of the Fund.
0.220445230332

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
JAPAN
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 95

Item C.1. Identification of investment.

a. Name of issuer (if any).
First Sensor AG
b. LEI (if any) of issuer. (1)
52990036Z3X91Z60TZ27
c. Title of the issue or description of the investment.
First Sensor AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
DE0007201907
- Ticker (if ISIN is not available).
SIS
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
5726475
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5726.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
249605.43000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.290525758577

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
GERMANY
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 96

Item C.1. Identification of investment.

a. Name of issuer (if any).
Swisscom AG
b. LEI (if any) of issuer. (1)
5493005SL9HHOXS3B739
c. Title of the issue or description of the investment.
Swisscom AG
d. CUSIP (if any).
871013108
At least one of the following other identifiers:
- ISIN
US8710131082
- Ticker (if ISIN is not available).
SCMWY

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
105060.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.122283542453

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 97

Item C.1. Identification of investment.

a. Name of issuer (if any).
Altaba Inc Escrow
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Altaba Inc Escrow
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
021ESC017
Description of other unique identifier.
INTERNAL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
10000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
215000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.250247112389

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 98

Item C.1. Identification of investment.

a. Name of issuer (if any).
National Grid PLC
b. LEI (if any) of issuer. (1)
8R95QZMKZLJX5Q2XR704
c. Title of the issue or description of the investment.
National Grid PLC
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
GB00BDR05C01
- Ticker (if ISIN is not available).
NG/
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BDR05C0
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
101000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United Kingdom Pound
e. Value. (4)
1237970.86000000
f. Exchange rate.
0.80704000
g. Percentage value compared to net assets of the Fund.
1.440923874124

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 99

Item C.1. Identification of investment.

a. Name of issuer (if any).
SJW Group
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
SJW Group
d. CUSIP (if any).
784305104
At least one of the following other identifiers:
- ISIN
US7843051043
- Ticker (if ISIN is not available).
SJW

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
403715.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.469900060363

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 100

Item C.1. Identification of investment.

a. Name of issuer (if any).
Vivendi SA
b. LEI (if any) of issuer. (1)
969500FU4DRAEVJW7U54
c. Title of the issue or description of the investment.
Vivendi SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0000127771
- Ticker (if ISIN is not available).
VIV
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
4834777
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
48000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
1231709.51000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
1.433636038044

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 101

Item C.1. Identification of investment.

a. Name of issuer (if any).
WEATHERFORD INTERNATIONAL PL
b. LEI (if any) of issuer. (1)
529900LPBDSCQDJKHQ39
c. Title of the issue or description of the investment.
WEATHERFORDINTERNATIONA-CW23
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
IE00BL3HR700
- Ticker (if ISIN is not available).
WFTUF
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BL3HR70
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2850.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
484.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.000563928957

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 102

Item C.1. Identification of investment.

a. Name of issuer (if any).
GAM Holding AG
b. LEI (if any) of issuer. (1)
549300GGVID7ZGDMX291
c. Title of the issue or description of the investment.
GAM Holding AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0102659627
- Ticker (if ISIN is not available).
GAM
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
B1WHVV3
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
65000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Switzerland Franc
e. Value. (4)
149147.71000000
f. Exchange rate.
0.94745000
g. Percentage value compared to net assets of the Fund.
0.173598994171

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 103

Item C.1. Identification of investment.

a. Name of issuer (if any).
Telekom Austria AG
b. LEI (if any) of issuer. (1)
529900KCNFQU5OJH7L33
c. Title of the issue or description of the investment.
Telekom Austria AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
AT0000720008
- Ticker (if ISIN is not available).
TKA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
4635088
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
70000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
483664.39000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.562956357966

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
AUSTRIA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 104

Item C.1. Identification of investment.

a. Name of issuer (if any).
Engie SA
b. LEI (if any) of issuer. (1)
LAXUQCHT4FH58LRZDY46
c. Title of the issue or description of the investment.
Engie SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
FR0010208488
- Ticker (if ISIN is not available).
ENGI
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
B0C2CQ3
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
12358.44000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.014384483365

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
FRANCE
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 105

Item C.1. Identification of investment.

a. Name of issuer (if any).
Evoqua Water Technologies Corp
b. LEI (if any) of issuer. (1)
529900YQAOMEZRGRRP43
c. Title of the issue or description of the investment.
Evoqua Water Technologies Corp
d. CUSIP (if any).
30057T105
At least one of the following other identifiers:
- ISIN
US30057T1051
- Ticker (if ISIN is not available).
AQUA

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
27900.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.032473927607

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 106

Item C.1. Identification of investment.

a. Name of issuer (if any).
UBS Group AG
b. LEI (if any) of issuer. (1)
549300SZJ9VS8SGXAN81
c. Title of the issue or description of the investment.
UBS Group AG
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
CH0244767585
- Ticker (if ISIN is not available).
UBS
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BRTR118
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
26000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
300040.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.349228574889

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 107

Item C.1. Identification of investment.

a. Name of issuer (if any).
AES Corp/The
b. LEI (if any) of issuer. (1)
2NUNNB7D43COUIRE5295
c. Title of the issue or description of the investment.
AES Corp/The
d. CUSIP (if any).
00130H105
At least one of the following other identifiers:
- ISIN
US00130H1059
- Ticker (if ISIN is not available).
AES

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
121500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1760535.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.049157209347

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 108

Item C.1. Identification of investment.

a. Name of issuer (if any).
ABB Ltd
b. LEI (if any) of issuer. (1)
5493000LKVGOO9PELI61
c. Title of the issue or description of the investment.
ABB Ltd
d. CUSIP (if any).
000375204
At least one of the following other identifiers:
- ISIN
US0003752047
- Ticker (if ISIN is not available).
ABB

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
37000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
834720.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.971564044899

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
SWITZERLAND
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 109

Item C.1. Identification of investment.

a. Name of issuer (if any).
NextEra Energy Inc
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
NextEra Energy Inc
d. CUSIP (if any).
65339F101
At least one of the following other identifiers:
- ISIN
US65339F1012
- Ticker (if ISIN is not available).
NEE

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5300.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1272901.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.481580463288

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 110

Item C.1. Identification of investment.

a. Name of issuer (if any).
EDP - Energias de Portugal SA
b. LEI (if any) of issuer. (1)
529900CLC3WDMGI9VH80
c. Title of the issue or description of the investment.
EDP - Energias de Portugal SA
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
PTEDP0AM0009
- Ticker (if ISIN is not available).
EDP
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
4103596
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
19000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Euro Member Countries
e. Value. (4)
90722.18000000
f. Exchange rate.
0.89008000
g. Percentage value compared to net assets of the Fund.
0.105595179416

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
PORTUGAL
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 111

Item C.1. Identification of investment.

a. Name of issuer (if any).
Sistema PJSFC
b. LEI (if any) of issuer. (1)
213800JSZ2UUK4QQK694
c. Title of the issue or description of the investment.
Sistema PJSFC
d. CUSIP (if any).
48122U204
At least one of the following other identifiers:
- ISIN
US48122U2042
- Ticker (if ISIN is not available).
SSA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
B05N809
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
140000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
663600.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.772390622238

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
RUSSIAN FEDERATION
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 112

Item C.1. Identification of investment.

a. Name of issuer (if any).
Axalta Coating Systems Ltd
b. LEI (if any) of issuer. (1)
529900AGLPA40GV6H619
c. Title of the issue or description of the investment.
Axalta Coating Systems Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
BMG0750C1082
- Ticker (if ISIN is not available).
AXTA
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BSFWCF5
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
6000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
135300.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.157481089796

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 113

Item C.1. Identification of investment.

a. Name of issuer (if any).
Grupo Televisa SAB
b. LEI (if any) of issuer. (1)
549300O4AF0C816ILN62
c. Title of the issue or description of the investment.
Grupo Televisa SAB
d. CUSIP (if any).
40049J206
At least one of the following other identifiers:
- ISIN
US40049J2069
- Ticker (if ISIN is not available).
TV

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
84000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
440160.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.512319855763

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
MEXICO
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 114

Item C.1. Identification of investment.

a. Name of issuer (if any).
Fluence Corp Ltd
b. LEI (if any) of issuer. (1)
529900W0WS96MODKXL22
c. Title of the issue or description of the investment.
Fluence Corp Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
AU000000FLC5
- Ticker (if ISIN is not available).
FLC
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BDBS5F3
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
40000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
Australia Dollar
e. Value. (4)
6624.94000000
f. Exchange rate.
1.44907000
g. Percentage value compared to net assets of the Fund.
0.007711033045

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 115

Item C.1. Identification of investment.

a. Name of issuer (if any).
Global Payments Inc
b. LEI (if any) of issuer. (1)
549300NOMHGVQBX6S778
c. Title of the issue or description of the investment.
Global Payments Inc
d. CUSIP (if any).
37940X102
At least one of the following other identifiers:
- ISIN
US37940X1028
- Ticker (if ISIN is not available).
GPN

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2430.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
412176.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.479748855555

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

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

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

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
Schedule of Portfolio Investments Record: 116

Item C.1. Identification of investment.

a. Name of issuer (if any).
Spire Inc
b. LEI (if any) of issuer. (1)
549300NXSY15DRY2R511
c. Title of the issue or description of the investment.
Spire Inc
d. CUSIP (if any).
84857L101
At least one of the following other identifiers:
- ISIN
US84857L1017
- Ticker (if ISIN is not available).