Monthly Portfolio Investments Report on Form N-port (public) (nport-p)
29 Juin 2022 - 04:03PM
Edgar (US Regulatory)
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 |
0000009521
|
| 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 |
|
NPORT-P: Part A: General Information
Item A.1. Information about the Registrant.
| a. Name of
Registrant |
Bancroft Fund Ltd
|
| b. Investment
Company Act file number for Registrant: (e.g., 811-______) |
811-02151
|
| c. CIK number
of Registrant |
0000009521
|
| d. LEI of
Registrant |
5493000X4Y1FB4G26P45
|
| 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. |
Bancroft Fund Ltd
|
| b. EDGAR series
identifier (if any). |
|
| c. LEI of
Series. |
5493000X4Y1FB4G26P45
|
Item A.3. Reporting period.
| a. Date of
fiscal year-end. |
2022-10-31
|
| b. Date as of
which information is reported. |
2022-04-29
|
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. |
168391889.02
|
| b. Total
liabilities. |
31100730.81
|
| c. Net
assets. |
137291158.21
|
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. |
30000000.00000000
|
| f. Cash and
cash equivalents not reported in Parts C and D. |
4159.23000000
|
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) |
|
163.40755000 |
4041.97124000 |
9660.09297000 |
775.54392000 |
84.12327000 |
|
Interest Rate Risk (DV100) |
|
16340.75744000 |
404197.12598000 |
966009.29656000 |
77554.39078000 |
8412.32703000 |
| 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 |
70.39783000 |
292.05845000 |
13.81725000 |
0.00000000 |
0.00000000 |
|
Non-Investment grade |
423.07252000 |
8922.97542000 |
4677.80273000 |
99.16384000 |
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 |
-5.13000000 |
3.13000000 |
-9.18000000 |
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 |
131206.76000000 |
-3289585.52000000 |
|
Month 2 |
-730974.33000000 |
4091465.73000000 |
|
Month 3 |
-463938.13000000 |
-12728663.30000000 |
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 |
-75553.86000000 |
|
Month 2 |
0.00000000 |
0.00000000 |
-125257.00000000 |
|
Month 3 |
0.00000000 |
0.00000000 |
-312776.76000000 |
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 pledged as margin or collateral 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 |
| For purposes of Item B.8, when computing the required
percentage, the denominator should only include assets (and exclude
liabilities) that are categorized by the Fund as Highly Liquid
Investments. |
Item B.9. Derivatives Exposure for limited derivatives users.
| If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4]
program requirement and limit on fund leverage risk under rule
18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following
information: |
| a. Derivatives
exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]),
reported as a percentage of the Fund’s net asset value. |
—
|
| b. Exposure
from currency derivatives that hedge currency risks, as provided in
rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as
a percentage of the Fund's net asset value. |
—
|
| c. Exposure
from interest rate derivatives that hedge interest rate risks, as
provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)],
reported as a percentage of the Fund's net asset value. |
—
|
| d. The number
of business days, if any, in excess of the five-business-day period
described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)],
that the Fund’s derivatives exposure exceeded 10 percent of its net
assets during the reporting period. |
—
|
Item B.10. VaR information.
| For Funds subject to the limit on fund leverage risk described
in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following
information, as determined in accordance with the requirement under
rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the
applicable VaR test at least once each business day: |
| a. Median daily
VaR during the reporting period, reported as a percentage of the
Fund's net asset value. |
—
|
| b. For Funds
that were subject to the Relative VaR Test during the reporting
period, provide: |
|
| i. As
applicable, the name of the Fund’s Designated Index, or a statement
that the Fund's Designated Reference Portfolio is the Fund’s
Securities Portfolio. |
—
|
| ii. As
applicable, the index identifier for the Fund’s Designated
Index. |
—
|
| iii. Median VaR
Ratio during the reporting period, reported as a percentage of the
VaRof the Fund's Designated Reference Portfolio. |
—
|
| c. Backtesting
Results. Number of exceptions that the Fund identified as a result
of its backtesting of its VaR calculation model (as described in
rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the
reporting period. |
—
|
NPORT-P: Part C: Schedule of Portfolio Investments
| For each investment held by the Fund and its consolidated
subsidiaries, disclose the information requested in Part C. A Fund
may report information for securities in an aggregate amount not
exceeding five percent of its total assets as miscellaneous
securities in Part D in lieu of reporting those securities in Part
C, provided that the securities so listed are not restricted, have
been held for not more than one year prior to the end of the
reporting period covered by this report, and have not been
previously reported by name to the shareholders of the 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). |
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). |
912796R50
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BPP1JQ1
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
3110000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3106457.62000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.262678573407
|
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) |
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. |
2022-06-30
|
| 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.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
Enovis Corp
|
| b. LEI (if any)
of issuer. (1) |
635400OP2DYYYMOIYL17
|
| c. Title of the
issue or description of the investment. |
Enovis Corp
|
| d. CUSIP (if
any). |
194014502
|
| At least one of the following other identifiers: |
| - Ticker (if
ISIN is not available). |
ENOV
|
Item C.2. Amount of each investment.
| a. Balance |
20000.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1297400.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.944998947430
|
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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☒ 1 ☐ 2 ☐ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
INTERDIGITAL INC
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
InterDigital Inc
|
| d. CUSIP (if
any). |
45867GAB7
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMHKYN7
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2835000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2850946.88000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.076569909650
|
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) |
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) |
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. |
2024-06-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
2.00000000
|
| 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 |
|
#1 |
InterDigital Inc |
InterDigital Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
45867G101 |
|
ISIN (if CUSIP is not
available) |
US45867G1013 |
|
Ticker (if CUSIP and ISIN
are not available) |
IDCC |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
12.30180000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
EXACT SCIENCES CORP
|
| b. LEI (if any)
of issuer. (1) |
549300VM3X1FYD4N9Z14
|
| c. Title of the
issue or description of the investment. |
Exact Sciences Corp
|
| d. CUSIP (if
any). |
30063PAB1
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BJBSZH7
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1830000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1567395.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.141657642367
|
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) |
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) |
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. |
2027-03-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.37500000
|
| 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 |
|
#1 |
Exact
Sciences Corp |
Exact
Sciences Corp |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
30063P105 |
|
ISIN (if CUSIP is not
available) |
US30063P1057 |
|
Ticker (if CUSIP and ISIN
are not available) |
EXAS |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
8.95540000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
SUMMIT HOTEL PROPERTIES
|
| b. LEI (if any)
of issuer. (1) |
254900OBQWJK6X20LS71
|
| c. Title of the
issue or description of the investment. |
Summit Hotel Properties Inc
|
| d. CUSIP (if
any). |
866082AA8
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BLB3RF8
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1610000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1655885.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.206111902317
|
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) |
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) |
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. |
2026-02-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.50000000
|
| 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 |
|
#1 |
Summit Hotel Properties Inc |
Summit Hotel Properties Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
866082100 |
|
ISIN (if CUSIP is not
available) |
US8660821005 |
|
Ticker (if CUSIP and ISIN
are not available) |
INN |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
83.40280000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
Q2 HOLDINGS INC
|
| b. LEI (if any)
of issuer. (1) |
549300M9RKR9DZXWS696
|
| c. Title of the
issue or description of the investment. |
Q2 Holdings Inc
|
| d. CUSIP (if
any). |
74736LAD1
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BM97NS4
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1500000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1374750.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.001339065038
|
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) |
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) |
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. |
2026-06-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.75000000
|
| 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 |
|
#1 |
Q2
Holdings Inc |
Q2
Holdings Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
74736L109 |
|
ISIN (if CUSIP is not
available) |
US74736L1098 |
|
Ticker (if CUSIP and ISIN
are not available) |
QTWO |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
11.28510000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
RADIUS GBL INFASTRUCTURE
|
| b. LEI (if any)
of issuer. (1) |
213800NT341MQ5USBX63
|
| c. Title of the
issue or description of the investment. |
Radius Global Infrastructure
Inc
|
| d. CUSIP (if
any). |
750481AA1
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BNLXS26
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2500000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2235937.50000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.628609976892
|
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) |
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) |
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. |
2026-09-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
2.50000000
|
| 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 |
|
#1 |
Radius Global Infrastructure I |
Radius Global Infrastructure Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
750481103 |
|
ISIN (if CUSIP is not
available) |
US7504811032 |
|
Ticker (if CUSIP and ISIN
are not available) |
RADI |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
44.20870000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
DANIMER SCIENTIFIC INC
|
| b. LEI (if any)
of issuer. (1) |
549300L6Q02MAX72BH35
|
| c. Title of the
issue or description of the investment. |
Danimer Scientific Inc
|
| d. CUSIP (if
any). |
236272AA8
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BNYL3B1
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
312000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
217425.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.158367809576
|
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) |
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) |
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. |
2026-12-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
3.25000000
|
| 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 |
|
#1 |
Danimer Scientific Inc |
Danimer Scientific Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
236272100 |
|
ISIN (if CUSIP is not
available) |
US2362721001 |
|
Ticker (if CUSIP and ISIN
are not available) |
DNMR |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
92.70850000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
PROS HOLDINGS INC
|
| b. LEI (if any)
of issuer. (1) |
549300LPE1KNL5RWKQ48
|
| c. Title of the
issue or description of the investment. |
PROS Holdings Inc
|
| d. CUSIP (if
any). |
74346YAH6
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BN44VQ1
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
500000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
460000.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.335054351640
|
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) |
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) |
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. |
2024-05-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.00000000
|
| 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 |
|
#1 |
PROS
Holdings Inc |
PROS
Holdings Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
74346Y103 |
|
ISIN (if CUSIP is not
available) |
US74346Y1038 |
|
Ticker (if CUSIP and ISIN
are not available) |
PRO |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
15.13940000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
VERINT SYSTEMS INC
|
| b. LEI (if any)
of issuer. (1) |
549300KEQJS5FRVUCO94
|
| c. Title of the
issue or description of the investment. |
Verint Systems Inc
|
| d. CUSIP (if
any). |
92343XAC4
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMF3654
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
3090000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3272310.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.383481968295
|
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) |
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) |
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. |
2026-04-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.25000000
|
| 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 |
|
#1 |
Verint Systems Inc |
Verint Systems Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
92343X100 |
|
ISIN (if CUSIP is not
available) |
US92343X1000 |
|
Ticker (if CUSIP and ISIN
are not available) |
VRNT |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
16.10920000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
2020 CASH EXCH TRUST
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
2020 Cash Mandatory Exchangeable
Trust
|
| d. CUSIP (if
any). |
901375105
|
| At least one of the following other identifiers: |
| - Ticker (if
ISIN is not available). |
CSHZZM
|
Item C.2. Amount of each investment.
| a. Balance |
2375.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2602002.50000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.895244044791
|
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-preferred
|
| 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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☐ 1 ☒ 2 ☐ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
BROADCOM INC
|
| b. LEI (if any)
of issuer. (1) |
549300WV6GIDOZJTV909
|
| c. Title of the
issue or description of the investment. |
Broadcom Inc
|
| d. CUSIP (if
any). |
11135F200
|
| At least one of the following other identifiers: |
| - Ticker (if
ISIN is not available). |
AVGO
|
Item C.2. Amount of each investment.
| a. Balance |
2015.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3515167.50000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.560374277433
|
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-preferred
|
| 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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☒ 1 ☐ 2 ☐ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
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). |
912796Q36
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BP39M02
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
230000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
229952.81000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.167492803613
|
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) |
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. |
2022-05-26
|
| 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.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
NATIONAL VISION HOLDINGS
|
| b. LEI (if any)
of issuer. (1) |
549300JHURCBLI5ROA42
|
| c. Title of the
issue or description of the investment. |
National Vision Holdings Inc
|
| d. CUSIP (if
any). |
63845RAB3
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BN7CK54
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
950000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1312235.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.955804450271
|
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) |
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) |
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. |
2025-05-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
2.50000000
|
| 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 |
|
#1 |
National Vision Holdings Inc |
National Vision Holdings Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
63845R107 |
|
ISIN (if CUSIP is not
available) |
US63845R1077 |
|
Ticker (if CUSIP and ISIN
are not available) |
EYE |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
32.07830000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
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). |
912796R35
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BP6NM23
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2560000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2558848.18000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.863811343251
|
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) |
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. |
2022-06-09
|
| 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.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
Esab Corp
|
| b. LEI (if any)
of issuer. (1) |
549300ZNV0SWBXEIWT04
|
| c. Title of the
issue or description of the investment. |
Esab Corp
|
| d. CUSIP (if
any). |
29605J106
|
| At least one of the following other identifiers: |
| - Ticker (if
ISIN is not available). |
ESAB
|
Item C.2. Amount of each investment.
| a. Balance |
20000.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
940000.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.684676283786
|
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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☒ 1 ☐ 2 ☐ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
ROYAL CARIBBEAN CRUISES
|
| b. LEI (if any)
of issuer. (1) |
K2NEH8QNVW44JIWK7Z55
|
| c. Title of the
issue or description of the investment. |
Royal Caribbean Cruises Ltd
|
| d. CUSIP (if
any). |
780153BF8
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMFTVK2
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
620000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
716410.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.521818017518
|
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) |
Corporate
|
Item C.5. Country of investment or issuer.
| a. ISO country
code. (8) |
LIBERIA
|
| 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) |
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. |
2023-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
2.87500000
|
| 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 |
|
#1 |
ROYAL
CARIBBEAN CRUISES |
Royal
Caribbean Cruises Ltd |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
780153BF8 |
|
ISIN (if CUSIP is not
available) |
US780153BF87 |
|
Ticker (if CUSIP and ISIN
are not available) |
RCL |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
12.12120000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
VERITONE INC
|
| b. LEI (if any)
of issuer. (1) |
549300XTAS2FCSL4EL89
|
| c. Title of the
issue or description of the investment. |
Veritone Inc
|
| d. CUSIP (if
any). |
92347MAA8
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BN46YF7
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2156000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1563100.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.138529254454
|
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) |
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) |
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. |
2026-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.75000000
|
| 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 |
|
#1 |
VERITONE INC |
Veritone Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
92347MAA8 |
|
ISIN (if CUSIP is not
available) |
US92347MAA80 |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
27.20680000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
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). |
912796Q44
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BPLVD18
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
145000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
144959.70000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.105585604994
|
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) |
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. |
2022-06-02
|
| 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.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
PATRICK INDUSTRIES INC
|
| b. LEI (if any)
of issuer. (1) |
549300FZ5ZTCCJ3Z5W14
|
| c. Title of the
issue or description of the investment. |
Patrick Industries Inc
|
| d. CUSIP (if
any). |
703343AF0
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMG72W4
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1936000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1750870.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.275296984035
|
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) |
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) |
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. |
2028-12-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.75000000
|
| 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 |
|
#1 |
Patrick Industries Inc |
Patrick Industries Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
703343103 |
|
ISIN (if CUSIP is not
available) |
US7033431039 |
|
Ticker (if CUSIP and ISIN
are not available) |
PATK |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
9.98870000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
CONMED CORP
|
| b. LEI (if any)
of issuer. (1) |
Z6C0YCECH9DCU5ZIQW84
|
| c. Title of the
issue or description of the investment. |
CONMED Corp
|
| d. CUSIP (if
any). |
207410AF8
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BK5BVL5
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1571014.32000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.144293879141
|
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) |
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) |
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. |
2024-02-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
2.62500000
|
| 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 |
|
#1 |
CONMED Corp |
CONMED Corp |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
207410101 |
|
ISIN (if CUSIP is not
available) |
US2074101013 |
|
Ticker (if CUSIP and ISIN
are not available) |
CNMD |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
11.26080000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
CHART INDUSTRIES INC
|
| b. LEI (if any)
of issuer. (1) |
EM7QGKC1GYOF3LSZSL80
|
| c. Title of the
issue or description of the investment. |
Chart Industries Inc
|
| d. CUSIP (if
any). |
16115QAD2
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BYWSW70
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
750000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2174100.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.583568838915
|
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) |
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) |
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. |
2024-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.00000000
|
| 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 |
|
#1 |
Chart
Industries Inc |
Chart
Industries Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
16115Q308 |
|
ISIN (if CUSIP is not
available) |
US16115Q3083 |
|
Ticker (if CUSIP and ISIN
are not available) |
GTLS |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
17.02850000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
ZSCALER INC.
|
| b. LEI (if any)
of issuer. (1) |
529900MZ0RTK1BWRNF46
|
| c. Title of the
issue or description of the investment. |
Zscaler Inc
|
| d. CUSIP (if
any). |
98980GAB8
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BL97053
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1475000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2197012.50000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.600257823332
|
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) |
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) |
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. |
2025-07-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.12500000
|
| 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 |
|
#1 |
Zscaler Inc |
Zscaler Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
98980G102 |
|
ISIN (if CUSIP is not
available) |
US98980G1022 |
|
Ticker (if CUSIP and ISIN
are not available) |
ZS |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
6.63150000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
BIGBEAR.AI HOLDINGS INC
|
| b. LEI (if any)
of issuer. (1) |
549300XGCF2ELN28CS63
|
| c. Title of the
issue or description of the investment. |
BigBear.ai Holdings Inc
|
| d. CUSIP (if
any). |
08975BAA7
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BPK3Q72
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1912000.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.392660696383
|
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) |
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) |
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. |
2026-12-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
6.00000000
|
| 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 |
|
#1 |
BigBear.ai Holdings Inc |
BIGBEAR.AI HOLDINGS INC |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
08975B109 |
|
ISIN (if CUSIP is not
available) |
US08975B1098 |
|
Ticker (if CUSIP and ISIN
are not available) |
BBAI |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
86.95650000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
SHIFT4 PAYMENTS INC
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
Shift4 Payments Inc
|
| d. CUSIP (if
any). |
82452JAC3
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BN72VC8
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
390000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
319410.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.232651544472
|
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) |
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) |
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. |
2027-08-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.50000000
|
| 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 |
|
#1 |
Shift4 Payments Inc |
Shift4 Payments Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
82452J109 |
|
ISIN (if CUSIP is not
available) |
US82452J1097 |
|
Ticker (if CUSIP and ISIN
are not available) |
FOUR |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
8.15240000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
BIGCOMMERCE HOLDINGS INC
|
| b. LEI (if any)
of issuer. (1) |
549300MOVEFQ78DMPG58
|
| c. Title of the
issue or description of the investment. |
BigCommerce Holdings Inc
|
| d. CUSIP (if
any). |
08975PAA6
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BNYDHB5
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1450000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1080250.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.786831442085
|
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) |
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) |
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. |
2026-10-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.25000000
|
| 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 |
|
#1 |
BigCommerce Holdings Inc |
BigCommerce Holdings Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
08975P108 |
|
ISIN (if CUSIP is not
available) |
US08975P1084 |
|
Ticker (if CUSIP and ISIN
are not available) |
BIGC |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
13.67830000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
ATLAS AIR WORLDWIDE HLDG
|
| b. LEI (if any)
of issuer. (1) |
549300R0A2TUVCYZB465
|
| c. Title of the
issue or description of the investment. |
Atlas Air Worldwide Holdings
Inc
|
| d. CUSIP (if
any). |
049164BJ4
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BF028Z1
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1261875.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.919123282556
|
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) |
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) |
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. |
2024-06-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.87500000
|
| 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 |
|
#1 |
Atlas
Air Worldwide Holdings I |
Atlas
Air Worldwide Holdings Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
049164205 |
|
ISIN (if CUSIP is not
available) |
US0491642056 |
|
Ticker (if CUSIP and ISIN
are not available) |
AAWW |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
16.37130000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
CUTERA INC
|
| b. LEI (if any)
of issuer. (1) |
529900NPKPEWJWR21Z42
|
| c. Title of the
issue or description of the investment. |
Cutera Inc
|
| d. CUSIP (if
any). |
232109AB4
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BLFJSZ9
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1789500.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.303434265783
|
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) |
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) |
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. |
2026-03-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
2.25000000
|
| 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 |
|
#1 |
Cutera Inc |
Cutera Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
232109108 |
|
ISIN (if CUSIP is not
available) |
US2321091082 |
|
Ticker (if CUSIP and ISIN
are not available) |
CUTR |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
30.14270000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
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). |
65339F796
|
| At least one of the following other identifiers: |
| - Ticker (if
ISIN is not available). |
NEE
|
Item C.2. Amount of each investment.
| a. Balance |
26675.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1425778.75000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.038507336225
|
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-preferred
|
| 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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☒ 1 ☐ 2 ☐ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
PROS HOLDINGS INC
|
| b. LEI (if any)
of issuer. (1) |
549300LPE1KNL5RWKQ48
|
| c. Title of the
issue or description of the investment. |
PROS Holdings Inc
|
| d. CUSIP (if
any). |
74346YAG8
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BM8QQX8
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1205000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1168850.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.851365823727
|
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) |
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) |
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. |
2027-09-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
2.25000000
|
| 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 |
|
#1 |
PROS
Holdings Inc |
PROS
Holdings Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
74346Y103 |
|
ISIN (if CUSIP is not
available) |
US74346Y1038 |
|
Ticker (if CUSIP and ISIN
are not available) |
PRO |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
23.91370000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
DROPBOX INC
|
| b. LEI (if any)
of issuer. (1) |
549300JCDF7UAR6TJR51
|
| c. Title of the
issue or description of the investment. |
Dropbox Inc
|
| d. CUSIP (if
any). |
26210CAD6
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BJN46X6
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
3000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2733750.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.991206160427
|
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) |
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) |
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. |
2028-03-01
|
| 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 |
|
#1 |
Dropbox Inc |
Dropbox Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
26210C104 |
|
ISIN (if CUSIP is not
available) |
US26210C1045 |
|
Ticker (if CUSIP and ISIN
are not available) |
DBX |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
28.28890000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
AMYRIS INC
|
| b. LEI (if any)
of issuer. (1) |
549300BG17WCUK6EIM58
|
| c. Title of the
issue or description of the investment. |
Amyris Inc
|
| d. CUSIP (if
any). |
03236MAH4
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMQ81M0
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1238000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
850506.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.619490731296
|
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) |
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) |
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. |
2026-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.50000000
|
| 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 |
|
#1 |
AMYRIS INC |
Amyris Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
03236MAH4 |
|
ISIN (if CUSIP is not
available) |
US03236MAH43 |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
93.05790000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
INVACARE CORP
|
| b. LEI (if any)
of issuer. (1) |
549300NNUTG7HCZICS76
|
| c. Title of the
issue or description of the investment. |
Invacare Corp
|
| d. CUSIP (if
any). |
461203AQ4
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BNHSKQ3
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
940000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
515120.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.375202603515
|
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) |
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) |
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. |
2026-03-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4.25000000
|
| 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 |
|
#1 |
Invacare Corp |
Invacare Corp |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
461203101 |
|
ISIN (if CUSIP is not
available) |
US4612031017 |
|
Ticker (if CUSIP and ISIN
are not available) |
IVC |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
94.60960000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
NY COMMUNITY CAP TRUST V
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
New York Community Capital Trust
V
|
| d. CUSIP (if
any). |
64944P307
|
| At least one of the following other identifiers: |
| - Ticker (if
ISIN is not available). |
NYCB
|
Item C.2. Amount of each investment.
| a. Balance |
24000.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1164000.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.847833185455
|
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-preferred
|
| 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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☒ 1 ☐ 2 ☐ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
XOMETRY INC
|
| b. LEI (if any)
of issuer. (1) |
5493006JFRGU7YRRXE44
|
| c. Title of the
issue or description of the investment. |
Xometry Inc
|
| d. CUSIP (if
any). |
98423FAA7
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMC51H0
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
464000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
408552.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.297580707546
|
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) |
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) |
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. |
2027-02-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.00000000
|
| 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 |
|
#1 |
Xometry Inc |
Xometry Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
98423F109 |
|
ISIN (if CUSIP is not
available) |
US98423F1093 |
|
Ticker (if CUSIP and ISIN
are not available) |
XMTR |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
17.82130000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
CARDLYTICS INC
|
| b. LEI (if any)
of issuer. (1) |
549300JETJBH94EIPC66
|
| c. Title of the
issue or description of the investment. |
Cardlytics Inc
|
| d. CUSIP (if
any). |
14161WAB1
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BP6SYT9
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2495000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2136343.75000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.556067978341
|
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) |
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) |
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. |
2025-09-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.00000000
|
| 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 |
|
#1 |
Cardlytics Inc |
Cardlytics Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
14161W105 |
|
ISIN (if CUSIP is not
available) |
US14161W1053 |
|
Ticker (if CUSIP and ISIN
are not available) |
CDLX |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
11.74570000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
FUBOTV INC
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
fuboTV Inc
|
| d. CUSIP (if
any). |
35953DAB0
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BLNM6W3
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1810000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1063375.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.774540046033
|
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) |
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) |
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. |
2026-02-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
3.25000000
|
| 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 |
|
#1 |
fuboTV Inc |
fuboTV Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
35953D104 |
|
ISIN (if CUSIP is not
available) |
US35953D1046 |
|
Ticker (if CUSIP and ISIN
are not available) |
FUBO |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
17.30630000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
PAGERDUTY INC.
|
| b. LEI (if any)
of issuer. (1) |
549300U1SB749EDAGH21
|
| c. Title of the
issue or description of the investment. |
PagerDuty Inc
|
| d. CUSIP (if
any). |
69553PAB6
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMFBBT7
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1315000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1384859.38000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.008702525388
|
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) |
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) |
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. |
2025-07-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.25000000
|
| 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 |
|
#1 |
PagerDuty Inc |
PagerDuty Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
69553P100 |
|
ISIN (if CUSIP is not
available) |
US69553P1003 |
|
Ticker (if CUSIP and ISIN
are not available) |
PD |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
24.95070000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
LUMENTUM HOLDINGS INC
|
| b. LEI (if any)
of issuer. (1) |
549300JLWRRC38DWEF52
|
| c. Title of the
issue or description of the investment. |
Lumentum Holdings Inc
|
| d. CUSIP (if
any). |
55024UAD1
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BLKGWT7
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2101200.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.530470007970
|
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) |
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) |
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. |
2026-12-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.50000000
|
| 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 |
|
#1 |
Lumentum Holdings Inc |
Lumentum Holdings Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
55024U109 |
|
ISIN (if CUSIP is not
available) |
US55024U1097 |
|
Ticker (if CUSIP and ISIN
are not available) |
LITE |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
10.07110000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
SOUTHWEST AIRLINES CO
|
| b. LEI (if any)
of issuer. (1) |
UDTZ87G0STFETI6HGH41
|
| c. Title of the
issue or description of the investment. |
Southwest Airlines Co
|
| d. CUSIP (if
any). |
844741BG2
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BKP33Y8
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2500000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3423125.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.493332450997
|
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) |
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) |
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. |
2025-05-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.25000000
|
| 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 |
|
#1 |
Southwest Airlines Co |
Southwest Airlines Co |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
844741108 |
|
ISIN (if CUSIP is not
available) |
US8447411088 |
|
Ticker (if CUSIP and ISIN
are not available) |
LUV |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
25.99090000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
PAR TECHNOLOGY CORP
|
| b. LEI (if any)
of issuer. (1) |
549300HYPTHBJQINVG57
|
| c. Title of the
issue or description of the investment. |
PAR Technology Corp
|
| d. CUSIP (if
any). |
698884AC7
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMBRXG0
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2250000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2458125.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.790446691577
|
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) |
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) |
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. |
2026-04-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
2.87500000
|
| 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 |
|
#1 |
PAR
Technology Corp |
PAR
Technology Corp |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
698884103 |
|
ISIN (if CUSIP is not
available) |
US6988841036 |
|
Ticker (if CUSIP and ISIN
are not available) |
PAR |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
23.27220000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
JETBLUE AIRWAYS CORP
|
| b. LEI (if any)
of issuer. (1) |
54930070J9H97ZO93T57
|
| c. Title of the
issue or description of the investment. |
JetBlue Airways Corp
|
| d. CUSIP (if
any). |
477143AN1
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMW2F80
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1465000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1198516.50000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.872974280082
|
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) |
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) |
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. |
2026-04-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.50000000
|
| 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 |
|
#1 |
JetBlue Airways Corp |
JetBlue Airways Corp |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
477143101 |
|
ISIN (if CUSIP is not
available) |
US4771431016 |
|
Ticker (if CUSIP and ISIN
are not available) |
JBLU |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
38.58020000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
EXACT SCIENCES CORP
|
| b. LEI (if any)
of issuer. (1) |
549300VM3X1FYD4N9Z14
|
| c. Title of the
issue or description of the investment. |
Exact Sciences Corp
|
| d. CUSIP (if
any). |
30063PAC9
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BLH8Z42
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
500000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
404500.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.294629315735
|
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) |
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) |
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. |
2028-03-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.37500000
|
| 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 |
|
#1 |
Exact
Sciences Corp |
Exact
Sciences Corp |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
30063P105 |
|
ISIN (if CUSIP is not
available) |
US30063P1057 |
|
Ticker (if CUSIP and ISIN
are not available) |
EXAS |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
8.20760000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
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). |
25470MAB5
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BF953F6
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
860000.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.626405961762
|
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) |
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) |
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. |
2026-08-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
3.37500000
|
| 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 |
|
#1 |
DISH
Network Corp |
DISH
Network Corp |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
25470M109 |
|
ISIN (if CUSIP is not
available) |
US25470M1099 |
|
Ticker (if CUSIP and ISIN
are not available) |
DISH |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
15.34290000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
LUMENTUM HOLDINGS INC
|
| b. LEI (if any)
of issuer. (1) |
549300JLWRRC38DWEF52
|
| c. Title of the
issue or description of the investment. |
Lumentum Holdings Inc
|
| d. CUSIP (if
any). |
55024UAE9
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BM8HJT8
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1103000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
980567.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.714224435706
|
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) |
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) |
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. |
2028-06-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.50000000
|
| 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 |
|
#1 |
Lumentum Holdings Inc |
Lumentum Holdings Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
55024U109 |
|
ISIN (if CUSIP is not
available) |
US55024U1097 |
|
Ticker (if CUSIP and ISIN
are not available) |
LITE |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
7.63190000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
AVANTOR INC
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
Avantor Inc
|
| d. CUSIP (if
any). |
05352A209
|
| At least one of the following other identifiers: |
| - Ticker (if
ISIN is not available). |
AVTR
|
Item C.2. Amount of each investment.
| a. Balance |
24965.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2422353.95000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.764391809044
|
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-preferred
|
| 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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☒ 1 ☐ 2 ☐ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
TERADYNE INC
|
| b. LEI (if any)
of issuer. (1) |
C3X4YJ278QNZHRJULN75
|
| c. Title of the
issue or description of the investment. |
Teradyne Inc
|
| d. CUSIP (if
any). |
880770AG7
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BD96BH3
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
500000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1666500.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.213843645670
|
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) |
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) |
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. |
2023-12-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.25000000
|
| 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 |
|
#1 |
Teradyne Inc |
Teradyne Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
880770102 |
|
ISIN (if CUSIP is not
available) |
US8807701029 |
|
Ticker (if CUSIP and ISIN
are not available) |
TER |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
31.74020000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
NCL CORPORATION LTD
|
| b. LEI (if any)
of issuer. (1) |
UNZWILHE4KMRP9K2L524
|
| c. Title of the
issue or description of the investment. |
NCL Corp Ltd
|
| d. CUSIP (if
any). |
62886HAX9
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BM8BNV0
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1360000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1845520.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.344238058780
|
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) |
Corporate
|
Item C.5. Country of investment or issuer.
| a. ISO country
code. (8) |
BERMUDA
|
| 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) |
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. |
2025-08-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
5.37500000
|
| 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 |
|
#1 |
Norwegian Cruise Line Holdings |
Norwegian Cruise Line Holdings Ltd |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
ISIN (if CUSIP is not
available) |
BMG667211046 |
|
Ticker (if CUSIP and ISIN
are not available) |
NCLH |
|
Other identifier (if
CUSIP, ISIN, and ticker are not available) |
B9CGTC3
Description: SEDOL |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
53.33330000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
Match Group Financeco 3 Inc
|
| b. LEI (if any)
of issuer. (1) |
5493003IEL8HSZKWUI17
|
| c. Title of the
issue or description of the investment. |
Match Group Financeco 3 Inc
|
| d. CUSIP (if
any). |
44932KAA4
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BJSB5T1
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2431000.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.770689410516
|
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) |
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) |
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. |
2030-01-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
2.00000000
|
| 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 |
|
#1 |
Match
Group Inc |
Match
Group Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
57667L107 |
|
ISIN (if CUSIP is not
available) |
US57667L1070 |
|
Ticker (if CUSIP and ISIN
are not available) |
MTCH |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
11.87390000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
Crown Castle International Cor
|
| b. LEI (if any)
of issuer. (1) |
54930012H97VSM0I2R19
|
| c. Title of the
issue or description of the investment. |
Crown Castle International Corp
|
| d. CUSIP (if
any). |
22822V101
|
| At least one of the following other identifiers: |
| - Ticker (if
ISIN is not available). |
CCI
|
Item C.2. Amount of each investment.
| a. Balance |
18136.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3358968.56000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.446602245763
|
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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☒ 1 ☐ 2 ☐ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
PROGRESS SOFTWARE CORP
|
| b. LEI (if any)
of issuer. (1) |
549300R65B3JG6972S24
|
| c. Title of the
issue or description of the investment. |
Progress Software Corp
|
| d. CUSIP (if
any). |
743312AB6
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BNKC7G1
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
3090000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3119355.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.272072754480
|
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) |
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) |
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. |
2026-04-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.00000000
|
| 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 |
|
#1 |
Progress Software Corp |
Progress Software Corp |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
743312100 |
|
ISIN (if CUSIP is not
available) |
US7433121008 |
|
Ticker (if CUSIP and ISIN
are not available) |
PRGS |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
17.45250000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
LIMELIGHT NETWORKS INC
|
| b. LEI (if any)
of issuer. (1) |
529900BNCMDQGEKW5M59
|
| c. Title of the
issue or description of the investment. |
Limelight Networks Inc
|
| d. CUSIP (if
any). |
53261MAB0
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BM8BP69
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2665000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2598375.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.892601849876
|
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) |
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) |
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. |
2025-08-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
3.50000000
|
| 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 |
|
#1 |
Limelight Networks Inc |
Limelight Networks Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
53261M104 |
|
ISIN (if CUSIP is not
available) |
US53261M1045 |
|
Ticker (if CUSIP and ISIN
are not available) |
LLNW |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
117.23670000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
I3 VERTICALS LLC
|
| b. LEI (if any)
of issuer. (1) |
549300VET627YPCK1T69
|
| c. Title of the
issue or description of the investment. |
i3 Verticals LLC
|
| d. CUSIP (if
any). |
44933TAB2
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMCPKN9
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
3105000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3055320.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.225431003594
|
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) |
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) |
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. |
2025-02-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.00000000
|
| 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 |
|
#1 |
I3
Verticals Inc |
I3
Verticals Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
46571Y107 |
|
ISIN (if CUSIP is not
available) |
US46571Y1073 |
|
Ticker (if CUSIP and ISIN
are not available) |
IIIV |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
24.46660000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
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). |
65339F770
|
| At least one of the following other identifiers: |
| - Ticker (if
ISIN is not available). |
NEE
|
Item C.2. Amount of each investment.
| a. Balance |
25500.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1196205.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.871290631965
|
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-preferred
|
| 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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☒ 1 ☐ 2 ☐ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
CALLAWAY GOLF CO
|
| b. LEI (if any)
of issuer. (1) |
5493005UB0KFRKBPCU72
|
| c. Title of the
issue or description of the investment. |
Callaway Golf Co
|
| d. CUSIP (if
any). |
131193AE4
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMV7KH0
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
950000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1370375.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.998152406802
|
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) |
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) |
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. |
2026-05-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
2.75000000
|
| 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 |
|
#1 |
Callaway Golf Co |
Callaway Golf Co |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
131193104 |
|
ISIN (if CUSIP is not
available) |
US1311931042 |
|
Ticker (if CUSIP and ISIN
are not available) |
ELY |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
56.76980000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
BANDWIDTH INC
|
| b. LEI (if any)
of issuer. (1) |
549300QC70JB7MUGXM66
|
| c. Title of the
issue or description of the investment. |
Bandwidth Inc
|
| d. CUSIP (if
any). |
05988JAB9
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BKQMY41
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
3000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2124000.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.547077049747
|
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) |
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) |
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. |
2026-03-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.25000000
|
| 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 |
|
#1 |
Bandwidth Inc |
Bandwidth Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
05988J103 |
|
ISIN (if CUSIP is not
available) |
US05988J1034 |
|
Ticker (if CUSIP and ISIN
are not available) |
BAND |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
10.98570000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
DEXCOM INC
|
| b. LEI (if any)
of issuer. (1) |
549300YSK3QDSFR5EU59
|
| c. Title of the
issue or description of the investment. |
Dexcom Inc
|
| d. CUSIP (if
any). |
252131AK3
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BNVVGF9
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2101250.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.530506426922
|
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) |
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) |
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. |
2025-11-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.25000000
|
| 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 |
|
#1 |
Dexcom Inc |
Dexcom Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
252131107 |
|
ISIN (if CUSIP is not
available) |
US2521311074 |
|
Ticker (if CUSIP and ISIN
are not available) |
DXCM |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
1.66550000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
SPLUNK INC
|
| b. LEI (if any)
of issuer. (1) |
549300XGDSGBP6UEI867
|
| c. Title of the
issue or description of the investment. |
Splunk Inc
|
| d. CUSIP (if
any). |
848637AD6
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BK6H4C4
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2173800.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.583350325208
|
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) |
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) |
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. |
2025-09-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.12500000
|
| 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 |
|
#1 |
Splunk Inc |
Splunk Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
848637104 |
|
ISIN (if CUSIP is not
available) |
US8486371045 |
|
Ticker (if CUSIP and ISIN
are not available) |
SPLK |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
6.74330000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
AMERIVON HOLDINGS LLC - PRIVATE
PLACEMENT
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
AMERIVON HOLDINGS LLC - PRIVATE
PLACEMENT
|
| 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 |
898873104
|
| Description of
other unique identifier. |
Internal
|
Item C.2. Amount of each investment.
| a. Balance |
272728.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
16363.68000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.011918961288
|
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-preferred
|
| 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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☐ 1 ☐ 2 ☒ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
BLACKLINE INC
|
| b. LEI (if any)
of issuer. (1) |
529900P9N7PK9LV5EK56
|
| c. Title of the
issue or description of the investment. |
Blackline Inc
|
| d. CUSIP (if
any). |
09239BAB5
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BLN8N08
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
700000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
787500.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.573598482427
|
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) |
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) |
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. |
2024-08-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.12500000
|
| 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 |
|
#1 |
Blackline Inc |
Blackline Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
09239B109 |
|
ISIN (if CUSIP is not
available) |
US09239B1098 |
|
Ticker (if CUSIP and ISIN
are not available) |
BL |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
13.62440000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
NICE SYSTEMS INC
|
| b. LEI (if any)
of issuer. (1) |
254900T6KBE4O3728267
|
| c. Title of the
issue or description of the investment. |
Nice Systems Inc
|
| d. CUSIP (if
any). |
65366HAB9
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BYZK7R8
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
798000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1975050.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.438584993928
|
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) |
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) |
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. |
2024-01-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.25000000
|
| 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 |
|
#1 |
Nice
Ltd |
Nice
Ltd |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
653656108 |
|
ISIN (if CUSIP is not
available) |
US6536561086 |
|
Ticker (if CUSIP and ISIN
are not available) |
NICE |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
12.05380000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
IIP OPERATING PARTNER
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
IIP Operating Partnership LP
|
| d. CUSIP (if
any). |
44988FAA8
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BHWTRQ8
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2215000.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.613359541050
|
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) |
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) |
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. |
2024-02-21
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
3.75000000
|
| 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 |
|
#1 |
Innovative Industrial Properti |
Innovative Industrial Properties Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
45781V101 |
|
ISIN (if CUSIP is not
available) |
US45781V1017 |
|
Ticker (if CUSIP and ISIN
are not available) |
IIPR |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
15.32650000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
ROYAL CARIBBEAN CRUISES
|
| b. LEI (if any)
of issuer. (1) |
K2NEH8QNVW44JIWK7Z55
|
| c. Title of the
issue or description of the investment. |
Royal Caribbean Cruises Ltd
|
| d. CUSIP (if
any). |
780153BB7
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BN2TYF8
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
395000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
488338.50000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.355695520648
|
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) |
Corporate
|
Item C.5. Country of investment or issuer.
| a. ISO country
code. (8) |
LIBERIA
|
| 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) |
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. |
2023-06-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4.25000000
|
| 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 |
|
#1 |
ROYAL
CARIBBEAN CRUISES |
Royal
Caribbean Cruises Ltd |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
780153BF8 |
|
ISIN (if CUSIP is not
available) |
US780153BF87 |
|
Ticker (if CUSIP and ISIN
are not available) |
RCL |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
13.86720000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
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). |
912796J42
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BNHV1F8
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
852000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
851531.14000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.620237421770
|
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) |
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. |
2022-06-16
|
| 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.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
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). |
84857L606
|
| At least one of the following other identifiers: |
| - Ticker (if
ISIN is not available). |
SR
|
Item C.2. Amount of each investment.
| a. Balance |
14800.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
778036.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.566705103332
|
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-preferred
|
| 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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☐ 1 ☒ 2 ☐ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
2U INC
|
| b. LEI (if any)
of issuer. (1) |
5493008RVTXVR43PYF84
|
| c. Title of the
issue or description of the investment. |
2U Inc
|
| d. CUSIP (if
any). |
90214JAB7
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMD58V2
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
3000000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2392500.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.742646818042
|
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) |
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) |
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. |
2025-05-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
2.25000000
|
| 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 |
|
#1 |
2U
Inc |
2U
Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
90214J101 |
|
ISIN (if CUSIP is not
available) |
US90214J1016 |
|
Ticker (if CUSIP and ISIN
are not available) |
TWOU |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
35.37730000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
FORD MOTOR COMPANY
|
| b. LEI (if any)
of issuer. (1) |
20S05OYHG0MQM4VUIC57
|
| c. Title of the
issue or description of the investment. |
Ford Motor Co
|
| d. CUSIP (if
any). |
345370CZ1
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMZR1L7
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
3500000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
3732750.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.718856806707
|
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) |
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) |
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. |
2026-03-15
|
| 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 |
|
#1 |
Ford
Motor Co |
Ford
Motor Co |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
345370860 |
|
ISIN (if CUSIP is not
available) |
US3453708600 |
|
Ticker (if CUSIP and ISIN
are not available) |
F |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
57.77210000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
STRIDE INC
|
| b. LEI (if any)
of issuer. (1) |
254900BRWS3AFONWU277
|
| c. Title of the
issue or description of the investment. |
Stride Inc
|
| d. CUSIP (if
any). |
86333MAA6
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BKMQRH1
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2030000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2102065.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.531100055827
|
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) |
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) |
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. |
2027-09-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.12500000
|
| 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 |
|
#1 |
Stride Inc |
Stride Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
86333M108 |
|
ISIN (if CUSIP is not
available) |
US86333M1080 |
|
Ticker (if CUSIP and ISIN
are not available) |
LRN |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
18.91090000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
VARONIS SYSTEM INC
|
| b. LEI (if any)
of issuer. (1) |
549300SHIVNRRH7STS26
|
| c. Title of the
issue or description of the investment. |
Varonis Systems Inc
|
| d. CUSIP (if
any). |
922280AB8
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BN0TNS6
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
950000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1468700.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.069770274465
|
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) |
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) |
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. |
2025-08-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.25000000
|
| 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 |
|
#1 |
Varonis Systems Inc |
Varonis Systems Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
922280102 |
|
ISIN (if CUSIP is not
available) |
US9222801022 |
|
Ticker (if CUSIP and ISIN
are not available) |
VRNS |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
32.56680000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
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). |
912796S42
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BPLFC80
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
720000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
718691.60000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.523479887102
|
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) |
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. |
2022-07-21
|
| 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.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
ELANCO ANIMAL HEALTH INC
|
| b. LEI (if any)
of issuer. (1) |
549300SHPNDCE059M934
|
| c. Title of the
issue or description of the investment. |
Elanco Animal Health Inc
|
| d. CUSIP (if
any). |
28414H202
|
| At least one of the following other identifiers: |
| - Ticker (if
ISIN is not available). |
ELAN
|
Item C.2. Amount of each investment.
| a. Balance |
39115.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1566555.75000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.141046350271
|
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-preferred
|
| 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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☒ 1 ☐ 2 ☐ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
COHERUS BIOSCIENCES INC
|
| b. LEI (if any)
of issuer. (1) |
5493007IL8W5MV932D26
|
| c. Title of the
issue or description of the investment. |
Coherus Biosciences Inc
|
| d. CUSIP (if
any). |
19249HAB9
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BM9CH65
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
665000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
545715.63000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.397487818673
|
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) |
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) |
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. |
2026-04-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
1.50000000
|
| 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 |
|
#1 |
Coherus Biosciences Inc |
Coherus Biosciences Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
19249H103 |
|
ISIN (if CUSIP is not
available) |
US19249H1032 |
|
Ticker (if CUSIP and ISIN
are not available) |
CHRS |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
51.92240000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
PETIQ INC
|
| b. LEI (if any)
of issuer. (1) |
549300GROACFGKVYOX14
|
| c. Title of the
issue or description of the investment. |
PetIQ Inc
|
| d. CUSIP (if
any). |
71639TAB2
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BKPFR53
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
2720000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
2808400.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
2.045579654666
|
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) |
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) |
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. |
2026-06-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4.00000000
|
| 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 |
|
#1 |
PetIQ
Inc |
PetIQ
Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
71639T106 |
|
ISIN (if CUSIP is not
available) |
US71639T1060 |
|
Ticker (if CUSIP and ISIN
are not available) |
PETQ |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
33.72680000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
BLOCK INC
|
| b. LEI (if any)
of issuer. (1) |
549300OHIIUWSTIZME52
|
| c. Title of the
issue or description of the investment. |
Block Inc
|
| d. CUSIP (if
any). |
852234AD5
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BK99HF1
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
500000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
709375.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.516693871075
|
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) |
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) |
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. |
2023-05-15
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.50000000
|
| 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 |
|
#1 |
Square Inc |
Square Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
852234103 |
|
ISIN (if CUSIP is not
available) |
US8522341036 |
|
Ticker (if CUSIP and ISIN
are not available) |
SQ |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
12.84560000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
INSULET CORPORATION
|
| b. LEI (if any)
of issuer. (1) |
549300TZTYD2PYN92D43
|
| c. Title of the
issue or description of the investment. |
Insulet Corp
|
| d. CUSIP (if
any). |
45784PAK7
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BMVC6H7
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
1500000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
1852500.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
1.349322144377
|
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) |
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) |
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. |
2026-09-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
0.37500000
|
| 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 |
|
#1 |
Insulet Corp |
Insulet Corp |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
45784P101 |
|
ISIN (if CUSIP is not
available) |
US45784P1012 |
|
Ticker (if CUSIP and ISIN
are not available) |
PODD |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
4.41050000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
BRAEMAR HOTELS & RESORTS
|
| b. LEI (if any)
of issuer. (1) |
549300JDUUEBN868C776
|
| c. Title of the
issue or description of the investment. |
Braemar Hotels & Resorts
Inc
|
| d. CUSIP (if
any). |
10482BAA9
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BNNFM28
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
350000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
410900.00000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.299290941497
|
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) |
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) |
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. |
2026-06-01
|
| i. Coupon
category. (13) |
Fixed
|
| ii. Annualized
rate. |
4.50000000
|
| 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 |
|
#1 |
Braemar Hotels & Resorts Inc |
Braemar Hotels & Resorts Inc |
United States Dollar |
|
At
least one of the following other identifiers: |
|
Identifier type |
Identifier value |
|
CUSIP |
10482B101 |
|
ISIN (if CUSIP is not
available) |
US10482B1017 |
|
Ticker (if CUSIP and ISIN
are not available) |
BHR |
|
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond
Currency Record |
Conversion
ratio per 1000 units |
ISO
Currency Code |
|
#1 |
157.79090000 |
United States Dollar |
| v. Delta (if
applicable). |
XXXX
|
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
AMERIVON HOLDINGS LLC - PRIVATE
PLACEMENT
|
| b. LEI (if any)
of issuer. (1) |
N/A
|
| c. Title of the
issue or description of the investment. |
AMERIVON HOLDINGS LLC - PRIVATE
PLACEMENT
|
| 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 |
898876107
|
| Description of
other unique identifier. |
INTERNAL
|
Item C.2. Amount of each investment.
| a. Balance |
809253.00000000
|
| b. Units |
Number of shares
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
436035.23000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.317598915826
|
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-preferred
|
| 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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☐ 1 ☐ 2 ☒ 3 ☐ N/A |
Item C.9. Debt securities.
Item C.10. Repurchase and reverse repurchase agreements.
Item C.11. Derivatives.
Item C.12. Securities lending.
| a. Does any
amount of this investment represent reinvestment of cash collateral
received for loaned securities? |
☐ Yes ☒ No |
| b. Does any
portion of this investment represent that is treated as 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). |
NCL CORPORATION LTD
|
| b. LEI (if any)
of issuer. (1) |
UNZWILHE4KMRP9K2L524
|
| c. Title of the
issue or description of the investment. |
NCL Corp Ltd
|
| d. CUSIP (if
any). |
62886HBC4
|
| At least one of the following other identifiers: |
| - Other unique
identifier (if ticker and ISIN are not available). Indicate the
type of identifier used |
BN46XF0
|
| Description of
other unique identifier. |
SEDOL
|
Item C.2. Amount of each investment.
| a. Balance |
623000.00000000
|
| b. Units |
Principal amount
|
| c. Description
of other units. |
|
| d. Currency.
(3) |
United States Dollar
|
| e. Value.
(4) |
547305.50000000
|
| f. Exchange
rate. |
|
| g. Percentage
value compared to net assets of the Fund. |
0.398645846634
|
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) |
Corporate
|
Item C.5. Country of investment or issuer.
| a. ISO country
code. (8) |
BERMUDA
|
| 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) |
Item C.8. Fair value level.
| a. Level within
the fair value hierarchy (12) |
☐ 1 ☒ 2 ☐ 3 |