|
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 |
| Confidential | ☐ |
| Filer CIK | 0001843181 |
| 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? | ☐ |
| Name | |
| Phone | |
| E-Mail Address |
| Notify via Filing Website only? | ☐ |
| Notification E-mail Address | |
| Series ID |
| Class (Contract) ID |
| a. Name of Registrant | Neuberger Berman Next Generation Connectivity Fund Inc. |
| b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-23635 |
| c. CIK number of Registrant | 0001843181 |
| d. LEI of Registrant | 549300GRTFKXVB9LQE61 |
| e. Address and telephone number of Registrant: |
| i. Street Address 1 | 1290 Avenue of the Americas |
| ii. Street Address 2 | |
| iii. City | New York |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Zip / Postal Code | 10104 |
| vii. Telephone number | 212-476-8800 |
| a. Name of Series. | Neuberger Berman Next Generation Connectivity Fund Inc. |
| b. EDGAR series identifier (if any). | |
| c. LEI of Series. | 549300GRTFKXVB9LQE61 |
| a. Date of fiscal year-end. | 2023-10-31 |
| b. Date as of which information is reported. | 2023-04-30 |
| a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
| Report the following information for the Fund and its consolidated subsidiaries. |
| a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 958497165.23 |
| b. Total liabilities. | 9647636.85 |
| c. Net assets. | 948849528.38 |
| 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. | 24978163.99000000 |
| c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)]. |
| Amounts payable within one year. | |
| Banks or other financial institutions for borrowings. | 0.00000000 |
| Controlled companies. | 0.00000000 |
| Other affiliates. | 0.00000000 |
| Others. | 0.00000000 |
| Amounts payable after one year. | |
| Banks or other financial institutions for borrowings. | 0.00000000 |
| Controlled companies. | 0.00000000 |
| Other affiliates. | 0.00000000 |
| Others. | 0.00000000 |
| d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis. |
| (i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
| (ii) On a standby commitment basis: | 0.00000000 |
| e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
| f. Cash and cash equivalents not reported in Parts C and D. | 799272.50000000 |
| 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 | — | — | — | — | — | — | — |
|---|
| 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 | — | — | — | — | — | — |
|---|
|
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. |
| 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 |
| 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 | 2.11000000 | 4.48000000 | -5.77000000 | |
| 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 | — | — | — | — | — | — | |
| Credit Contracts | — | — | — | — | — | — | |
| Equity Contracts | 4251133.50000000 | -1317326.40000000 | 1923081.33000000 | 1062614.13000000 | 1566262.87000000 | 3200247.22000000 | |
| Forward | — | — | — | — | — | — | |
| Future | — | — | — | — | — | — | |
| Option | 4251133.50000000 | -1317326.40000000 | 1923081.33000000 | 1062614.13000000 | 1566262.87000000 | 3200247.22000000 | |
| Swaption | — | — | — | — | — | — | |
| Swap | — | — | — | — | — | — | |
| Warrant | — | — | — | — | — | — | |
| Other | — | — | — | — | — | — | |
| Foreign Exchange Contracts | — | — | — | — | — | — | |
| Interest Rate Contracts | — | — | — | — | — | — | |
| Other Contracts | — | — | — | — | — | — | |
| 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 | -5992135.30000000 | 1655325.33000000 |
| Month 2 | -2740393.51000000 | 44183418.00000000 |
| Month 3 | -2992373.94000000 | -53417856.79000000 |
| a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
| Month | Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) | Total net asset value of shares sold in connection with reinvestments of dividends and distributions | Total net asset value of shares redeemed or repurchased, including exchanges |
|---|---|---|---|
| Month 1 | 0.00000000 | 0.00000000 | 0.00000000 |
| Month 2 | 0.00000000 | 0.00000000 | 0.00000000 |
| Month 3 | 0.00000000 | 0.00000000 | 0.00000000 |
| 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 |
| 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. |
| Classification |
—
|
| 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. |
—
|
| 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. | Securities Portfolio VaR |
| ii. As applicable, the index identifier for the Fund’s Designated Index. | Designated Reference Portfolio is the Fund's Securities Portfolio |
| 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. |
—
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZOOMINFO TECHNOLOGIES INC |
| 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 | BBG01FXTMQ94 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -212.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7950.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00083785676 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ZoomInfo Technologies, Inc. |
| Title of issue. | ZoomInfo Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980F104 |
| - ISIN (if CUSIP is not available). | US98980F1049 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 25.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 19157.62000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZOOMINFO TECHNOLOGIES INC |
| 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 | BBG01FC1WV87 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -95.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8787.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00092612155 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ZoomInfo Technologies, Inc. |
| Title of issue. | ZoomInfo Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980F104 |
| - ISIN (if CUSIP is not available). | US98980F1049 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 30.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 21022.00000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | Universal Music Group NV |
| b. LEI (if any) of issuer. (1) | 724500GJBUL3D9TW9Y18 |
| c. Title of the issue or description of the investment. | Universal Music Group NV |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | NL0015000IY2 |
| Balance. (2) |
| a. Balance | 175627.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 3836996.80000000 |
| f. Exchange rate. | 0.90752300 |
| g. Percentage value compared to net assets of the Fund. | 0.404384118370 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TRIMBLE INC |
| 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 | BBG01C0YCLX1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -100.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -25000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00263476971 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Trimble, Inc. |
| Title of issue. | Trimble, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 896239100 |
| - ISIN (if CUSIP is not available). | US8962391004 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13946.78000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | EPAM Systems Inc |
| b. LEI (if any) of issuer. (1) | 549300XCR4R530HJP604 |
| c. Title of the issue or description of the investment. | EPAM Systems Inc |
| d. CUSIP (if any). | 29414B104 |
| At least one of the following other identifiers: |
| - ISIN | US29414B1044 |
| Balance. (2) |
| a. Balance | 34219.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9664814.36000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.018582406475 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | Intuit Inc |
| b. LEI (if any) of issuer. (1) | VI90HBPH7XSFMB9E4M29 |
| c. Title of the issue or description of the investment. | Intuit Inc |
| d. CUSIP (if any). | 461202103 |
| At least one of the following other identifiers: |
| - ISIN | US4612021034 |
| Balance. (2) |
| a. Balance | 47327.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21010821.65000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.214347061527 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | Dynatrace Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Dynatrace Inc |
| d. CUSIP (if any). | 268150109 |
| At least one of the following other identifiers: |
| - ISIN | US2681501092 |
| Balance. (2) |
| a. Balance | 491364.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20774869.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.189479922645 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SNOWFLAKE INC |
| 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 | BBG019NZ4XB7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -33.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8299.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00087469084 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Snowflake, Inc. |
| Title of issue. | Snowflake, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 833445109 |
| - ISIN (if CUSIP is not available). | US8334451098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 160.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 18327.83000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | COHERENT CORP |
| 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 | BBG01FW378D4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -28000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00295094207 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Coherent Corp. |
| Title of issue. | Coherent Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 19247G107 |
| - ISIN (if CUSIP is not available). | US19247G1076 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 35.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 11893.87000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TEXAS INSTRUMENTS INC |
| 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 | BBG016D98KT7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -147.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00001549244 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Texas Instruments, Inc. |
| Title of issue. | Texas Instruments, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 882508104 |
| - ISIN (if CUSIP is not available). | US8825081040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 195.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12095.47000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 11 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | COHERENT CORP |
| 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 | BBG01FW37791 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -97000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01022290648 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Coherent Corp. |
| Title of issue. | Coherent Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 19247G107 |
| - ISIN (if CUSIP is not available). | US19247G1076 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 30.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 18893.26000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANSYS INC |
| 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 | BBG01FVTLQ97 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -15.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4575.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00048216285 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ANSYS, Inc. |
| Title of issue. | ANSYS, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 03662Q105 |
| - ISIN (if CUSIP is not available). | US03662Q1058 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 340.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9966.94000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | VERISK ANALYTICS INC |
| 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 | BBG01CG67C70 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16605.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00175001404 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Verisk Analytics, Inc. |
| Title of issue. | Verisk Analytics, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 92345Y106 |
| - ISIN (if CUSIP is not available). | US92345Y1064 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2719.40000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | Zebra Technologies Corp |
| b. LEI (if any) of issuer. (1) | PO0I32GKZ3HZMMDPZZ08 |
| c. Title of the issue or description of the investment. | Zebra Technologies Corp |
| d. CUSIP (if any). | 989207105 |
| At least one of the following other identifiers: |
| - ISIN | US9892071054 |
| Balance. (2) |
| a. Balance | 15950.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4594078.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.484173555721 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LAM RESEARCH CORP |
| 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 | BBG01BHNK4Q6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -5.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9987.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00105259050 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lam Research Corp. |
| Title of issue. | Lam Research Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 512807108 |
| - ISIN (if CUSIP is not available). | US5128071082 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 610.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5684.72000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEERE + CO |
| 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 | BBG01B3N31N9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -40.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -83800.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00883174807 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Deere & Co. |
| Title of issue. | Deere & Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 244199105 |
| - ISIN (if CUSIP is not available). | US2441991054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 390.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5748.12000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | Accenture PLC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Accenture PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE00B4BNMY34 |
| Balance. (2) |
| a. Balance | 20506.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5747626.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.605746914351 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | APPLIED MATERIALS INC |
| 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 | BBG01FVSVCY1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -43.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6385.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00067297288 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Applied Materials, Inc. |
| Title of issue. | Applied Materials, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 038222105 |
| - ISIN (if CUSIP is not available). | US0382221051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 120.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16381.57000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ATLASSIAN CORP |
| 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 | BBG018VZFDN9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -47.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -35015.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00369025846 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Atlassian Corp. |
| Title of issue. | Atlassian Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 049468101 |
| - ISIN (if CUSIP is not available). | US0494681010 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 165.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 45449.11000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALIBABA GROUP HOLDING LTD |
| 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 | BBG01972JP01 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -23.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2380.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00025088277 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alibaba Group Holding Ltd. |
| Title of issue. | Alibaba Group Holding Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 01609W102 |
| - ISIN (if CUSIP is not available). | US01609W1027 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 18652.10000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANALOG DEVICES INC |
| 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 | BBG01BHK6WD0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3770.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00039732327 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Analog Devices, Inc. |
| Title of issue. | Analog Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 032654105 |
| - ISIN (if CUSIP is not available). | US0326541051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 220.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9286.14000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 22 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TAIWAN SEMICONDUCTOR MANUFACTU |
| 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 | BBG016J2V9P9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -29.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18922.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00199425719 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
TAIWAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| Title of issue. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 874039100 |
| - ISIN (if CUSIP is not available). | US8740391003 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4727.95000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | BILL HOLDINGS INC |
| 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 | BBG01BZHVJ48 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -65.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -64350.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00678189724 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Bills Holdings, Inc. |
| Title of issue. | Bills Holdings, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 090043100 |
| - ISIN (if CUSIP is not available). | US0900431000 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 85.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 475.09000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EPAM SYSTEMS INC |
| 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 | BBG016LQ1J56 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -35.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00000368867 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | EPAM Systems, Inc. |
| Title of issue. | EPAM Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29414B104 |
| - ISIN (if CUSIP is not available). | US29414B1044 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 400.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 27470.74000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LATTICE SEMICONDUCTOR CORP |
| 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 | BBG01BHNKPB5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -155.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15500.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00163355722 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lattice Semiconductor Corp. |
| Title of issue. | Lattice Semiconductor Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 518415104 |
| - ISIN (if CUSIP is not available). | US5184151042 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 85017.18000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WALT DISNEY CO/THE |
| 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 | BBG016CHGHW4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -24.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15240.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00160615561 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Walt Disney Co. |
| Title of issue. | Walt Disney Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 254687106 |
| - ISIN (if CUSIP is not available). | US2546871060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -5532.78000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DATADOG INC |
| 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 | BBG01F9JWPH5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -32.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13120.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00138272714 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Datadog, Inc. |
| Title of issue. | Datadog, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 23804L103 |
| - ISIN (if CUSIP is not available). | US23804L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 18662.82000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LINDE PLC |
| 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 | BBG01BKQQ8B6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17290.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00182220673 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Linde PLC |
| Title of issue. | Linde PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE000S9YS762 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 375.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1727.53000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RAMBUS INC |
| 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 | BBG01DMM97Y5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -56.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -19320.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00203615003 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rambus, Inc. |
| Title of issue. | Rambus, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 750917106 |
| - ISIN (if CUSIP is not available). | US7509171069 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-11-17 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 810.21000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADVANCED MICRO DEVICES INC |
| 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 | BBG01BJY4QH9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -53.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -28885.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00304421292 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Advanced Micro Devices, Inc. |
| Title of issue. | Advanced Micro Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 007903107 |
| - ISIN (if CUSIP is not available). | US0079031078 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 17196.59000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 31 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALIBABA GROUP HOLDING LTD |
| 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 | BBG01972JGB9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -28.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00129103715 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alibaba Group Holding Ltd. |
| Title of issue. | Alibaba Group Holding Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 01609W102 |
| - ISIN (if CUSIP is not available). | US01609W1027 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8035.03000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 32 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LATTICE SEMICONDUCTOR CORP |
| 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 | BBG01BHNKM40 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -28.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9800.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00103282972 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lattice Semiconductor Corp. |
| Title of issue. | Lattice Semiconductor Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 518415104 |
| - ISIN (if CUSIP is not available). | US5184151042 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 85.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9225.04000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PALO ALTO NETWORKS INC |
| 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 | BBG01CGVC869 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15720.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00165674319 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Palo Alto Networks, Inc. |
| Title of issue. | Palo Alto Networks, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 697435105 |
| - ISIN (if CUSIP is not available). | US6974351057 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4368.55000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACCENTURE PLC |
| 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 | BBG01BZB9MY6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -180.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00001897034 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Accenture PLC |
| Title of issue. | Accenture PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 350.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3505.26000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | CYBEREASON SERIES F PREFERRED |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CYBEREASON SERIES F PREFERRED |
| 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 | 936QYX904 |
| Description of other unique identifier. | Internal Identifier |
| Balance. (2) |
| a. Balance | 1009513.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 464375.98000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.048940950710 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-preferred
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GLOBANT SA |
| 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 | BBG019N6C8T8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -33.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16665.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00175633749 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Globant SA |
| Title of issue. | Globant SA |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | LU0974299876 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 160.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5887.36000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 37 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZEBRA TECHNOLOGIES CORP |
| 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 | BBG01C15FP16 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00084312630 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zebra Technologies Corp. |
| Title of issue. | Zebra Technologies Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 989207105 |
| - ISIN (if CUSIP is not available). | US9892071054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 330.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6435.65000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | Atlassian Corp |
| b. LEI (if any) of issuer. (1) | 549300V7ZY5P02D2MY38 |
| c. Title of the issue or description of the investment. | Atlassian Corp |
| d. CUSIP (if any). | 049468101 |
| At least one of the following other identifiers: |
| - ISIN | US0494681010 |
| Balance. (2) |
| a. Balance | 45474.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6714690.84000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.707666562417 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TEXAS INSTRUMENTS INC |
| 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 | BBG01BL9QD95 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -644.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00006787166 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Texas Instruments, Inc. |
| Title of issue. | Texas Instruments, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 882508104 |
| - ISIN (if CUSIP is not available). | US8825081040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 195.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4178.55000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TEXAS INSTRUMENTS INC |
| 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 | BBG016D98C51 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9695.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00102176369 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Texas Instruments, Inc. |
| Title of issue. | Texas Instruments, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 882508104 |
| - ISIN (if CUSIP is not available). | US8825081040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 165.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1232.48000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUIT INC |
| 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 | BBG01BKM3YF9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7350.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00077462229 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuit, Inc. |
| Title of issue. | Intuit, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 461202103 |
| - ISIN (if CUSIP is not available). | US4612021034 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 490.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 626.77000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEERE + CO |
| 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 | BBG01CDTM0T8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1086.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00011445439 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Deere & Co. |
| Title of issue. | Deere & Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 244199105 |
| - ISIN (if CUSIP is not available). | US2441991054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 490.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6980.77000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RAMBUS INC |
| 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 | BBG01C20SVN5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -300.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -59250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00624440422 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rambus, Inc. |
| Title of issue. | Rambus, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 750917106 |
| - ISIN (if CUSIP is not available). | US7509171069 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 90590.08000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 44 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONGODB INC |
| 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 | BBG018KFYW98 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -12.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -35940.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00378774494 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MongoDB, Inc. |
| Title of issue. | MongoDB, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 60937P106 |
| - ISIN (if CUSIP is not available). | US60937P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 230.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8572.76000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 45 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SNOWFLAKE INC |
| 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 | BBG018KGDJG0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -80.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -40800.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00429994417 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Snowflake, Inc. |
| Title of issue. | Snowflake, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 833445109 |
| - ISIN (if CUSIP is not available). | US8334451098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 53156.93000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 46 |
| a. Name of issuer (if any). | Omnicell Inc |
| b. LEI (if any) of issuer. (1) | 5493008RH0GTKHHPZI77 |
| c. Title of the issue or description of the investment. | Omnicell Inc |
| d. CUSIP (if any). | 68213N109 |
| At least one of the following other identifiers: |
| - ISIN | US68213N1090 |
| Balance. (2) |
| a. Balance | 76327.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4638391.79000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.488843768296 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | T-MOBILE US INC |
| 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 | BBG019P31KV5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -34.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -255.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00002687465 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | T-Mobile U.S., Inc. |
| Title of issue. | T-Mobile U.S., Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 872590104 |
| - ISIN (if CUSIP is not available). | US8725901040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 155.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8124.94000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MICRON TECHNOLOGY INC |
| 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 | BBG01BKV6HX3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -450.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -86625.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00912947705 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Micron Technology, Inc. |
| Title of issue. | Micron Technology, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 595112103 |
| - ISIN (if CUSIP is not available). | US5951121038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 57.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 77385.62000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADVANCED MICRO DEVICES INC |
| 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 | BBG016D74G23 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -28.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -24710.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00260420638 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Advanced Micro Devices, Inc. |
| Title of issue. | Advanced Micro Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 007903107 |
| - ISIN (if CUSIP is not available). | US0079031078 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 85.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -5404.96000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | OMNICELL INC |
| 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 | BBG01FFGN1J5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -44.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -28600.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00301417655 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Omnicell, Inc. |
| Title of issue. | Omnicell, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 68213N109 |
| - ISIN (if CUSIP is not available). | US68213N1090 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 65.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-12-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -7503.45000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 51 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEXCOM INC |
| 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 | BBG01CDWM7R8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -21.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13440.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00141645219 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dexcom, Inc. |
| Title of issue. | Dexcom, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 252131107 |
| - ISIN (if CUSIP is not available). | US2521311074 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 135.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1018.77000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANSYS INC |
| 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 | BBG01BJYQ901 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10305.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00108605207 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ANSYS, Inc. |
| Title of issue. | ANSYS, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 03662Q105 |
| - ISIN (if CUSIP is not available). | US03662Q1058 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 330.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4639.79000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ENTEGRIS INC |
| 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 | BBG019N16825 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -66.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10560.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00111292672 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Entegris, Inc. |
| Title of issue. | Entegris, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29362U104 |
| - ISIN (if CUSIP is not available). | US29362U1043 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 11844.90000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | Amphenol Corp |
| b. LEI (if any) of issuer. (1) | 549300D3L3G0R4U4VT04 |
| c. Title of the issue or description of the investment. | Amphenol Corp |
| d. CUSIP (if any). | 032095101 |
| At least one of the following other identifiers: |
| - ISIN | US0320951017 |
| Balance. (2) |
| a. Balance | 387201.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29222059.47000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.079735890251 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZSCALER INC |
| 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 | BBG018W362Z0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -48.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1032.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00010876329 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zscaler, Inc. |
| Title of issue. | Zscaler, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980G102 |
| - ISIN (if CUSIP is not available). | US98980G1022 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 24907.40000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | JD.COM INC |
| 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 | BBG01CF9Y9S9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -66.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18249.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00192327650 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | JD.com, Inc. |
| Title of issue. | JD.com, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 47215P106 |
| - ISIN (if CUSIP is not available). | US47215P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 40.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7785.87000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SNOWFLAKE INC |
| 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 | BBG019NZ4PQ8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -80.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10960.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00115508304 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Snowflake, Inc. |
| Title of issue. | Snowflake, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 833445109 |
| - ISIN (if CUSIP is not available). | US8334451098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 72152.01000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONOLITHIC POWER SYSTEMS INC |
| 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 | BBG01CGTYWG6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11550.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00121726360 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Monolithic Power Systems, Inc. |
| Title of issue. | Monolithic Power Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 609839105 |
| - ISIN (if CUSIP is not available). | US6098391054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 560.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6606.47000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 59 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADOBE INC |
| 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 | BBG01BN9S3X6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -672.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00007082260 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Adobe, Inc. |
| Title of issue. | Adobe, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00724F101 |
| - ISIN (if CUSIP is not available). | US00724F1012 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 470.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5474.75000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANSYS INC |
| 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 | BBG01F95WRV5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -19280.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00203193440 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ANSYS, Inc. |
| Title of issue. | ANSYS, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 03662Q105 |
| - ISIN (if CUSIP is not available). | US03662Q1058 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 360.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5431.34000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZEBRA TECHNOLOGIES CORP |
| 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 | BBG019PBDL42 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10890.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00114770568 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zebra Technologies Corp. |
| Title of issue. | Zebra Technologies Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 989207105 |
| - ISIN (if CUSIP is not available). | US9892071054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 290.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7734.91000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| 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). | 98980G102 |
| At least one of the following other identifiers: |
| - ISIN | US98980G1022 |
| Balance. (2) |
| a. Balance | 84549.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7617864.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.802852788787 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GLOBANT SA |
| 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 | BBG01C002YZ6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -33.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -57420.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00605153907 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Globant SA |
| Title of issue. | Globant SA |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | LU0974299876 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 155.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -9657.84000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | JD.COM INC |
| 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 | BBG01CF9YR45 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -43.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -838.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00008837017 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | JD.com, Inc. |
| Title of issue. | JD.com, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 47215P106 |
| - ISIN (if CUSIP is not available). | US47215P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 70.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 20423.73000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DYNATRACE INC |
| 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 | BBG01BZSC9T0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -121.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -34787.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00366628205 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dynatrace, Inc. |
| Title of issue. | Dynatrace, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 268150109 |
| - ISIN (if CUSIP is not available). | US2681501092 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 45.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -366.78000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HUBSPOT INC |
| 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 | BBG01FWLSNZ4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -12.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00230805826 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | HubSpot, Inc. |
| Title of issue. | HubSpot, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 443573100 |
| - ISIN (if CUSIP is not available). | US4435731009 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 430.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3523.45000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 67 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DATADOG INC |
| 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 | BBG018VMB425 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -30.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1845.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00019444600 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Datadog, Inc. |
| Title of issue. | Datadog, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 23804L103 |
| - ISIN (if CUSIP is not available). | US23804L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 32788.67000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 68 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TAIWAN SEMICONDUCTOR MANUFACTU |
| 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 | BBG019X5R4N8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -82.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11070.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00116667602 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
TAIWAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| Title of issue. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 874039100 |
| - ISIN (if CUSIP is not available). | US8740391003 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 23626.34000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | JD.COM INC |
| 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 | BBG01FWQZ3C4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -122.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2928.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00030858422 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | JD.com, Inc. |
| Title of issue. | JD.com, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 47215P106 |
| - ISIN (if CUSIP is not available). | US47215P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 42.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 25921.23000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WALT DISNEY CO/THE |
| 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 | BBG016CHGJZ7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9360.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00098645778 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Walt Disney Co. |
| Title of issue. | Walt Disney Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 254687106 |
| - ISIN (if CUSIP is not available). | US2546871060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7266.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GLOBANT SA |
| 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 | BBG019N6CK48 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -13.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1378.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00014522850 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Globant SA |
| Title of issue. | Globant SA |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | LU0974299876 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 22534.71000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LATTICE SEMICONDUCTOR CORP |
| 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 | BBG01FWVMYY5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -54.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2430.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00025609961 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lattice Semiconductor Corp. |
| Title of issue. | Lattice Semiconductor Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 518415104 |
| - ISIN (if CUSIP is not available). | US5184151042 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 24541.21000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EPAM SYSTEMS INC |
| 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 | BBG01BKBHDZ2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3440.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00036254431 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | EPAM Systems, Inc. |
| Title of issue. | EPAM Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29414B104 |
| - ISIN (if CUSIP is not available). | US29414B1044 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 330.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5725.70000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ETSY INC |
| 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 | BBG01CDYRJF6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -21.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5701.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00060088558 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Etsy, Inc. |
| Title of issue. | Etsy, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29786A106 |
| - ISIN (if CUSIP is not available). | US29786A1060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 140.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 20117.18000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LINDE PLC |
| 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 | BBG01BKQQDR8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -15.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7125.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00075090936 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Linde PLC |
| Title of issue. | Linde PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE00BZ12WP82 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 395.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1592.93000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 76 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANALOG DEVICES INC |
| 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 | BBG017SR4B59 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2600.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00027401605 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Analog Devices, Inc. |
| Title of issue. | Analog Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 032654105 |
| - ISIN (if CUSIP is not available). | US0326541051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10646.13000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADOBE INC |
| 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 | BBG01BJWWB03 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -13.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17485.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00184275793 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Adobe, Inc. |
| Title of issue. | Adobe, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00724F101 |
| - ISIN (if CUSIP is not available). | US00724F1012 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 400.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8107.92000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEXCOM INC |
| 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 | BBG01B3PNY50 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -19.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8360.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00088106699 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dexcom, Inc. |
| Title of issue. | Dexcom, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 252131107 |
| - ISIN (if CUSIP is not available). | US2521311074 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 125.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6259.83000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 79 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CADENCE DESIGN SYSTEMS INC |
| 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 | BBG019MSJP25 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -50.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -58250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00613901343 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cadence Design Systems, Inc. |
| Title of issue. | Cadence Design Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 127387108 |
| - ISIN (if CUSIP is not available). | US1273871087 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4722.11000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 80 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MERCADOLIBRE INC |
| 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 | BBG01CGTVDJ8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -2.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14280.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00150498046 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MercadoLibre, Inc. |
| Title of issue. | MercadoLibre, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 58733R102 |
| - ISIN (if CUSIP is not available). | US58733R1023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 1480.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7438.46000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 81 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WALT DISNEY CO/THE |
| 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 | BBG01BHLXV40 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -51.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -25882.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00272777708 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Walt Disney Co. |
| Title of issue. | Walt Disney Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 254687106 |
| - ISIN (if CUSIP is not available). | US2546871060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3494.67000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 82 |
| a. Name of issuer (if any). | Expedia Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Expedia Group Inc |
| d. CUSIP (if any). | 30212P303 |
| At least one of the following other identifiers: |
| - ISIN | US30212P3038 |
| Balance. (2) |
| a. Balance | 121636.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11428918.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.204502739176 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 83 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | OMNICELL INC |
| 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 | BBG01C0HT878 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -83.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23655.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00249301910 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Omnicell, Inc. |
| Title of issue. | Omnicell, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 68213N109 |
| - ISIN (if CUSIP is not available). | US68213N1090 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 70.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6981.05000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 84 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | VERISK ANALYTICS INC |
| 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 | BBG01FSL40Q5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7605.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00080149694 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Verisk Analytics, Inc. |
| Title of issue. | Verisk Analytics, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 92345Y106 |
| - ISIN (if CUSIP is not available). | US92345Y1064 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3301.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 85 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ASML HOLDING NV |
| 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 | BBG0190Z0T98 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -4.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7240.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00076302930 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ASML Holding NV |
| Title of issue. | ASML Holding NV |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | USN070592100 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 740.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6717.77000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 86 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | VERISK ANALYTICS INC |
| 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 | BBG01CG67DB3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4690.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00049428279 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Verisk Analytics, Inc. |
| Title of issue. | Verisk Analytics, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 92345Y106 |
| - ISIN (if CUSIP is not available). | US92345Y1064 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 220.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 482.63000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 87 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GLOBANT SA |
| 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 | BBG01C0039F2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -15.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3337.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00035174175 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Globant SA |
| Title of issue. | Globant SA |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | LU0974299876 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14474.32000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 88 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEERE + CO |
| 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 | BBG01B3N3CL7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -162.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00001707330 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Deere & Co. |
| Title of issue. | Deere & Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 244199105 |
| - ISIN (if CUSIP is not available). | US2441991054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 480.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14744.55000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 89 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONGODB INC |
| 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 | BBG01C0BRNR8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -22.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -55275.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00582547583 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MongoDB, Inc. |
| Title of issue. | MongoDB, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 60937P106 |
| - ISIN (if CUSIP is not available). | US60937P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 260.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1222.07000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 90 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EPAM SYSTEMS INC |
| 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 | BBG016LQ22X1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5640.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00059440404 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | EPAM Systems, Inc. |
| Title of issue. | EPAM Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29414B104 |
| - ISIN (if CUSIP is not available). | US29414B1044 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 360.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16435.59000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 91 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALIBABA GROUP HOLDING LTD |
| 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 | BBG01BK0MLG3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -48.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8424.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00088781200 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alibaba Group Holding Ltd. |
| Title of issue. | Alibaba Group Holding Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 01609W102 |
| - ISIN (if CUSIP is not available). | US01609W1027 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 39500.23000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 92 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZEBRA TECHNOLOGIES CORP |
| 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 | BBG01B1XTPS3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9640.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00101596720 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zebra Technologies Corp. |
| Title of issue. | Zebra Technologies Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 989207105 |
| - ISIN (if CUSIP is not available). | US9892071054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 360.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-12-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 11715.60000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 93 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EXPEDIA GROUP INC |
| 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 | BBG01FWC8GH1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -54.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23625.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00248985737 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Expedia Group, Inc. |
| Title of issue. | Expedia Group, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 30212P303 |
| - ISIN (if CUSIP is not available). | US30212P3038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1456.23000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 94 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ASML HOLDING NV |
| 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 | BBG0190Z1F42 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -4.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12180.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00128365980 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ASML Holding NV |
| Title of issue. | ASML Holding NV |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | USN070592100 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 720.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5177.74000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 95 |
| a. Name of issuer (if any). | HubSpot Inc |
| b. LEI (if any) of issuer. (1) | 529900BLNVEW0MVKJB37 |
| c. Title of the issue or description of the investment. | HubSpot Inc |
| d. CUSIP (if any). | 443573100 |
| At least one of the following other identifiers: |
| - ISIN | US4435731009 |
| Balance. (2) |
| a. Balance | 19801.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8335230.95000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.878456562467 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 96 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TAKE-TWO INTERACTIVE SOFTWARE |
| 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 | BBG01B4PRT56 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -23.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -29842.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00314512460 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Take-Two Interactive Software, Inc. |
| Title of issue. | Take-Two Interactive Software, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 874054109 |
| - ISIN (if CUSIP is not available). | US8740541094 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 115.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -8349.91000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 97 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TEXAS INSTRUMENTS INC |
| 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 | BBG01BL9QB26 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4090.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00043110102 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Texas Instruments, Inc. |
| Title of issue. | Texas Instruments, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 882508104 |
| - ISIN (if CUSIP is not available). | US8825081040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 185.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16980.05000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 98 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADOBE INC |
| 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 | BBG01BJWWFB2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5880.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00061969783 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Adobe, Inc. |
| Title of issue. | Adobe, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00724F101 |
| - ISIN (if CUSIP is not available). | US00724F1012 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 415.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1711.24000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 99 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUITIVE SURGICAL INC |
| 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 | BBG017LYL7Q8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6570.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00069241748 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuitive Surgical, Inc. |
| Title of issue. | Intuitive Surgical, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 46120E602 |
| - ISIN (if CUSIP is not available). | US46120E6023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 310.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12234.91000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 100 |
| a. Name of issuer (if any). | Sea Ltd |
| b. LEI (if any) of issuer. (1) | 529900OM6JLLW44YKI15 |
| c. Title of the issue or description of the investment. | Sea Ltd |
| d. CUSIP (if any). | 81141R100 |
| At least one of the following other identifiers: |
| - ISIN | US81141R1005 |
| Balance. (2) |
| a. Balance | 89725.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6834353.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.720277878165 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 101 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CROWDSTRIKE HOLDINGS INC |
| 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 | BBG01BK68C76 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -18.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3996.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00042114159 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Crowdstrike Holdings, Inc. |
| Title of issue. | Crowdstrike Holdings, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 22788C105 |
| - ISIN (if CUSIP is not available). | US22788C1053 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 150.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12194.35000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 102 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUITIVE SURGICAL INC |
| 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 | BBG01BKMKYD2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21825.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00230015395 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuitive Surgical, Inc. |
| Title of issue. | Intuitive Surgical, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 46120E602 |
| - ISIN (if CUSIP is not available). | US46120E6023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 290.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -14989.81000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 103 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MERCADOLIBRE INC |
| 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 | BBG01FRV6K51 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -4.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11820.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00124571912 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MercadoLibre, Inc. |
| Title of issue. | MercadoLibre, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 58733R102 |
| - ISIN (if CUSIP is not available). | US58733R1023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 1360.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7777.72000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 104 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EPAM SYSTEMS INC |
| 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 | BBG016LQ13N1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15840.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00166939009 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | EPAM Systems, Inc. |
| Title of issue. | EPAM Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29414B104 |
| - ISIN (if CUSIP is not available). | US29414B1044 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 280.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1354.88000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 105 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SNOWFLAKE INC |
| 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 | BBG018KGDP21 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -19040.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00200664061 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Snowflake, Inc. |
| Title of issue. | Snowflake, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 833445109 |
| - ISIN (if CUSIP is not available). | US8334451098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 150.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 471.38000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 106 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUIT INC |
| 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 | BBG01FWNZ5Q1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -11.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8030.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00084628803 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuit, Inc. |
| Title of issue. | Intuit, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 461202103 |
| - ISIN (if CUSIP is not available). | US4612021034 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 460.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3404.09000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 107 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUIT INC |
| 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 | BBG015P58DW6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7500.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00079043091 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuit, Inc. |
| Title of issue. | Intuit, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 461202103 |
| - ISIN (if CUSIP is not available). | US4612021034 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 470.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14696.38000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 108 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MERCADOLIBRE INC |
| 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 | BBG01CGTV952 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -2.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17980.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00189492637 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MercadoLibre, Inc. |
| Title of issue. | MercadoLibre, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 58733R102 |
| - ISIN (if CUSIP is not available). | US58733R1023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 1420.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 598.79000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 109 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AUTODESK INC |
| 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 | BBG01G9XSWX4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -12.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16380.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00172630111 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Autodesk, Inc. |
| Title of issue. | Autodesk, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 052769106 |
| - ISIN (if CUSIP is not available). | US0527691069 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 190.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2176.46000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 110 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANSYS INC |
| 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 | BBG01BJYQC22 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4960.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00052273831 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ANSYS, Inc. |
| Title of issue. | ANSYS, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 03662Q105 |
| - ISIN (if CUSIP is not available). | US03662Q1058 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 350.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1835.72000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 111 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADVANCED MICRO DEVICES INC |
| 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 | BBG01BHKJLP7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -30.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14400.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00151762735 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Advanced Micro Devices, Inc. |
| Title of issue. | Advanced Micro Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 007903107 |
| - ISIN (if CUSIP is not available). | US0079031078 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5684.00000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 112 |
| a. Name of issuer (if any). | Qorvo Inc |
| b. LEI (if any) of issuer. (1) | 254900YAUJV2EUEVBR11 |
| c. Title of the issue or description of the investment. | Qorvo Inc |
| d. CUSIP (if any). | 74736K101 |
| At least one of the following other identifiers: |
| - ISIN | US74736K1016 |
| Balance. (2) |
| a. Balance | 42250.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3890380.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.410010215912 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 113 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WALT DISNEY CO/THE |
| 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 | BBG01F7XQJ69 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -50.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12150.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00128049808 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Walt Disney Co. |
| Title of issue. | Walt Disney Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 254687106 |
| - ISIN (if CUSIP is not available). | US2546871060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 773.45000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 114 |
| a. Name of issuer (if any). | GRAMMARLY SERIES 3 PFD |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GRAMMARLY SERIES 3 PFD |
| 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 | 936ZFQ900 |
| Description of other unique identifier. | Internal Identifier |
| Balance. (2) |
| a. Balance | 451510.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11834934.97000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.247293128785 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-preferred
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 115 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RAMBUS INC |
| 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 | BBG01F70T942 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -250.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -24375.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00256890047 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rambus, Inc. |
| Title of issue. | Rambus, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 750917106 |
| - ISIN (if CUSIP is not available). | US7509171069 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 47.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 50027.14000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 116 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SERVICENOW INC |
| 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 | BBG01C1Z6N79 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -5.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2550.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00026874651 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ServiceNow, Inc. |
| Title of issue. | ServiceNow, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 81762P102 |
| - ISIN (if CUSIP is not available). | US81762P1021 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 580.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10997.10000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 117 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ASML HOLDING NV |
| 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 | BBG0190H2VF4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -4.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18940.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00199610153 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ASML Holding NV |
| Title of issue. | ASML Holding NV |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | USN070592100 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 610.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -5462.23000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 118 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HUBSPOT INC |
| 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 | BBG01CGSQ095 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -12.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -40140.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00423038625 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | HubSpot, Inc. |
| Title of issue. | HubSpot, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 443573100 |
| - ISIN (if CUSIP is not available). | US4435731009 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 470.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8803.26000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 119 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NOKIA OYJ |
| 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 | BBG01BKW9DJ3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -525.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -787.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00008299524 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
FINLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Nokia Oyj |
| Title of issue. | Nokia Oyj |
| At least one of the following other identifiers: |
| - CUSIP. | 654902204 |
| - ISIN (if CUSIP is not available). | US6549022043 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 6.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4321.60000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 120 |
| a. Name of issuer (if any). | BILL Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300IBF9VZZIGOZW63 |
| c. Title of the issue or description of the investment. | BILL Holdings Inc |
| d. CUSIP (if any). | 090043100 |
| At least one of the following other identifiers: |
| - ISIN | US0900431000 |
| Balance. (2) |
| a. Balance | 69099.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5307494.19000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.559360997845 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 121 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | JD.COM INC |
| 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 | BBG01CF9YF41 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -61.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7137.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00075217405 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | JD.com, Inc. |
| Title of issue. | JD.com, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 47215P106 |
| - ISIN (if CUSIP is not available). | US47215P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 47.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10947.59000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 122 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LATTICE SEMICONDUCTOR CORP |
| 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 | BBG01BBQVKJ5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -33.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18810.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00198240073 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lattice Semiconductor Corp. |
| Title of issue. | Lattice Semiconductor Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 518415104 |
| - ISIN (if CUSIP is not available). | US5184151042 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9912.24000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 123 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | APPLIED MATERIALS INC |
| 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 | BBG017SRGCN4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -22.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3993.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00042082541 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Applied Materials, Inc. |
| Title of issue. | Applied Materials, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 038222105 |
| - ISIN (if CUSIP is not available). | US0382221051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 125.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15685.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 124 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TEXAS INSTRUMENTS INC |
| 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 | BBG016D98C60 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -58.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -28275.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00297992454 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Texas Instruments, Inc. |
| Title of issue. | Texas Instruments, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 882508104 |
| - ISIN (if CUSIP is not available). | US8825081040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 165.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10384.01000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 125 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | T-MOBILE US INC |
| 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 | BBG01C0XXS38 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -50.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4625.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00048743239 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | T-Mobile U.S., Inc. |
| Title of issue. | T-Mobile U.S., Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 872590104 |
| - ISIN (if CUSIP is not available). | US8725901040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 165.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8695.45000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 126 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NOKIA OYJ |
| 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 | BBG01FB96Z27 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -1044.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5742.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00060515390 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
FINLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Nokia Oyj |
| Title of issue. | Nokia Oyj |
| At least one of the following other identifiers: |
| - CUSIP. | 654902204 |
| - ISIN (if CUSIP is not available). | US6549022043 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 5.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16160.49000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 127 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WALT DISNEY CO/THE |
| 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 | BBG01BHLXZK3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -23.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1851.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00019513104 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Walt Disney Co. |
| Title of issue. | Walt Disney Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 254687106 |
| - ISIN (if CUSIP is not available). | US2546871060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9406.32000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 128 |
| a. Name of issuer (if any). | ZoomInfo Technologies Inc |
| b. LEI (if any) of issuer. (1) | 2549008GSAHW4UWFEM58 |
| c. Title of the issue or description of the investment. | ZoomInfo Technologies Inc |
| d. CUSIP (if any). | 98980F104 |
| At least one of the following other identifiers: |
| - ISIN | US98980F1049 |
| Balance. (2) |
| a. Balance | 312628.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6849679.48000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.721893121630 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 129 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZSCALER INC |
| 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 | BBG01C15MNV0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -22.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2926.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00030837344 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zscaler, Inc. |
| Title of issue. | Zscaler, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980G102 |
| - ISIN (if CUSIP is not available). | US98980G1022 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 17412.20000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 130 |
| a. Name of issuer (if any). | Globant SA |
| b. LEI (if any) of issuer. (1) | 2221008DCMSPYS42DS88 |
| c. Title of the issue or description of the investment. | Globant SA |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | LU0974299876 |
| Balance. (2) |
| a. Balance | 114047.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17890552.89000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.885499476460 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 131 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SNOWFLAKE INC |
| 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 | BBG01DJ38T38 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -4.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -108.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00001138220 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Snowflake, Inc. |
| Title of issue. | Snowflake, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 833445109 |
| - ISIN (if CUSIP is not available). | US8334451098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 145.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-04-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2989.86000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 132 |
| a. Name of issuer (if any). | Advanced Micro Devices Inc |
| b. LEI (if any) of issuer. (1) | R2I72C950HOYXII45366 |
| c. Title of the issue or description of the investment. | Advanced Micro Devices Inc |
| d. CUSIP (if any). | 007903107 |
| At least one of the following other identifiers: |
| - ISIN | US0079031078 |
| Balance. (2) |
| a. Balance | 187707.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16775374.59000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.767969956062 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 133 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GLOBANT SA |
| 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 | BBG01C003472 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11760.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00123939567 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Globant SA |
| Title of issue. | Globant SA |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | LU0974299876 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 180.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4231.41000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 134 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ETSY INC |
| 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 | BBG01CDYRS66 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -18.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -909.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00009580022 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Etsy, Inc. |
| Title of issue. | Etsy, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29786A106 |
| - ISIN (if CUSIP is not available). | US29786A1060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 175.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 25901.06000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 135 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TAIWAN SEMICONDUCTOR MANUFACTU |
| 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 | BBG01BJLP063 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -742.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00007825266 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
TAIWAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| Title of issue. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 874039100 |
| - ISIN (if CUSIP is not available). | US8740391003 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 115.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7478.32000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 136 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MICROSOFT CORP |
| 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 | BBG01DVDQML7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -80.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3080.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00032460362 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Microsoft Corp. |
| Title of issue. | Microsoft Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 594918104 |
| - ISIN (if CUSIP is not available). | US5949181045 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 270.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 99676.86000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 137 |
| a. Name of issuer (if any). | GRAMMARLY SERIES A COMMON |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GRAMMARLY SERIES A COMMON |
| 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 | 936ZFP902 |
| Description of other unique identifier. | Internal Identifier |
| Balance. (2) |
| a. Balance | 1456020.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26208360.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.762119726691 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 138 |
| a. Name of issuer (if any). | Texas Instruments Inc |
| b. LEI (if any) of issuer. (1) | WDJNR2L6D8RWOEB8T652 |
| c. Title of the issue or description of the investment. | Texas Instruments Inc |
| d. CUSIP (if any). | 882508104 |
| At least one of the following other identifiers: |
| - ISIN | US8825081040 |
| Balance. (2) |
| a. Balance | 63374.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10596132.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.116734791246 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 139 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MERCADOLIBRE INC |
| 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 | BBG01FNMVYL9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -2.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14430.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00152078907 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MercadoLibre, Inc. |
| Title of issue. | MercadoLibre, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 58733R102 |
| - ISIN (if CUSIP is not available). | US58733R1023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 1430.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3848.79000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 140 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANALOG DEVICES INC |
| 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 | BBG017SR44L7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -55.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -27775.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00292722915 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Analog Devices, Inc. |
| Title of issue. | Analog Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 032654105 |
| - ISIN (if CUSIP is not available). | US0326541051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 175.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13445.57000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 141 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ENTEGRIS INC |
| 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 | BBG01BZTXF39 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -34.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18870.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00198872417 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Entegris, Inc. |
| Title of issue. | Entegris, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29362U104 |
| - ISIN (if CUSIP is not available). | US29362U1043 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -528.14000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 142 |
| a. Name of issuer (if any). | Coherent Corp |
| b. LEI (if any) of issuer. (1) | 549300O5C25A0MMHHU33 |
| c. Title of the issue or description of the investment. | Coherent Corp |
| d. CUSIP (if any). | 19247G107 |
| At least one of the following other identifiers: |
| - ISIN | US19247G1076 |
| Balance. (2) |
| a. Balance | 41730.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1424662.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.150146272658 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 143 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HUBSPOT INC |
| 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 | BBG01934NBM3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -12.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -31320.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00330083949 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | HubSpot, Inc. |
| Title of issue. | HubSpot, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 443573100 |
| - ISIN (if CUSIP is not available). | US4435731009 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 430.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1613.39000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 144 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KEYSIGHT TECHNOLOGIES INC |
| 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 | BBG01C07G703 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000000 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Keysight Technologies, Inc. |
| Title of issue. | Keysight Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 49338L103 |
| - ISIN (if CUSIP is not available). | US49338L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 220.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4052.66000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 145 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ASML HOLDING NV |
| 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 | BBG0190Z0WH2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -4.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4240.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00044685694 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ASML Holding NV |
| Title of issue. | ASML Holding NV |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | USN070592100 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 780.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7597.79000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 146 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEXCOM INC |
| 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 | BBG01CDWM5J1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -21.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21945.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00231280085 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dexcom, Inc. |
| Title of issue. | Dexcom, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 252131107 |
| - ISIN (if CUSIP is not available). | US2521311074 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 125.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3346.26000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 147 |
| a. Name of issuer (if any). | ASML Holding NV |
| b. LEI (if any) of issuer. (1) | 724500Y6DUVHQD6OXN27 |
| c. Title of the issue or description of the investment. | ASML Holding NV |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | USN070592100 |
| Balance. (2) |
| a. Balance | 27142.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17285654.12000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.821748718104 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 148 |
| a. Name of issuer (if any). | Alibaba Group Holding Ltd |
| b. LEI (if any) of issuer. (1) | 5493001NTNQJDH60PM02 |
| c. Title of the issue or description of the investment. | Alibaba Group Holding Ltd |
| d. CUSIP (if any). | 01609W102 |
| At least one of the following other identifiers: |
| - ISIN | US01609W1027 |
| Balance. (2) |
| a. Balance | 94200.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7977798.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.840786422017 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 149 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SERVICENOW INC |
| 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 | BBG017T09QH6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00118564637 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ServiceNow, Inc. |
| Title of issue. | ServiceNow, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 81762P102 |
| - ISIN (if CUSIP is not available). | US81762P1021 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 470.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13946.31000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 150 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | BILL HOLDINGS INC |
| 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 | BBG01BZHVH15 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -65.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -77025.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00811772548 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Bills Holdings, Inc. |
| Title of issue. | Bills Holdings, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 090043100 |
| - ISIN (if CUSIP is not available). | US0900431000 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3609.98000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 151 |
| a. Name of issuer (if any). | SAVAGE X INC SERIES C PREF STO |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SAVAGE X INC SERIES C PREF STO |
| 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 | 936ZEL902 |
| Description of other unique identifier. | Internal Identifier |
| Balance. (2) |
| a. Balance | 103937.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4999993.32000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.526953238680 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-preferred
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 152 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMBARELLA INC |
| 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 | BBG017FHT8Y3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -250.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -296250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.03122202110 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Ambarella, Inc. |
| Title of issue. | Ambarella, Inc. |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | KYG037AX1015 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 72.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -127633.61000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 153 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WARNER MUSIC GROUP CORP |
| 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 | BBG01DZ67YW1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -68.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2210.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00023291364 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Warner Music Group Corp. |
| Title of issue. | Warner Music Group Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 934550203 |
| - ISIN (if CUSIP is not available). | US9345502036 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 44.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12709.43000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 154 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LAM RESEARCH CORP |
| 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 | BBG01BHNK093 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -5.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16312.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00171918723 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lam Research Corp. |
| Title of issue. | Lam Research Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 512807108 |
| - ISIN (if CUSIP is not available). | US5128071082 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 570.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1315.27000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 155 |
| a. Name of issuer (if any). | ARCTIC WOLF NETWORKS INC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ARCTIC WOLF NETWORKS INC |
| d. CUSIP (if any). | 03968T100 |
| At least one of the following other identifiers: |
| - ISIN | US03968T1007 |
| Balance. (2) |
| a. Balance | 5000.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5000000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.526953942690 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 156 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PALO ALTO NETWORKS INC |
| 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 | BBG017T103L9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -25.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8625.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00090899555 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Palo Alto Networks, Inc. |
| Title of issue. | Palo Alto Networks, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 697435105 |
| - ISIN (if CUSIP is not available). | US6974351057 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13236.59000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 157 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SERVICENOW INC |
| 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 | BBG019NN2K24 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -11.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2392.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00025214746 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ServiceNow, Inc. |
| Title of issue. | ServiceNow, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 81762P102 |
| - ISIN (if CUSIP is not available). | US81762P1021 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 500.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12711.56000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 158 |
| a. Name of issuer (if any). | VIDEOAMP SERIES F 1 PFD |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | VIDEOAMP SERIES F 1 PFD |
| 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 | 936ZFR908 |
| Description of other unique identifier. | Internal Identifier |
| Balance. (2) |
| a. Balance | 1393993.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21999997.53000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.318597087523 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-preferred
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 159 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EXPEDIA GROUP INC |
| 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 | BBG01BKCTBZ1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -53.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -38292.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00403567677 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Expedia Group, Inc. |
| Title of issue. | Expedia Group, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 30212P303 |
| - ISIN (if CUSIP is not available). | US30212P3038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1429.14000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 160 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RAMBUS INC |
| 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 | BBG01GC67B68 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -52.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13130.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00138378105 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rambus, Inc. |
| Title of issue. | Rambus, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 750917106 |
| - ISIN (if CUSIP is not available). | US7509171069 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 45.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4002.35000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 161 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LATTICE SEMICONDUCTOR CORP |
| 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 | BBG01CFF1P14 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -59.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17257.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00181878153 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lattice Semiconductor Corp. |
| Title of issue. | Lattice Semiconductor Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 518415104 |
| - ISIN (if CUSIP is not available). | US5184151042 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 23021.04000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 162 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ENTEGRIS INC |
| 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 | BBG01BZTXLB7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -29.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1667.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00017573913 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Entegris, Inc. |
| Title of issue. | Entegris, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29362U104 |
| - ISIN (if CUSIP is not available). | US29362U1043 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14257.10000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 163 |
| a. Name of issuer (if any). | State Street Global Advisors |
| b. LEI (if any) of issuer. (1) | 549300BZ5TGIFZUZDZ37 |
| c. Title of the issue or description of the investment. | State Street Institutional US Government Money Market Fund |
| d. CUSIP (if any). | 857492706 |
| At least one of the following other identifiers: |
| - ISIN | US8574927062 |
| Balance. (2) |
| a. Balance | 1371891.74000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1371891.74000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.144584752267 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| b. Issuer type. (7) |
Registered fund
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 164 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONGODB INC |
| 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 | BBG019NJTCX8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -30.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5145.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00054223560 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MongoDB, Inc. |
| Title of issue. | MongoDB, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 60937P106 |
| - ISIN (if CUSIP is not available). | US60937P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 41713.75000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 165 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMBARELLA INC |
| 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 | BBG016JSPKS1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -36.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14400.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00151762735 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Ambarella, Inc. |
| Title of issue. | Ambarella, Inc. |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | KYG037AX1015 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 65.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7290.78000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 166 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUIT INC |
| 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 | BBG01F9ZB452 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15540.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00163777285 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuit, Inc. |
| Title of issue. | Intuit, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 461202103 |
| - ISIN (if CUSIP is not available). | US4612021034 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 490.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1083.29000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 167 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANALOG DEVICES INC |
| 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 | BBG017SR45Q9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -13.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9425.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00099330818 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Analog Devices, Inc. |
| Title of issue. | Analog Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 032654105 |
| - ISIN (if CUSIP is not available). | US0326541051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 180.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1358.03000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 168 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SEA LTD |
| 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 | BBG014HCHZQ1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -58.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11165.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00117668815 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Sea Ltd. |
| Title of issue. | Sea Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 81141R100 |
| - ISIN (if CUSIP is not available). | US81141R1005 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 25924.02000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 169 |
| a. Name of issuer (if any). | Workday Inc |
| b. LEI (if any) of issuer. (1) | 549300J0DYC0N31V7G13 |
| c. Title of the issue or description of the investment. | Workday Inc |
| d. CUSIP (if any). | 98138H101 |
| At least one of the following other identifiers: |
| - ISIN | US98138H1014 |
| Balance. (2) |
| a. Balance | 13000.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2419820.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.255026737920 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 170 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEXCOM INC |
| 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 | BBG01CDWM6M5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -45.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -37125.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00391263302 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dexcom, Inc. |
| Title of issue. | Dexcom, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 252131107 |
| - ISIN (if CUSIP is not available). | US2521311074 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2079.10000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 171 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WORKDAY INC |
| 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 | BBG01FXQWCS9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -138000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01454392881 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Workday, Inc. |
| Title of issue. | Workday, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98138H101 |
| - ISIN (if CUSIP is not available). | US98138H1014 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 190.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 73052.49000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 172 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZEBRA TECHNOLOGIES CORP |
| 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 | BBG01C15FQ50 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00063234473 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zebra Technologies Corp. |
| Title of issue. | Zebra Technologies Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 989207105 |
| - ISIN (if CUSIP is not available). | US9892071054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 340.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4955.68000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 173 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MARVELL TECHNOLOGY INC |
| 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 | BBG01C0DJJZ3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -61.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12993.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00136934251 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Marvell Technology, Inc. |
| Title of issue. | Marvell Technology, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 573874104 |
| - ISIN (if CUSIP is not available). | US5738741041 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 45.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4969.59000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 174 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEERE + CO |
| 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 | BBG01FW60PB8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -13.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2255.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00023770892 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Deere & Co. |
| Title of issue. | Deere & Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 244199105 |
| - ISIN (if CUSIP is not available). | US2441991054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 410.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8042.54000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 175 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ETSY INC |
| 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 | BBG01FWBF7F7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -46.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8165.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00086051578 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Etsy, Inc. |
| Title of issue. | Etsy, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29786A106 |
| - ISIN (if CUSIP is not available). | US29786A1060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 115.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 17800.45000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 176 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SNOWFLAKE INC |
| 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 | BBG0176SVNX4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -34.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -51510.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00542867951 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Snowflake, Inc. |
| Title of issue. | Snowflake, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 833445109 |
| - ISIN (if CUSIP is not available). | US8334451098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 150.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4571.56000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 177 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALPHABET INC |
| 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 | BBG017PSKM21 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -24.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3780.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00039837718 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alphabet, Inc. |
| Title of issue. | Alphabet, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 02079K107 |
| - ISIN (if CUSIP is not available). | US02079K1079 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4247.38000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 178 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONOLITHIC POWER SYSTEMS INC |
| 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 | BBG01CFHNRV9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -5.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15375.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00162038337 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Monolithic Power Systems, Inc. |
| Title of issue. | Monolithic Power Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 609839105 |
| - ISIN (if CUSIP is not available). | US6098391054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 520.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3872.20000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 179 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EPAM SYSTEMS INC |
| 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 | BBG016LQ1ZR6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13050.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00137534979 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | EPAM Systems, Inc. |
| Title of issue. | EPAM Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29414B104 |
| - ISIN (if CUSIP is not available). | US29414B1044 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 330.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6205.09000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 180 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NVIDIA CORP |
| 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 | BBG016QG5TN7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -12.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -56400.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00594404047 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | NVIDIA Corp. |
| Title of issue. | NVIDIA Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 67066G104 |
| - ISIN (if CUSIP is not available). | US67066G1040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 255.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -34686.72000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 181 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NVIDIA CORP |
| 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 | BBG01DVDX7J5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -18.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -42705.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00450071362 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | NVIDIA Corp. |
| Title of issue. | NVIDIA Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 67066G104 |
| - ISIN (if CUSIP is not available). | US67066G1040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 280.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 395.14000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 182 |
| a. Name of issuer (if any). | Applied Materials Inc |
| b. LEI (if any) of issuer. (1) | 41BNNE1AFPNAZELZ6K07 |
| c. Title of the issue or description of the investment. | Applied Materials Inc |
| d. CUSIP (if any). | 038222105 |
| At least one of the following other identifiers: |
| - ISIN | US0382221051 |
| Balance. (2) |
| a. Balance | 173850.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19650265.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.070956976028 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 183 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TAKE-TWO INTERACTIVE SOFTWARE |
| 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 | BBG01B4PRWF8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -60.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -38700.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00407862351 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Take-Two Interactive Software, Inc. |
| Title of issue. | Take-Two Interactive Software, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 874054109 |
| - ISIN (if CUSIP is not available). | US8740541094 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 125.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3627.02000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 184 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONOLITHIC POWER SYSTEMS INC |
| 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 | BBG01FWY9GS0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -20.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9700.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00102229064 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Monolithic Power Systems, Inc. |
| Title of issue. | Monolithic Power Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 609839105 |
| - ISIN (if CUSIP is not available). | US6098391054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 510.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 66288.81000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 185 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ENTEGRIS INC |
| 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 | BBG019FXMJP7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -34.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -27880.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00293829518 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Entegris, Inc. |
| Title of issue. | Entegris, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29362U104 |
| - ISIN (if CUSIP is not available). | US29362U1043 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 70.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -9538.14000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 186 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUIT INC |
| 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 | BBG01BKM43Z4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2130.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00022448237 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuit, Inc. |
| Title of issue. | Intuit, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 461202103 |
| - ISIN (if CUSIP is not available). | US4612021034 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 540.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5726.71000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 187 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACTIVISION BLIZZARD INC |
| 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 | BBG01G2KLX82 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -57.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3477.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00036644377 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Activision Blizzard, Inc. |
| Title of issue. | Activision Blizzard, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00507V109 |
| - ISIN (if CUSIP is not available). | US00507V1098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12859.71000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 188 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANALOG DEVICES INC |
| 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 | BBG017SR4927 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2485.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00026189610 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Analog Devices, Inc. |
| Title of issue. | Analog Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 032654105 |
| - ISIN (if CUSIP is not available). | US0326541051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 195.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9267.48000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 189 |
| a. Name of issuer (if any). | Trimble Inc |
| b. LEI (if any) of issuer. (1) | 549300E2MI7NSZFQWS19 |
| c. Title of the issue or description of the investment. | Trimble Inc |
| d. CUSIP (if any). | 896239100 |
| At least one of the following other identifiers: |
| - ISIN | US8962391004 |
| Balance. (2) |
| a. Balance | 318088.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 14981944.80000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.578958976306 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 190 |
| a. Name of issuer (if any). | NVIDIA Corp |
| b. LEI (if any) of issuer. (1) | 549300S4KLFTLO7GSQ80 |
| c. Title of the issue or description of the investment. | NVIDIA Corp |
| d. CUSIP (if any). | 67066G104 |
| At least one of the following other identifiers: |
| - ISIN | US67066G1040 |
| Balance. (2) |
| a. Balance | 77554.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21520459.46000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.268058192192 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 191 |
| a. Name of issuer (if any). | Adobe Inc |
| b. LEI (if any) of issuer. (1) | FU4LY2G4933NH2E1CP29 |
| c. Title of the issue or description of the investment. | Adobe Inc |
| d. CUSIP (if any). | 00724F101 |
| At least one of the following other identifiers: |
| - ISIN | US00724F1012 |
| Balance. (2) |
| a. Balance | 12599.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4756878.44000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.501331169771 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 192 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | APPLIED MATERIALS INC |
| 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 | BBG017SRG899 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -21.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16800.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00177056524 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Applied Materials, Inc. |
| Title of issue. | Applied Materials, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 038222105 |
| - ISIN (if CUSIP is not available). | US0382221051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2321.23000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 193 |
| a. Name of issuer (if any). | Take-Two Interactive Software Inc |
| b. LEI (if any) of issuer. (1) | BOMSTHHJK882EWYX3334 |
| c. Title of the issue or description of the investment. | Take-Two Interactive Software Inc |
| d. CUSIP (if any). | 874054109 |
| At least one of the following other identifiers: |
| - ISIN | US8740541094 |
| Balance. (2) |
| a. Balance | 106305.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13212648.45000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.392491438822 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 194 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EXPEDIA GROUP INC |
| 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 | BBG01F9PS740 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14235.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00150023787 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Expedia Group, Inc. |
| Title of issue. | Expedia Group, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 30212P303 |
| - ISIN (if CUSIP is not available). | US30212P3038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5091.09000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 195 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACTIVISION BLIZZARD INC |
| 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 | BBG01754JJR8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -32.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2240.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00023607536 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Activision Blizzard, Inc. |
| Title of issue. | Activision Blizzard, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00507V109 |
| - ISIN (if CUSIP is not available). | US00507V1098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 85.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6703.21000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 196 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACTIVISION BLIZZARD INC |
| 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 | BBG019MMXDX5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -58.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -290.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00003056332 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Activision Blizzard, Inc. |
| Title of issue. | Activision Blizzard, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00507V109 |
| - ISIN (if CUSIP is not available). | US00507V1098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7235.26000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 197 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZSCALER INC |
| 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 | BBG018W368H7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -20.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -70.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00000737735 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zscaler, Inc. |
| Title of issue. | Zscaler, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980G102 |
| - ISIN (if CUSIP is not available). | US98980G1022 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 135.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 33618.87000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 198 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | VERISK ANALYTICS INC |
| 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 | BBG01B4SNTX3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11830.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00124677302 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Verisk Analytics, Inc. |
| Title of issue. | Verisk Analytics, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 92345Y106 |
| - ISIN (if CUSIP is not available). | US92345Y1064 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -73.85000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 199 |
| a. Name of issuer (if any). | Alphabet Inc |
| b. LEI (if any) of issuer. (1) | 5493006MHB84DD0ZWV18 |
| c. Title of the issue or description of the investment. | Alphabet Inc |
| d. CUSIP (if any). | 02079K107 |
| At least one of the following other identifiers: |
| - ISIN | US02079K1079 |
| Balance. (2) |
| a. Balance | 10211.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1105034.42000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.116460448885 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 200 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NVIDIA CORP |
| 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 | BBG01G7D0RD3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -19035.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00200611365 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | NVIDIA Corp. |
| Title of issue. | NVIDIA Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 67066G104 |
| - ISIN (if CUSIP is not available). | US67066G1040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 295.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1664.90000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 201 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZOOMINFO TECHNOLOGIES INC |
| 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 | BBG018YMLJ19 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -500.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -47500.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00500606245 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ZoomInfo Technologies, Inc. |
| Title of issue. | ZoomInfo Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980F104 |
| - ISIN (if CUSIP is not available). | US98980F1049 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 20.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 39734.77000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 202 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZSCALER INC |
| 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 | BBG01C15MLM4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -23.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5566.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00058660512 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zscaler, Inc. |
| Title of issue. | Zscaler, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980G102 |
| - ISIN (if CUSIP is not available). | US98980G1022 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 120.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16446.65000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 203 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONOLITHIC POWER SYSTEMS INC |
| 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 | BBG01B9T1152 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -10.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15550.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00163882676 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Monolithic Power Systems, Inc. |
| Title of issue. | Monolithic Power Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 609839105 |
| - ISIN (if CUSIP is not available). | US6098391054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 500.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12784.48000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 204 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ETSY INC |
| 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 | BBG01CDYR9S4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -24.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23760.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00250408513 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Etsy, Inc. |
| Title of issue. | Etsy, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29786A106 |
| - ISIN (if CUSIP is not available). | US29786A1060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3817.08000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 205 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ASML HOLDING NV |
| 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 | BBG0190H48X3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00125415038 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ASML Holding NV |
| Title of issue. | ASML Holding NV |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | USN070592100 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 700.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14416.09000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 206 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LAM RESEARCH CORP |
| 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 | BBG017SZ57K2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -40.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -67400.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00710333914 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lam Research Corp. |
| Title of issue. | Lam Research Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 512807108 |
| - ISIN (if CUSIP is not available). | US5128071082 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 500.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 30978.05000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 207 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANALOG DEVICES INC |
| 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 | BBG01BHK6V88 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7492.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00078964048 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Analog Devices, Inc. |
| Title of issue. | Analog Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 032654105 |
| - ISIN (if CUSIP is not available). | US0326541051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7093.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 208 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONOLITHIC POWER SYSTEMS INC |
| 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 | BBG01B46VNZ3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -22.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -43780.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00461400872 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Monolithic Power Systems, Inc. |
| Title of issue. | Monolithic Power Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 609839105 |
| - ISIN (if CUSIP is not available). | US6098391054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 440.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 21947.83000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 209 |
| a. Name of issuer (if any). | Walt Disney Co/The |
| b. LEI (if any) of issuer. (1) | 549300GZKULIZ0WOW665 |
| c. Title of the issue or description of the investment. | Walt Disney Co/The |
| d. CUSIP (if any). | 254687106 |
| At least one of the following other identifiers: |
| - ISIN | US2546871060 |
| Balance. (2) |
| a. Balance | 81705.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8374762.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.882622823694 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 210 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADOBE INC |
| 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 | BBG016D71H42 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -20632.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00217447544 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Adobe, Inc. |
| Title of issue. | Adobe, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00724F101 |
| - ISIN (if CUSIP is not available). | US00724F1012 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 360.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -5551.32000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 211 |
| a. Name of issuer (if any). | Linde PLC |
| b. LEI (if any) of issuer. (1) | 5299003QR1WT0EF88V51 |
| c. Title of the issue or description of the investment. | Linde PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IE000S9YS762 |
| Balance. (2) |
| a. Balance | 29585.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10930178.25000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.151940104629 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 212 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CADENCE DESIGN SYSTEMS INC |
| 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 | BBG019MSJLV2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -29890.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00315013066 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cadence Design Systems, Inc. |
| Title of issue. | Cadence Design Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 127387108 |
| - ISIN (if CUSIP is not available). | US1273871087 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 190.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -17997.52000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 213 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GLOBANT SA |
| 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 | BBG01C003347 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -15.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13575.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00143067995 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Globant SA |
| Title of issue. | Globant SA |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | LU0974299876 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 175.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4476.92000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 214 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LINDE PLC |
| 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 | BBG016D82F16 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4305.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00045370734 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Linde PLC |
| Title of issue. | Linde PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE00BZ12WP82 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 380.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4861.16000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 215 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TEXAS INSTRUMENTS INC |
| 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 | BBG01FXLC393 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -28.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -112.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00001180376 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Texas Instruments, Inc. |
| Title of issue. | Texas Instruments, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 882508104 |
| - ISIN (if CUSIP is not available). | US8825081040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 185.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 11213.10000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 216 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SNOWFLAKE INC |
| 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 | BBG01C0T32L7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -15.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4192.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00044185088 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Snowflake, Inc. |
| Title of issue. | Snowflake, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 833445109 |
| - ISIN (if CUSIP is not available). | US8334451098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 22049.13000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 217 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MARVELL TECHNOLOGY INC |
| 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 | BBG019NLG198 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -125.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6750.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00071138782 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Marvell Technology, Inc. |
| Title of issue. | Marvell Technology, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 573874104 |
| - ISIN (if CUSIP is not available). | US5738741041 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 42.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14683.70000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 218 |
| a. Name of issuer (if any). | MongoDB Inc |
| b. LEI (if any) of issuer. (1) | 549300TPTG69WKWE1Z37 |
| c. Title of the issue or description of the investment. | MongoDB Inc |
| d. CUSIP (if any). | 60937P106 |
| At least one of the following other identifiers: |
| - ISIN | US60937P1066 |
| Balance. (2) |
| a. Balance | 24399.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5854784.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.617040306696 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 219 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | BILL.COM HOLDINGS INC |
| 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 | BBG01BZHVZM2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -21.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1837.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00019365557 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Bills Holdings, Inc. |
| Title of issue. | Bills Holdings, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 090043100 |
| - ISIN (if CUSIP is not available). | US0900431000 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 150.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 40150.66000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 220 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALIBABA GROUP HOLDING LTD |
| 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 | BBG0112NQ0K2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4023.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00042398714 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alibaba Group Holding Ltd. |
| Title of issue. | Alibaba Group Holding Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 01609W102 |
| - ISIN (if CUSIP is not available). | US01609W1027 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 26202.32000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 221 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WARNER MUSIC GROUP CORP |
| 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 | BBG01BYSQPC8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -77.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6737.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00071007043 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Warner Music Group Corp. |
| Title of issue. | Warner Music Group Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 934550203 |
| - ISIN (if CUSIP is not available). | US9345502036 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 37.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7851.64000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 222 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZOOMINFO TECHNOLOGIES INC |
| 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 | BBG01FC1WT55 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -104.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14820.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00156189148 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ZoomInfo Technologies, Inc. |
| Title of issue. | ZoomInfo Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980F104 |
| - ISIN (if CUSIP is not available). | US98980F1049 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 27.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13204.76000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 223 |
| a. Name of issuer (if any). | ARCTIC WOLF NETWORKS INC COMMO |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ARCTIC WOLF NETWORKS INC COMMO |
| 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 | 937LRG909 |
| Description of other unique identifier. | Internal Identifier |
| Balance. (2) |
| a. Balance | 1727273.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 19000003.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.002425298396 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 224 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUIT INC |
| 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 | BBG015P588F6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -30.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -97350.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01025979326 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuit, Inc. |
| Title of issue. | Intuit, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 461202103 |
| - ISIN (if CUSIP is not available). | US4612021034 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 430.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -28716.42000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 225 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CADENCE DESIGN SYSTEMS INC |
| 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 | BBG01BZLHP05 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13520.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00142488346 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cadence Design Systems, Inc. |
| Title of issue. | Cadence Design Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 127387108 |
| - ISIN (if CUSIP is not available). | US1273871087 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 230.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1156.16000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 226 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EPAM SYSTEMS INC |
| 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 | BBG01BKBH9V5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -17.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -22525.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00237392751 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | EPAM Systems, Inc. |
| Title of issue. | EPAM Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29414B104 |
| - ISIN (if CUSIP is not available). | US29414B1044 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 300.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8065.77000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 227 |
| a. Name of issuer (if any). | Etsy Inc |
| b. LEI (if any) of issuer. (1) | 54930089Q7XT501AEA40 |
| c. Title of the issue or description of the investment. | Etsy Inc |
| d. CUSIP (if any). | 29786A106 |
| At least one of the following other identifiers: |
| - ISIN | US29786A1060 |
| Balance. (2) |
| a. Balance | 47534.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4802360.02000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.506124509351 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 228 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALIBABA GROUP HOLDING LTD |
| 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 | BBG01F2D6QF4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -50.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1200.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00012646894 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alibaba Group Holding Ltd. |
| Title of issue. | Alibaba Group Holding Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 01609W102 |
| - ISIN (if CUSIP is not available). | US01609W1027 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 23023.36000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 229 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KEYSIGHT TECHNOLOGIES INC |
| 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 | BBG01C07G1R7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -840.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00008852826 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Keysight Technologies, Inc. |
| Title of issue. | Keysight Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 49338L103 |
| - ISIN (if CUSIP is not available). | US49338L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 185.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3551.50000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 230 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANSYS INC |
| 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 | BBG01G9ZKVK3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13760.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00145017725 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ANSYS, Inc. |
| Title of issue. | ANSYS, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 03662Q105 |
| - ISIN (if CUSIP is not available). | US03662Q1058 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 310.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 475.66000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 231 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADVANCED MICRO DEVICES INC |
| 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 | BBG01CTCS1W6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -24.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4812.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00050714047 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Advanced Micro Devices, Inc. |
| Title of issue. | Advanced Micro Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 007903107 |
| - ISIN (if CUSIP is not available). | US0079031078 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 120.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13775.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 232 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SERVICENOW INC |
| 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 | BBG01C0GBP80 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -5.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7025.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00074037028 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ServiceNow, Inc. |
| Title of issue. | ServiceNow, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 81762P102 |
| - ISIN (if CUSIP is not available). | US81762P1021 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 530.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6622.24000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 233 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CROWDSTRIKE HOLDINGS INC |
| 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 | BBG01F9HB4M3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -18.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7875.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00082995245 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Crowdstrike Holdings, Inc. |
| Title of issue. | Crowdstrike Holdings, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 22788C105 |
| - ISIN (if CUSIP is not available). | US22788C1053 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 160.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13895.31000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 234 |
| a. Name of issuer (if any). | BE Semiconductor Industries NV |
| b. LEI (if any) of issuer. (1) | 7245007A1YFLI2GNYX06 |
| c. Title of the issue or description of the investment. | BE Semiconductor Industries NV |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | NL0012866412 |
| Balance. (2) |
| a. Balance | 140582.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 12654295.58000000 |
| f. Exchange rate. | 0.90752300 |
| g. Percentage value compared to net assets of the Fund. | 1.333646189570 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 235 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONGODB INC |
| 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 | BBG018KFYXF9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -10.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -24650.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00259788293 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MongoDB, Inc. |
| Title of issue. | MongoDB, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 60937P106 |
| - ISIN (if CUSIP is not available). | US60937P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 240.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 144.51000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 236 |
| a. Name of issuer (if any). | Activision Blizzard Inc |
| b. LEI (if any) of issuer. (1) | 549300TPQQDBP9GNOF40 |
| c. Title of the issue or description of the investment. | Activision Blizzard Inc |
| d. CUSIP (if any). | 00507V109 |
| At least one of the following other identifiers: |
| - ISIN | US00507V1098 |
| Balance. (2) |
| a. Balance | 203507.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15814528.97000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.666705678507 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 237 |
| a. Name of issuer (if any). | Marvell Technology Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Marvell Technology Inc |
| d. CUSIP (if any). | 573874104 |
| At least one of the following other identifiers: |
| - ISIN | US5738741041 |
| Balance. (2) |
| a. Balance | 212039.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8371299.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.882257878579 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 238 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADVANCED MICRO DEVICES INC |
| 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 | BBG01BJY4RL2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10125.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00106708173 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Advanced Micro Devices, Inc. |
| Title of issue. | Advanced Micro Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 007903107 |
| - ISIN (if CUSIP is not available). | US0079031078 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5790.59000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 239 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMPHENOL CORP |
| 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 | BBG01BJYVX75 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -63.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8190.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00086315055 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Amphenol Corp. |
| Title of issue. | Amphenol Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 032095101 |
| - ISIN (if CUSIP is not available). | US0320951017 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12566.50000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 240 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TEXAS INSTRUMENTS INC |
| 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 | BBG01BHRVV85 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -714.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00007524902 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Texas Instruments, Inc. |
| Title of issue. | Texas Instruments, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 882508104 |
| - ISIN (if CUSIP is not available). | US8825081040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4528.55000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 241 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONGODB INC |
| 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 | BBG018KFYV63 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -23.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -82627.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00870817737 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MongoDB, Inc. |
| Title of issue. | MongoDB, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 60937P106 |
| - ISIN (if CUSIP is not available). | US60937P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 220.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -28939.10000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 242 |
| a. Name of issuer (if any). | Rambus Inc |
| b. LEI (if any) of issuer. (1) | 2549000211GDCQSLV833 |
| c. Title of the issue or description of the investment. | Rambus Inc |
| d. CUSIP (if any). | 750917106 |
| At least one of the following other identifiers: |
| - ISIN | US7509171069 |
| Balance. (2) |
| a. Balance | 474880.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21056179.20000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.219127329488 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 243 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ON SEMICONDUCTOR CORP |
| 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 | BBG019DTTG13 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -141.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -30174.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00318006165 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ON Semiconductor Corp. |
| Title of issue. | ON Semiconductor Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 682189105 |
| - ISIN (if CUSIP is not available). | US6821891057 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 65.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 17696.02000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 244 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUITIVE SURGICAL INC |
| 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 | BBG01BHN3LT4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -20.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -63700.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00671339322 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuitive Surgical, Inc. |
| Title of issue. | Intuitive Surgical, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 46120E602 |
| - ISIN (if CUSIP is not available). | US46120E6023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 270.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -51710.68000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 245 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ETSY INC |
| 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 | BBG01CDYRG62 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -22.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9405.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00099120036 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Etsy, Inc. |
| Title of issue. | Etsy, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29786A106 |
| - ISIN (if CUSIP is not available). | US29786A1060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 130.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16873.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 246 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LATTICE SEMICONDUCTOR CORP |
| 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 | BBG01BBQVKK3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -122.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -64050.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00675028000 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lattice Semiconductor Corp. |
| Title of issue. | Lattice Semiconductor Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 518415104 |
| - ISIN (if CUSIP is not available). | US5184151042 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 11344.86000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 247 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EPAM SYSTEMS INC |
| 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 | BBG016R5FGV8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -805.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00008483958 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | EPAM Systems, Inc. |
| Title of issue. | EPAM Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29414B104 |
| - ISIN (if CUSIP is not available). | US29414B1044 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 440.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 22720.83000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 248 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ETSY INC |
| 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 | BBG018YDD3S4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -18.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -567.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00005975657 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Etsy, Inc. |
| Title of issue. | Etsy, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29786A106 |
| - ISIN (if CUSIP is not available). | US29786A1060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 145.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 36232.83000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 249 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMPHENOL CORP |
| 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 | BBG01F962GN9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -62.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4030.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00042472487 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Amphenol Corp. |
| Title of issue. | Amphenol Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 032095101 |
| - ISIN (if CUSIP is not available). | US0320951017 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8557.10000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 250 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUIT INC |
| 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 | BBG015P587B2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23640.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00249143824 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuit, Inc. |
| Title of issue. | Intuit, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 461202103 |
| - ISIN (if CUSIP is not available). | US4612021034 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 420.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -8883.29000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 251 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | QORVO INC |
| 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 | BBG01C0N0S36 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -48.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3720.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00039205373 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Qorvo, Inc. |
| Title of issue. | Qorvo, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 74736K101 |
| - ISIN (if CUSIP is not available). | US74736K1016 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 120.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 17374.43000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 252 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMBARELLA INC |
| 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 | BBG01C38B5T6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -36.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7110.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00074932850 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Ambarella, Inc. |
| Title of issue. | Ambarella, Inc. |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | KYG037AX1015 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 77.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12310.79000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 253 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DATADOG INC |
| 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 | BBG01BK7MJD6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -30.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1110.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00011698377 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Datadog, Inc. |
| Title of issue. | Datadog, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 23804L103 |
| - ISIN (if CUSIP is not available). | US23804L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 23023.91000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 254 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | VERISK ANALYTICS INC |
| 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 | BBG01B4SNRP6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -12.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00126468946 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Verisk Analytics, Inc. |
| Title of issue. | Verisk Analytics, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 92345Y106 |
| - ISIN (if CUSIP is not available). | US92345Y1064 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 190.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1326.44000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 255 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WALT DISNEY CO/THE |
| 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 | BBG01F9KMX59 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -24.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6828.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00071960830 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Walt Disney Co. |
| Title of issue. | Walt Disney Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 254687106 |
| - ISIN (if CUSIP is not available). | US2546871060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 120.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3239.22000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 256 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMPHENOL CORP |
| 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 | BBG01BJYVYB8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -31.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1162.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00012251679 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Amphenol Corp. |
| Title of issue. | Amphenol Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 032095101 |
| - ISIN (if CUSIP is not available). | US0320951017 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 85.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3006.07000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 257 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KEYSIGHT TECHNOLOGIES INC |
| 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 | BBG019HM1C40 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -31.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1472.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00015518793 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Keysight Technologies, Inc. |
| Title of issue. | Keysight Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 49338L103 |
| - ISIN (if CUSIP is not available). | US49338L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 165.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12240.99000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 258 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CADENCE DESIGN SYSTEMS INC |
| 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 | BBG01BZLHMX6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -23.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -20240.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00213310956 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cadence Design Systems, Inc. |
| Title of issue. | Cadence Design Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 127387108 |
| - ISIN (if CUSIP is not available). | US1273871087 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 220.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5397.62000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 259 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EXPEDIA GROUP INC |
| 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 | BBG017SW6G55 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14950.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00157559228 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Expedia Group, Inc. |
| Title of issue. | Expedia Group, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 30212P303 |
| - ISIN (if CUSIP is not available). | US30212P3038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1833.87000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 260 |
| a. Name of issuer (if any). | Cadence Design Systems Inc |
| b. LEI (if any) of issuer. (1) | GCT7RXJOGLXPV0NXZY22 |
| c. Title of the issue or description of the investment. | Cadence Design Systems Inc |
| d. CUSIP (if any). | 127387108 |
| At least one of the following other identifiers: |
| - ISIN | US1273871087 |
| Balance. (2) |
| a. Balance | 116899.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24484495.55000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.580440292972 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 261 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MERCADOLIBRE INC |
| 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 | BBG01CGTVB84 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -2.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16460.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00173473237 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MercadoLibre, Inc. |
| Title of issue. | MercadoLibre, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 58733R102 |
| - ISIN (if CUSIP is not available). | US58733R1023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 1440.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5978.76000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 262 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACTIVISION BLIZZARD INC |
| 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 | BBG01BZFYH07 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -295.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -32745.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00345102137 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Activision Blizzard, Inc. |
| Title of issue. | Activision Blizzard, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00507V109 |
| - ISIN (if CUSIP is not available). | US00507V1098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 46840.56000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 263 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GLOBANT SA |
| 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 | BBG01C0038D6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4690.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00049428279 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Globant SA |
| Title of issue. | Globant SA |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | LU0974299876 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 11972.46000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 264 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LINDE PLC |
| 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 | BBG01FB3M724 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5495.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00057912238 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Linde PLC |
| Title of issue. | Linde PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE000S9YS762 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 410.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 731.25000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 265 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | JD.COM INC |
| 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 | BBG019CXGLJ9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -42.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -231.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00002434527 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | JD.com, Inc. |
| Title of issue. | JD.com, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 47215P106 |
| - ISIN (if CUSIP is not available). | US47215P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 65.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 31246.52000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 266 |
| a. Name of issuer (if any). | Intuitive Surgical Inc |
| b. LEI (if any) of issuer. (1) | 54930052SRG011710797 |
| c. Title of the issue or description of the investment. | Intuitive Surgical Inc |
| d. CUSIP (if any). | 46120E602 |
| At least one of the following other identifiers: |
| - ISIN | US46120E6023 |
| Balance. (2) |
| a. Balance | 12925.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3893268.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.410314637205 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 267 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZEBRA TECHNOLOGIES CORP |
| 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 | BBG019PBDPG0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3960.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00041734752 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zebra Technologies Corp. |
| Title of issue. | Zebra Technologies Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 989207105 |
| - ISIN (if CUSIP is not available). | US9892071054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 320.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14111.40000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 268 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MERCADOLIBRE INC |
| 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 | BBG01G9C5F17 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -2.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -19890.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00209622278 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MercadoLibre, Inc. |
| Title of issue. | MercadoLibre, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 58733R102 |
| - ISIN (if CUSIP is not available). | US58733R1023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 1250.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1641.21000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 269 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CADENCE DESIGN SYSTEMS INC |
| 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 | BBG01BZLHQ49 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -23.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6440.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00067871667 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cadence Design Systems, Inc. |
| Title of issue. | Cadence Design Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 127387108 |
| - ISIN (if CUSIP is not available). | US1273871087 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 240.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6717.72000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 270 |
| a. Name of issuer (if any). | A24 FILMS LLC PREFERRED UNITS |
| b. LEI (if any) of issuer. (1) | 549300SAXRIY3Y3HIL24 |
| c. Title of the issue or description of the investment. | A24 FILMS LLC PREFERRED UNITS |
| 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 | 936EVH909 |
| Description of other unique identifier. | Internal Identifier |
| Balance. (2) |
| a. Balance | 219568.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 25000008.31000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.634770589250 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 271 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LINDE PLC |
| 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 | BBG01FWTWNT9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5740.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00060494312 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Linde PLC |
| Title of issue. | Linde PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE000S9YS762 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 375.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1312.53000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 272 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WARNER MUSIC GROUP CORP |
| 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 | BBG01GCLJ4F8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -75.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9187.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00096827786 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Warner Music Group Corp. |
| Title of issue. | Warner Music Group Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 934550203 |
| - ISIN (if CUSIP is not available). | US9345502036 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 31.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4272.71000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 273 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | OMNICELL INC |
| 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 | BBG019NPGD84 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -86.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -33325.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00351214802 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Omnicell, Inc. |
| Title of issue. | Omnicell, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 68213N109 |
| - ISIN (if CUSIP is not available). | US68213N1090 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -6900.71000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 274 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONGODB INC |
| 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 | BBG019NJTH67 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -23.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -43067.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00453891778 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MongoDB, Inc. |
| Title of issue. | MongoDB, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 60937P106 |
| - ISIN (if CUSIP is not available). | US60937P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 230.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -12144.92000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 275 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TAKE-TWO INTERACTIVE SOFTWARE |
| 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 | BBG01CG2R9C8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -85.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -59075.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00622596083 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Take-Two Interactive Software, Inc. |
| Title of issue. | Take-Two Interactive Software, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 874054109 |
| - ISIN (if CUSIP is not available). | US8740541094 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 135.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -5320.37000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 276 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SEA LTD |
| 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 | BBG014Y7M921 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -38.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -38760.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00408494696 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Sea Ltd. |
| Title of issue. | Sea Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 81141R100 |
| - ISIN (if CUSIP is not available). | US81141R1005 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 70.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6129.28000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 277 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALIBABA GROUP HOLDING LTD |
| 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 | BBG01F7XDC31 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11407.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00120224542 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alibaba Group Holding Ltd. |
| Title of issue. | Alibaba Group Holding Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 01609W102 |
| - ISIN (if CUSIP is not available). | US01609W1027 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12338.03000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 278 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | VERISK ANALYTICS INC |
| 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 | BBG01B4SNW02 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -13.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1950.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00020551203 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Verisk Analytics, Inc. |
| Title of issue. | Verisk Analytics, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 92345Y106 |
| - ISIN (if CUSIP is not available). | US92345Y1064 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5324.09000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 279 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WARNER MUSIC GROUP CORP |
| 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 | BBG01DZ67T07 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -79.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00083258722 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Warner Music Group Corp. |
| Title of issue. | Warner Music Group Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 934550203 |
| - ISIN (if CUSIP is not available). | US9345502036 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 36.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6613.09000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 280 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MICROSOFT CORP |
| 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 | BBG01DVDQPT2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -70.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5075.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00053485825 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Microsoft Corp. |
| Title of issue. | Microsoft Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 594918104 |
| - ISIN (if CUSIP is not available). | US5949181045 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 280.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 80287.29000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 281 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ENTEGRIS INC |
| 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 | BBG01BZTXJ77 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -30.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4575.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00048216285 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Entegris, Inc. |
| Title of issue. | Entegris, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29362U104 |
| - ISIN (if CUSIP is not available). | US29362U1043 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12698.99000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 282 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADVANCED MICRO DEVICES INC |
| 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 | BBG016D74DZ4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -34.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -41905.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00441640099 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Advanced Micro Devices, Inc. |
| Title of issue. | Advanced Micro Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 007903107 |
| - ISIN (if CUSIP is not available). | US0079031078 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -16423.20000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 283 |
| a. Name of issuer (if any). | Entegris Inc |
| b. LEI (if any) of issuer. (1) | IYX6OWO7BT5DKO3BYG52 |
| c. Title of the issue or description of the investment. | Entegris Inc |
| d. CUSIP (if any). | 29362U104 |
| At least one of the following other identifiers: |
| - ISIN | US29362U1043 |
| Balance. (2) |
| a. Balance | 64480.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4830841.60000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.509126205526 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 284 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALPHABET INC |
| 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 | BBG01FQRTF75 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -24245.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00255519966 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alphabet, Inc. |
| Title of issue. | Alphabet, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 02079K107 |
| - ISIN (if CUSIP is not available). | US02079K1079 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -10728.87000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 285 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALIBABA GROUP HOLDING LTD |
| 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 | BBG0127VWXC7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -28.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15680.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00165252756 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alibaba Group Holding Ltd. |
| Title of issue. | Alibaba Group Holding Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 01609W102 |
| - ISIN (if CUSIP is not available). | US01609W1027 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 85.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1274.93000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 286 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NVIDIA CORP |
| 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 | BBG016QG5Z62 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -10.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -35325.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00372292960 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | NVIDIA Corp. |
| Title of issue. | NVIDIA Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 67066G104 |
| - ISIN (if CUSIP is not available). | US67066G1040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 275.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -12130.48000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 287 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SHOPIFY INC |
| 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 | BBG01FXC4WN2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -400.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -206000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.02171050243 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Shopify, Inc. |
| Title of issue. | Shopify, Inc. |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | CA82509L1076 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 45.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -413.27000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 288 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMPHENOL CORP |
| 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 | BBG01G9ZQCQ3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -32.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8640.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00091057641 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Amphenol Corp. |
| Title of issue. | Amphenol Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 032095101 |
| - ISIN (if CUSIP is not available). | US0320951017 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 75.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3376.97000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 289 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LATTICE SEMICONDUCTOR CORP |
| 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 | BBG01F7D5HX0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10867.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00114533439 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lattice Semiconductor Corp. |
| Title of issue. | Lattice Semiconductor Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 518415104 |
| - ISIN (if CUSIP is not available). | US5184151042 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-11-17 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 12988.03000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 290 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZOOMINFO TECHNOLOGIES INC |
| 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 | BBG018YMLK34 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -109.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16895.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00178057737 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ZoomInfo Technologies, Inc. |
| Title of issue. | ZoomInfo Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980F104 |
| - ISIN (if CUSIP is not available). | US98980F1049 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 22.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2237.79000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 291 |
| a. Name of issuer (if any). | Thoughtworks Holding Inc |
| b. LEI (if any) of issuer. (1) | 984500E705D15F2DF680 |
| c. Title of the issue or description of the investment. | Thoughtworks Holding Inc |
| d. CUSIP (if any). | 88546E105 |
| At least one of the following other identifiers: |
| - ISIN | US88546E1055 |
| Balance. (2) |
| a. Balance | 1597448.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9952101.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.048859776216 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 292 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KEYSIGHT TECHNOLOGIES INC |
| 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 | BBG01C07FZM8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1280.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00013490020 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Keysight Technologies, Inc. |
| Title of issue. | Keysight Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 49338L103 |
| - ISIN (if CUSIP is not available). | US49338L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 175.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5531.49000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 293 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONOLITHIC POWER SYSTEMS INC |
| 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 | BBG01B46VQ22 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -5.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -19350.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00203931175 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Monolithic Power Systems, Inc. |
| Title of issue. | Monolithic Power Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 609839105 |
| - ISIN (if CUSIP is not available). | US6098391054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 450.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1702.79000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 294 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DATADOG INC |
| 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 | BBG01BK7M8N9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -74.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -49025.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00516678340 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Datadog, Inc. |
| Title of issue. | Datadog, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 23804L103 |
| - ISIN (if CUSIP is not available). | US23804L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 70.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2645.44000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 295 |
| a. Name of issuer (if any). | Nokia Oyj |
| b. LEI (if any) of issuer. (1) | 549300A0JPRWG1KI7U06 |
| c. Title of the issue or description of the investment. | Nokia Oyj |
| d. CUSIP (if any). | 654902204 |
| At least one of the following other identifiers: |
| - ISIN | US6549022043 |
| Balance. (2) |
| a. Balance | 883906.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3703566.14000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.390321755897 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
FINLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 296 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ATLASSIAN CORP |
| 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 | BBG018VZF9B1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21200.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00223428471 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Atlassian Corp. |
| Title of issue. | Atlassian Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 049468101 |
| - ISIN (if CUSIP is not available). | US0494681010 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 150.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1191.36000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 297 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACTIVISION BLIZZARD INC |
| 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 | BBG01BZFYHZ9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -29.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1435.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00015128847 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Activision Blizzard, Inc. |
| Title of issue. | Activision Blizzard, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00507V109 |
| - ISIN (if CUSIP is not available). | US00507V1098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2322.13000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 298 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | THOUGHTWORKS HOLDING INC |
| 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 | BBG01FBV1QY8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -313.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000000 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Thoughtworks Holding, Inc. |
| Title of issue. | Thoughtworks Holding, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 88546E105 |
| - ISIN (if CUSIP is not available). | US88546E1055 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 10.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 20179.25000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 299 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NOKIA OYJ |
| 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 | BBG01F7YGK92 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -1014.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1014.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00010686625 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
FINLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Nokia Oyj |
| Title of issue. | Nokia Oyj |
| At least one of the following other identifiers: |
| - CUSIP. | 654902204 |
| - ISIN (if CUSIP is not available). | US6549022043 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 5.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16771.39000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 300 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SEA LTD |
| 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 | BBG01C0RFBP4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -37.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -22662.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00238841874 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Sea Ltd. |
| Title of issue. | Sea Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 81141R100 |
| - ISIN (if CUSIP is not available). | US81141R1005 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 85.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9692.59000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 301 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACTIVISION BLIZZARD INC |
| 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 | BBG01754JFT4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -30.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8745.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00092164244 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Activision Blizzard, Inc. |
| Title of issue. | Activision Blizzard, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00507V109 |
| - ISIN (if CUSIP is not available). | US00507V1098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 77.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5189.02000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 302 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RAMBUS INC |
| 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 | BBG01C20SWR9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -162.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14985.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00157928096 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rambus, Inc. |
| Title of issue. | Rambus, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 750917106 |
| - ISIN (if CUSIP is not available). | US7509171069 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15834.59000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 303 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUITIVE SURGICAL INC |
| 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 | BBG017LYL5J0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00158086182 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuitive Surgical, Inc. |
| Title of issue. | Intuitive Surgical, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 46120E602 |
| - ISIN (if CUSIP is not available). | US46120E6023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 290.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3404.32000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 304 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEERE + CO |
| 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 | BBG01B3N30H8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9810.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00103388363 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Deere & Co. |
| Title of issue. | Deere & Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 244199105 |
| - ISIN (if CUSIP is not available). | US2441991054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 380.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -303.25000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 305 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RAMBUS INC |
| 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 | BBG01BD1XQQ5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -64.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -27520.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00290035450 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rambus, Inc. |
| Title of issue. | Rambus, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 750917106 |
| - ISIN (if CUSIP is not available). | US7509171069 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 41.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -8353.60000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 306 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SERVICENOW INC |
| 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 | BBG01C0GBN58 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -12.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -20100.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00211835484 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ServiceNow, Inc. |
| Title of issue. | ServiceNow, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 81762P102 |
| - ISIN (if CUSIP is not available). | US81762P1021 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 520.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8553.43000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 307 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TRIMBLE INC |
| 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 | BBG01C0YCN12 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -100.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00105390788 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Trimble, Inc. |
| Title of issue. | Trimble, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 896239100 |
| - ISIN (if CUSIP is not available). | US8962391004 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 11191.93000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 308 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADVANCED MICRO DEVICES INC |
| 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 | BBG01FRSZN41 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -153.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14841.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00156410469 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Advanced Micro Devices, Inc. |
| Title of issue. | Advanced Micro Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 007903107 |
| - ISIN (if CUSIP is not available). | US0079031078 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 86012.24000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 309 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACCENTURE PLC |
| 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 | BBG019MJF3S0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -17.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -467.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004927019 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Accenture PLC |
| Title of issue. | Accenture PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 300.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4963.47000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 310 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALPHABET INC |
| 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 | BBG01201J1C5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -25.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12687.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00133714562 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alphabet, Inc. |
| Title of issue. | Alphabet, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 02079K107 |
| - ISIN (if CUSIP is not available). | US02079K1079 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 107.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2049.21000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 311 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DATADOG INC |
| 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 | BBG018VM9ZM7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -33.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16830.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00177372697 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Datadog, Inc. |
| Title of issue. | Datadog, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 23804L103 |
| - ISIN (if CUSIP is not available). | US23804L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 70.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10627.32000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 312 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MARVELL TECHNOLOGY INC |
| 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 | BBG01BHP3916 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -54.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4239.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00044675155 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Marvell Technology, Inc. |
| Title of issue. | Marvell Technology, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 573874104 |
| - ISIN (if CUSIP is not available). | US5738741041 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 19492.48000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 313 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SNOWFLAKE INC |
| 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 | BBG018KGDTK3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7720.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00081361688 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Snowflake, Inc. |
| Title of issue. | Snowflake, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 833445109 |
| - ISIN (if CUSIP is not available). | US8334451098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 170.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 30490.83000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 314 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONGODB INC |
| 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 | BBG01C0BRS24 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -11.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17132.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00180560768 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MongoDB, Inc. |
| Title of issue. | MongoDB, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 60937P106 |
| - ISIN (if CUSIP is not available). | US60937P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 290.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15301.06000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 315 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DATADOG INC |
| 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 | BBG01F9JWM91 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -36.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23850.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00251357030 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Datadog, Inc. |
| Title of issue. | Datadog, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 23804L103 |
| - ISIN (if CUSIP is not available). | US23804L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5830.71000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 316 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DATADOG INC |
| 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 | BBG01FRTCMF4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -74.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -25530.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00269062683 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Datadog, Inc. |
| Title of issue. | Datadog, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 23804L103 |
| - ISIN (if CUSIP is not available). | US23804L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 70.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9950.57000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 317 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACCENTURE PLC |
| 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 | BBG01BZB9C23 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -18.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7020.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00073984333 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Accenture PLC |
| Title of issue. | Accenture PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 310.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5030.38000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 318 |
| a. Name of issuer (if any). | ServiceNow Inc |
| b. LEI (if any) of issuer. (1) | 549300HJTQM36M0E1G39 |
| c. Title of the issue or description of the investment. | ServiceNow Inc |
| d. CUSIP (if any). | 81762P102 |
| At least one of the following other identifiers: |
| - ISIN | US81762P1021 |
| Balance. (2) |
| a. Balance | 46942.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21566093.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.272867614406 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 319 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LAM RESEARCH CORP |
| 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 | BBG017SZ57J4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -5.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21612.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00227775841 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lam Research Corp. |
| Title of issue. | Lam Research Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 512807108 |
| - ISIN (if CUSIP is not available). | US5128071082 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 500.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -5990.28000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 320 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MARVELL TECHNOLOGY INC |
| 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 | BBG015P5V5D8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -63.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -25830.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00272224406 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Marvell Technology, Inc. |
| Title of issue. | Marvell Technology, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 573874104 |
| - ISIN (if CUSIP is not available). | US5738741041 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 37.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -5073.50000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 321 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADVANCED MICRO DEVICES INC |
| 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 | BBG01F9573F4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -30.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -28800.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00303525470 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Advanced Micro Devices, Inc. |
| Title of issue. | Advanced Micro Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 007903107 |
| - ISIN (if CUSIP is not available). | US0079031078 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4816.06000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 322 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LATTICE SEMICONDUCTOR CORP |
| 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 | BBG01BHNKN75 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -100.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -20000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00210781577 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lattice Semiconductor Corp. |
| Title of issue. | Lattice Semiconductor Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 518415104 |
| - ISIN (if CUSIP is not available). | US5184151042 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 75584.90000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 323 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMBARELLA INC |
| 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 | BBG016JSPJQ6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -161.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -66010.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00695684595 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Ambarella, Inc. |
| Title of issue. | Ambarella, Inc. |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | KYG037AX1015 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 22604.11000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 324 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZSCALER INC |
| 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 | BBG01C15MS58 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -20.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1100.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00011592986 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zscaler, Inc. |
| Title of issue. | Zscaler, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980G102 |
| - ISIN (if CUSIP is not available). | US98980G1022 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 145.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 19689.25000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 325 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LAM RESEARCH CORP |
| 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 | BBG017SZ58P5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -10.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -30850.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00325130582 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lam Research Corp. |
| Title of issue. | Lam Research Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 512807108 |
| - ISIN (if CUSIP is not available). | US5128071082 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 520.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4955.50000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 326 |
| a. Name of issuer (if any). | CELONIS SERIES D PFD |
| b. LEI (if any) of issuer. (1) | 529900DCE9HLEPY8MW24 |
| c. Title of the issue or description of the investment. | CELONIS SERIES D PFD |
| 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 | 937TRD909 |
| Description of other unique identifier. | Internal Identifier |
| Balance. (2) |
| a. Balance | 27042.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 9999861.18000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.053893255032 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 327 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LINDE PLC |
| 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 | BBG01FB3M4V9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7665.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00080782039 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Linde PLC |
| Title of issue. | Linde PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE000S9YS762 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 400.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1788.75000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 328 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADOBE INC |
| 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 | BBG01F93MZ61 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18550.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00195499912 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Adobe, Inc. |
| Title of issue. | Adobe, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00724F101 |
| - ISIN (if CUSIP is not available). | US00724F1012 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 400.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3153.82000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 329 |
| 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). | 252131107 |
| At least one of the following other identifiers: |
| - ISIN | US2521311074 |
| Balance. (2) |
| a. Balance | 65485.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 7945949.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.837429925645 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 330 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUIT INC |
| 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 | BBG01BKM3W72 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -11.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -20185.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00212731306 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuit, Inc. |
| Title of issue. | Intuit, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 461202103 |
| - ISIN (if CUSIP is not available). | US4612021034 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 470.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5318.98000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 331 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CROWDSTRIKE HOLDINGS INC |
| 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 | BBG01FW4BWY1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -38.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1197.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00012615277 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Crowdstrike Holdings, Inc. |
| Title of issue. | Crowdstrike Holdings, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 22788C105 |
| - ISIN (if CUSIP is not available). | US22788C1053 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 140.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13792.78000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 332 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NOKIA OYJ |
| 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 | BBG01BKW9CF9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -995.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1492.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00015729575 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
FINLAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Nokia Oyj |
| Title of issue. | Nokia Oyj |
| At least one of the following other identifiers: |
| - CUSIP. | 654902204 |
| - ISIN (if CUSIP is not available). | US6549022043 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 5.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 21332.01000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 333 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LATTICE SEMICONDUCTOR CORP |
| 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 | BBG01CFF1R83 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4095.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00043157527 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lattice Semiconductor Corp. |
| Title of issue. | Lattice Semiconductor Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 518415104 |
| - ISIN (if CUSIP is not available). | US5184151042 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16401.08000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 334 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | OMNICELL INC |
| 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 | BBG01C0HT7D3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -43.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18920.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00199399371 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Omnicell, Inc. |
| Title of issue. | Omnicell, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 68213N109 |
| - ISIN (if CUSIP is not available). | US68213N1090 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 65.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3772.87000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 335 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADOBE INC |
| 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 | BBG01F93N5X6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10570.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00111398063 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Adobe, Inc. |
| Title of issue. | Adobe, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00724F101 |
| - ISIN (if CUSIP is not available). | US00724F1012 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 430.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3321.19000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 336 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HUBSPOT INC |
| 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 | BBG01CGSPZ62 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -13.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -49725.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00524055696 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | HubSpot, Inc. |
| Title of issue. | HubSpot, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 443573100 |
| - ISIN (if CUSIP is not available). | US4435731009 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 460.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 897.39000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 337 |
| a. Name of issuer (if any). | Deere & Co |
| b. LEI (if any) of issuer. (1) | PWFTNG3EI0Y73OXWDH08 |
| c. Title of the issue or description of the investment. | Deere & Co |
| d. CUSIP (if any). | 244199105 |
| At least one of the following other identifiers: |
| - ISIN | US2441991054 |
| Balance. (2) |
| a. Balance | 12500.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4725250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.497997823539 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 338 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GITLAB INC |
| 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 | BBG01BKHXV54 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -73.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17155.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00180797897 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Gitlab, Inc. |
| Title of issue. | Gitlab, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 37637K108 |
| - ISIN (if CUSIP is not available). | US37637K1088 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 35.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 17116.11000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 339 |
| a. Name of issuer (if any). | Analog Devices Inc |
| b. LEI (if any) of issuer. (1) | GYVOE5EZ4GDAVTU4CQ61 |
| c. Title of the issue or description of the investment. | Analog Devices Inc |
| d. CUSIP (if any). | 032654105 |
| At least one of the following other identifiers: |
| - ISIN | US0326541051 |
| Balance. (2) |
| a. Balance | 145717.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26211573.96000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.762458448469 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 340 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZOOMINFO TECHNOLOGIES INC |
| 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 | BBG01BLH1564 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -318.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -33390.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00351899842 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ZoomInfo Technologies, Inc. |
| Title of issue. | ZoomInfo Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980F104 |
| - ISIN (if CUSIP is not available). | US98980F1049 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 25.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 27961.27000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 341 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEXCOM INC |
| 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 | BBG01FPY1083 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -43.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -19565.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00206197077 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dexcom, Inc. |
| Title of issue. | Dexcom, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 252131107 |
| - ISIN (if CUSIP is not available). | US2521311074 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 120.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2342.07000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 342 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EPAM SYSTEMS INC |
| 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 | BBG01FW9LMC5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -17.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8415.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00088686348 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | EPAM Systems, Inc. |
| Title of issue. | EPAM Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29414B104 |
| - ISIN (if CUSIP is not available). | US29414B1044 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 300.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10275.86000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 343 |
| a. Name of issuer (if any). | Ambarella Inc |
| b. LEI (if any) of issuer. (1) | 254900XN7F4DG0CEKC02 |
| c. Title of the issue or description of the investment. | Ambarella Inc |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | KYG037AX1015 |
| Balance. (2) |
| a. Balance | 95000.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5888100.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.620551501991 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 344 |
| a. Name of issuer (if any). | Snowflake Inc |
| b. LEI (if any) of issuer. (1) | 254900CJNSY1K7T53Z16 |
| c. Title of the issue or description of the investment. | Snowflake Inc |
| d. CUSIP (if any). | 833445109 |
| At least one of the following other identifiers: |
| - ISIN | US8334451098 |
| Balance. (2) |
| a. Balance | 93134.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13791282.72000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.453474160813 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 345 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANALOG DEVICES INC |
| 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 | BBG017SR47X7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -50.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00160720952 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Analog Devices, Inc. |
| Title of issue. | Analog Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 032654105 |
| - ISIN (if CUSIP is not available). | US0326541051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 190.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 29722.52000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 346 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TEXAS INSTRUMENTS INC |
| 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 | BBG01FBV6WX1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2821.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00029730741 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Texas Instruments, Inc. |
| Title of issue. | Texas Instruments, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 882508104 |
| - ISIN (if CUSIP is not available). | US8825081040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6011.52000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 347 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ATLASSIAN CORP |
| 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 | BBG01CG0P676 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -15.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14625.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00154134028 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Atlassian Corp. |
| Title of issue. | Atlassian Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 049468101 |
| - ISIN (if CUSIP is not available). | US0494681010 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 185.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13866.83000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 348 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KEYSIGHT TECHNOLOGIES INC |
| 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 | BBG019HM15X3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -117.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -109395.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01152922531 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Keysight Technologies, Inc. |
| Title of issue. | Keysight Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 49338L103 |
| - ISIN (if CUSIP is not available). | US49338L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 140.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -30367.53000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 349 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TRIMBLE INC |
| 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 | BBG019P3GRP1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -44.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -440.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004637194 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Trimble, Inc. |
| Title of issue. | Trimble, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 896239100 |
| - ISIN (if CUSIP is not available). | US8962391004 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15816.83000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 350 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LAM RESEARCH CORP |
| 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 | BBG01FWVL203 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -10.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -19900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00209727669 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lam Research Corp. |
| Title of issue. | Lam Research Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 512807108 |
| - ISIN (if CUSIP is not available). | US5128071082 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 520.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -805.44000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 351 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | JD.COM INC |
| 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 | BBG019CXG8G1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -121.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7441.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00078426555 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | JD.com, Inc. |
| Title of issue. | JD.com, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 47215P106 |
| - ISIN (if CUSIP is not available). | US47215P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 42.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 28133.19000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 352 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ENTEGRIS INC |
| 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 | BBG01BZTXK83 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -28.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2730.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00028771685 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Entegris, Inc. |
| Title of issue. | Entegris, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29362U104 |
| - ISIN (if CUSIP is not available). | US29362U1043 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13775.06000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 353 |
| a. Name of issuer (if any). | JD.com Inc |
| b. LEI (if any) of issuer. (1) | 549300HVTWB0GJZ16V92 |
| c. Title of the issue or description of the investment. | JD.com Inc |
| d. CUSIP (if any). | 47215P106 |
| At least one of the following other identifiers: |
| - ISIN | US47215P1066 |
| Balance. (2) |
| a. Balance | 230637.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8238353.64000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.868246586375 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 354 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZSCALER INC |
| 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 | BBG01GCNJN53 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -25.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14812.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00156110105 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zscaler, Inc. |
| Title of issue. | Zscaler, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980G102 |
| - ISIN (if CUSIP is not available). | US98980G1022 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 6299.10000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 355 |
| a. Name of issuer (if any). | Gitlab Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Gitlab Inc |
| d. CUSIP (if any). | 37637K108 |
| At least one of the following other identifiers: |
| - ISIN | US37637K1088 |
| Balance. (2) |
| a. Balance | 100000.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3036000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.319966434001 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 356 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EXPEDIA GROUP INC |
| 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 | BBG01BKCTQ15 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -21.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -294.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00003098489 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Expedia Group, Inc. |
| Title of issue. | Expedia Group, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 30212P303 |
| - ISIN (if CUSIP is not available). | US30212P3038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 145.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13659.80000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 357 |
| a. Name of issuer (if any). | Autodesk Inc |
| b. LEI (if any) of issuer. (1) | FRKKVKAIQEF3FCSTPG55 |
| c. Title of the issue or description of the investment. | Autodesk Inc |
| d. CUSIP (if any). | 052769106 |
| At least one of the following other identifiers: |
| - ISIN | US0527691069 |
| Balance. (2) |
| a. Balance | 20000.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3895800.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.410581433986 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 358 |
| a. Name of issuer (if any). | Crowdstrike Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300YBY08K9KM4HX32 |
| c. Title of the issue or description of the investment. | Crowdstrike Holdings Inc |
| d. CUSIP (if any). | 22788C105 |
| At least one of the following other identifiers: |
| - ISIN | US22788C1053 |
| Balance. (2) |
| a. Balance | 28590.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3432229.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.361725373448 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 359 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TAIWAN SEMICONDUCTOR MANUFACTU |
| 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 | BBG01FBTNW21 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3658.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00038557219 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
TAIWAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| Title of issue. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 874039100 |
| - ISIN (if CUSIP is not available). | US8740391003 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8207.12000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 360 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MARVELL TECHNOLOGY INC |
| 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 | BBG015P5V7M4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -123.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -20049.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00211297991 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Marvell Technology, Inc. |
| Title of issue. | Marvell Technology, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 573874104 |
| - ISIN (if CUSIP is not available). | US5738741041 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 42.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10981.68000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 361 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | APPLIED MATERIALS INC |
| 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 | BBG01F9549N5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -21.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7087.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00074695721 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Applied Materials, Inc. |
| Title of issue. | Applied Materials, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 038222105 |
| - ISIN (if CUSIP is not available). | US0382221051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 140.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10121.25000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 362 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONOLITHIC POWER SYSTEMS INC |
| 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 | BBG01FWY9FN7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -11.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6820.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00071876517 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Monolithic Power Systems, Inc. |
| Title of issue. | Monolithic Power Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 609839105 |
| - ISIN (if CUSIP is not available). | US6098391054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 500.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 16603.99000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 363 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SNOWFLAKE INC |
| 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 | BBG01C0T2RL3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -17.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -19932.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00210070189 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Snowflake, Inc. |
| Title of issue. | Snowflake, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 833445109 |
| - ISIN (if CUSIP is not available). | US8334451098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 165.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5303.31000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 364 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ATLASSIAN CORP |
| 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 | BBG01CG0PBN7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -28.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14420.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00151973517 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Atlassian Corp. |
| Title of issue. | Atlassian Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 049468101 |
| - ISIN (if CUSIP is not available). | US0494681010 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 47304.34000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 365 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RAMBUS INC |
| 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 | BBG01BF547G9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -101.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3787.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00039916761 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rambus, Inc. |
| Title of issue. | Rambus, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 750917106 |
| - ISIN (if CUSIP is not available). | US7509171069 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 20398.88000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 366 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TAIWAN SEMICONDUCTOR MANUFACTU |
| 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 | BBG01DVG0B78 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -55.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -440.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004637194 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
TAIWAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| Title of issue. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 874039100 |
| - ISIN (if CUSIP is not available). | US8740391003 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14545.78000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 367 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONOLITHIC POWER SYSTEMS INC |
| 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 | BBG01B46VNY4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -27000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00284555129 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Monolithic Power Systems, Inc. |
| Title of issue. | Monolithic Power Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 609839105 |
| - ISIN (if CUSIP is not available). | US6098391054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 440.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2283.68000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 368 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANSYS INC |
| 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 | BBG01BJYQB15 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -15.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12225.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00128840238 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ANSYS, Inc. |
| Title of issue. | ANSYS, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 03662Q105 |
| - ISIN (if CUSIP is not available). | US03662Q1058 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 340.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9516.89000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 369 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SNOWFLAKE INC |
| 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 | BBG01C0T2PC7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -17.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -26520.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00279496371 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Snowflake, Inc. |
| Title of issue. | Snowflake, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 833445109 |
| - ISIN (if CUSIP is not available). | US8334451098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 155.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2304.18000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 370 |
| a. Name of issuer (if any). | WOLFSPEED INC |
| b. LEI (if any) of issuer. (1) | 549300OGU88P3AW3TO93 |
| c. Title of the issue or description of the investment. | Wolfspeed Inc |
| d. CUSIP (if any). | 977852AC6 |
| At least one of the following other identifiers: |
| - ISIN | US977852AC61 |
| Balance. (2) |
| a. Balance | 2500000.00000000 |
| b. Units |
Principal amount
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1846250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.194577743338 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Debt
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| For debt securities, also provide: |
| a. Maturity date. | 2029-12-01 |
| b. Coupon. |
| i. Coupon category. (13) | Fixed |
| ii. Annualized rate. | 1.88000000 |
| 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 | Wolfspeed Inc | Wolfspeed Inc | United States Dollar |
| At least one of the following other identifiers: | |||
| Identifier type | Identifier value | ||
| CUSIP | 977852102 | ||
| ISIN (if CUSIP is not available) | US9778521024 | ||
| iv. Conversion ratio per US$1000 notional. (17) |
| Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
|---|---|---|
| #1 | 8.41180000 | United States Dollar |
| v. Delta (if applicable). | XXXX |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 371 |
| a. Name of issuer (if any). | Warner Music Group Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Warner Music Group Corp |
| d. CUSIP (if any). | 934550203 |
| At least one of the following other identifiers: |
| - ISIN | US9345502036 |
| Balance. (2) |
| a. Balance | 125739.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3831267.33000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.403780285009 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 372 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | APPLIED MATERIALS INC |
| 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 | BBG01BJY1FD0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -22.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7315.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00077093361 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Applied Materials, Inc. |
| Title of issue. | Applied Materials, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 038222105 |
| - ISIN (if CUSIP is not available). | US0382221051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 125.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2573.28000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 373 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DYNATRACE INC |
| 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 | BBG014L9QWJ8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -57.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23085.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00243294635 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dynatrace, Inc. |
| Title of issue. | Dynatrace, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 268150109 |
| - ISIN (if CUSIP is not available). | US2681501092 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 40.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2025.33000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 374 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NVIDIA CORP |
| 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 | BBG011C476Z5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -13.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -104195.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01098119321 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | NVIDIA Corp. |
| Title of issue. | NVIDIA Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 67066G104 |
| - ISIN (if CUSIP is not available). | US67066G1040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -78137.34000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 375 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GITLAB INC |
| 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 | BBG01F9VGKC2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -67.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12562.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00132397178 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Gitlab, Inc. |
| Title of issue. | Gitlab, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 37637K108 |
| - ISIN (if CUSIP is not available). | US37637K1088 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 45.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 24921.75000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 376 |
| a. Name of issuer (if any). | Palo Alto Networks Inc |
| b. LEI (if any) of issuer. (1) | 549300QXR2YVZV231H43 |
| c. Title of the issue or description of the investment. | Palo Alto Networks Inc |
| d. CUSIP (if any). | 697435105 |
| At least one of the following other identifiers: |
| - ISIN | US6974351057 |
| Balance. (2) |
| a. Balance | 147831.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26973244.26000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.842731481992 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 377 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TRIMBLE INC |
| 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 | BBG01C0YCP44 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -46.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2185.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00023027887 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Trimble, Inc. |
| Title of issue. | Trimble, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 896239100 |
| - ISIN (if CUSIP is not available). | US8962391004 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9290.57000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 378 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HUBSPOT INC |
| 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 | BBG01934N8F8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -22320.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00235232240 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | HubSpot, Inc. |
| Title of issue. | HubSpot, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 443573100 |
| - ISIN (if CUSIP is not available). | US4435731009 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 410.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -843.34000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 379 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GITLAB INC |
| 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 | BBG014TF1DY8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -350.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -105875.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01115824973 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Gitlab, Inc. |
| Title of issue. | Gitlab, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 37637K108 |
| - ISIN (if CUSIP is not available). | US37637K1088 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 30.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 33938.71000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 380 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KEYSIGHT TECHNOLOGIES INC |
| 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 | BBG019NFNL71 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -32.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -800.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00008431263 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Keysight Technologies, Inc. |
| Title of issue. | Keysight Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 49338L103 |
| - ISIN (if CUSIP is not available). | US49338L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 165.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8782.99000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 381 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMPHENOL CORP |
| 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 | BBG01BJYVZG0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -30.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -450.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004742585 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Amphenol Corp. |
| Title of issue. | Amphenol Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 032095101 |
| - ISIN (if CUSIP is not available). | US0320951017 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 11834.18000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 382 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ASML HOLDING NV |
| 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 | BBG0190Z0YQ8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -4.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2500.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00026347697 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ASML Holding NV |
| Title of issue. | ASML Holding NV |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | USN070592100 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 820.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10697.63000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 383 |
| a. Name of issuer (if any). | FABLETICS SERIES G PFD STOCK |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | FABLETICS SERIES G PFD STOCK |
| 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 | 937BQZ900 |
| Description of other unique identifier. | Internal Identifier |
| Balance. (2) |
| a. Balance | 29000.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 29000000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.056332867605 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-preferred
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 384 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEERE + CO |
| 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 | BBG01CDTLS27 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7470.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00078726919 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Deere & Co. |
| Title of issue. | Deere & Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 244199105 |
| - ISIN (if CUSIP is not available). | US2441991054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 420.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 2816.75000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 385 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CADENCE DESIGN SYSTEMS INC |
| 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 | BBG01GB59MZ3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -12.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17280.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00182115282 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cadence Design Systems, Inc. |
| Title of issue. | Cadence Design Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 127387108 |
| - ISIN (if CUSIP is not available). | US1273871087 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4276.45000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 386 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WARNER MUSIC GROUP CORP |
| 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 | BBG01BPB6265 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -71.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12247.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00129077368 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Warner Music Group Corp. |
| Title of issue. | Warner Music Group Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 934550203 |
| - ISIN (if CUSIP is not available). | US9345502036 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 38.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8305.24000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 387 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUIT INC |
| 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 | BBG01F9ZB327 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18210.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00191916625 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuit, Inc. |
| Title of issue. | Intuit, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 461202103 |
| - ISIN (if CUSIP is not available). | US4612021034 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 480.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3213.29000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 388 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PALO ALTO NETWORKS INC |
| 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 | BBG01CTMTFW2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -13.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3484.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00036718150 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Palo Alto Networks, Inc. |
| Title of issue. | Palo Alto Networks, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 697435105 |
| - ISIN (if CUSIP is not available). | US6974351057 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 230.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5999.04000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 389 |
| a. Name of issuer (if any). | Datadog Inc |
| b. LEI (if any) of issuer. (1) | 549300F6JNO0KRPO1K63 |
| c. Title of the issue or description of the investment. | Datadog Inc |
| d. CUSIP (if any). | 23804L103 |
| At least one of the following other identifiers: |
| - ISIN | US23804L1035 |
| Balance. (2) |
| a. Balance | 261352.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 17609897.76000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.855921011002 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 390 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | APPLIED MATERIALS INC |
| 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 | BBG01BHKGVD1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -41.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7031.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00074105532 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Applied Materials, Inc. |
| Title of issue. | Applied Materials, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 038222105 |
| - ISIN (if CUSIP is not available). | US0382221051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 145.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 20006.61000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 391 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LINDE PLC |
| 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 | BBG01G9BYGR7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8430.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00088844434 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Linde PLC |
| Title of issue. | Linde PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE000S9YS762 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 365.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1593.22000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 392 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WARNER MUSIC GROUP CORP |
| 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 | BBG01BLFGDL8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -76.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16150.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00170206123 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Warner Music Group Corp. |
| Title of issue. | Warner Music Group Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 934550203 |
| - ISIN (if CUSIP is not available). | US9345502036 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 36.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -8590.27000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 393 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZSCALER INC |
| 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 | BBG015P8D6T3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -47.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -15275.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00160984429 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zscaler, Inc. |
| Title of issue. | Zscaler, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980G102 |
| - ISIN (if CUSIP is not available). | US98980G1022 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 32354.75000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 394 |
| a. Name of issuer (if any). | Epiroc AB |
| b. LEI (if any) of issuer. (1) | 5493004Q73OEYW1SPE91 |
| c. Title of the issue or description of the investment. | Epiroc AB |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | SE0015658109 |
| Balance. (2) |
| a. Balance | 583302.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Sweden Krona
|
| e. Value. (4) | 11685329.83000000 |
| f. Exchange rate. | 10.25505000 |
| g. Percentage value compared to net assets of the Fund. | 1.231526125111 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
SWEDEN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 395 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SNOWFLAKE INC |
| 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 | BBG01C0T2QH0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -18.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -24435.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00257522391 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Snowflake, Inc. |
| Title of issue. | Snowflake, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 833445109 |
| - ISIN (if CUSIP is not available). | US8334451098 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 160.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -2484.70000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 396 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ASML HOLDING NV |
| 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 | BBG0190H3490 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -4.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3960.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00041734752 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ASML Holding NV |
| Title of issue. | ASML Holding NV |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | USN070592100 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 690.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15957.47000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 397 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KEYSIGHT TECHNOLOGIES INC |
| 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 | BBG01DMKSM84 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -15.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3075.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00032407667 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Keysight Technologies, Inc. |
| Title of issue. | Keysight Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 49338L103 |
| - ISIN (if CUSIP is not available). | US49338L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 185.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-12-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9336.96000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 398 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ASML HOLDING NV |
| 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 | BBG01FVVS2F1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1860.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00019602686 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ASML Holding NV |
| Title of issue. | ASML Holding NV |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | USN070592100 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 690.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15415.63000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 399 |
| a. Name of issuer (if any). | Monolithic Power Systems Inc |
| b. LEI (if any) of issuer. (1) | 529900TB7085LSZ1XU31 |
| c. Title of the issue or description of the investment. | Monolithic Power Systems Inc |
| d. CUSIP (if any). | 609839105 |
| At least one of the following other identifiers: |
| - ISIN | US6098391054 |
| Balance. (2) |
| a. Balance | 57536.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 26579905.92000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.801277244178 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 400 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZEBRA TECHNOLOGIES CORP |
| 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 | BBG01C15FYX2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -540.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00005691102 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zebra Technologies Corp. |
| Title of issue. | Zebra Technologies Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 989207105 |
| - ISIN (if CUSIP is not available). | US9892071054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 410.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14335.51000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 401 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DYNATRACE INC |
| 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 | BBG019MZJ2Z4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -120.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10200.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00107498604 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dynatrace, Inc. |
| Title of issue. | Dynatrace, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 268150109 |
| - ISIN (if CUSIP is not available). | US2681501092 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 45.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5336.39000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 402 |
| a. Name of issuer (if any). | Shopify Inc |
| b. LEI (if any) of issuer. (1) | 549300HGQ43STJLLP808 |
| c. Title of the issue or description of the investment. | Shopify Inc |
| d. CUSIP (if any). | 82509L107 |
| At least one of the following other identifiers: |
| - ISIN | CA82509L1076 |
| Balance. (2) |
| a. Balance | 40000.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1938000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.204247348186 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 403 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEXCOM INC |
| 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 | BBG01B3PNX16 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -43.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -29670.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00312694469 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dexcom, Inc. |
| Title of issue. | Dexcom, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 252131107 |
| - ISIN (if CUSIP is not available). | US2521311074 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 120.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -6682.93000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 404 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | OMNICELL INC |
| 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 | BBG01GC11CY2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -39.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -18915.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00199346676 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Omnicell, Inc. |
| Title of issue. | Omnicell, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 68213N109 |
| - ISIN (if CUSIP is not available). | US68213N1090 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 60.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -995.77000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 405 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ATLASSIAN CORP |
| 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 | BBG01CG0P541 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17600.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00185487787 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Atlassian Corp. |
| Title of issue. | Atlassian Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 049468101 |
| - ISIN (if CUSIP is not available). | US0494681010 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 180.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7991.34000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 406 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SEA LTD |
| 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 | BBG01C0RF8D4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -37.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -38665.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00407493483 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Sea Ltd. |
| Title of issue. | Sea Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 81141R100 |
| - ISIN (if CUSIP is not available). | US81141R1005 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 75.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -6864.82000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 407 |
| a. Name of issuer (if any). | Lam Research Corp |
| b. LEI (if any) of issuer. (1) | 549300I4GMO6D34U1T02 |
| c. Title of the issue or description of the investment. | Lam Research Corp |
| d. CUSIP (if any). | 512807108 |
| At least one of the following other identifiers: |
| - ISIN | US5128071082 |
| Balance. (2) |
| a. Balance | 20046.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 10505707.68000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.107204816546 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 408 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | QORVO INC |
| 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 | BBG019NT8LW0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -52.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5200.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00054803210 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Qorvo, Inc. |
| Title of issue. | Qorvo, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 74736K101 |
| - ISIN (if CUSIP is not available). | US74736K1016 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14012.34000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 409 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | INTUITIVE SURGICAL INC |
| 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 | BBG01F9ZRG94 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -10.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -37250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00392580687 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Intuitive Surgical, Inc. |
| Title of issue. | Intuitive Surgical, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 46120E602 |
| - ISIN (if CUSIP is not available). | US46120E6023 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 285.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -26155.38000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 410 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LAM RESEARCH CORP |
| 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 | BBG01CFF04W8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -5.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21587.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00227512364 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lam Research Corp. |
| Title of issue. | Lam Research Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 512807108 |
| - ISIN (if CUSIP is not available). | US5128071082 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 545.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4215.29000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 411 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ALIBABA GROUP HOLDING LTD |
| 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 | BBG01F7XCLS5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6734.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00070970157 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Alibaba Group Holding Ltd. |
| Title of issue. | Alibaba Group Holding Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 01609W102 |
| - ISIN (if CUSIP is not available). | US01609W1027 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 11972.09000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 412 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EXPEDIA GROUP INC |
| 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 | BBG01BKCTD23 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -13365.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00140854788 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Expedia Group, Inc. |
| Title of issue. | Expedia Group, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 30212P303 |
| - ISIN (if CUSIP is not available). | US30212P3038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -959.38000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 413 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACCENTURE PLC |
| 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 | BBG01FZVY9F5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -17.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4760.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00050166015 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Accenture PLC |
| Title of issue. | Accenture PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 295.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5770.93000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 414 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CADENCE DESIGN SYSTEMS INC |
| 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 | BBG019MSJQ50 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -22.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00104336880 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cadence Design Systems, Inc. |
| Title of issue. | Cadence Design Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 127387108 |
| - ISIN (if CUSIP is not available). | US1273871087 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14288.17000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 415 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TEXAS INSTRUMENTS INC |
| 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 | BBG01BHRVWC8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -14.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -315.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00003319809 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Texas Instruments, Inc. |
| Title of issue. | Texas Instruments, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 882508104 |
| - ISIN (if CUSIP is not available). | US8825081040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 220.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3177.67000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 416 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADOBE INC |
| 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 | BBG016D71KC6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -7.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11760.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00123939567 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Adobe, Inc. |
| Title of issue. | Adobe, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00724F101 |
| - ISIN (if CUSIP is not available). | US00724F1012 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 380.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7275.93000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 417 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANALOG DEVICES INC |
| 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 | BBG01FVR8G25 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -260.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00002740160 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Analog Devices, Inc. |
| Title of issue. | Analog Devices, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 032654105 |
| - ISIN (if CUSIP is not available). | US0326541051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 10550.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 418 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZEBRA TECHNOLOGIES CORP |
| 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 | BBG01GCNDWD0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17520.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00184644661 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zebra Technologies Corp. |
| Title of issue. | Zebra Technologies Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 989207105 |
| - ISIN (if CUSIP is not available). | US9892071054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 280.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -734.36000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 419 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONOLITHIC POWER SYSTEMS INC |
| 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 | BBG01DC4Q6Q8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -10.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11350.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00119618544 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Monolithic Power Systems, Inc. |
| Title of issue. | Monolithic Power Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 609839105 |
| - ISIN (if CUSIP is not available). | US6098391054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 600.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 23244.42000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 420 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AUTODESK INC |
| 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 | BBG01FVRD220 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -100.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -77500.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00816778611 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Autodesk, Inc. |
| Title of issue. | Autodesk, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 052769106 |
| - ISIN (if CUSIP is not available). | US0527691069 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 29736.23000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 421 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MICRON TECHNOLOGY INC |
| 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 | BBG0132ZRKK6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -400.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -40600.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00427886601 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Micron Technology, Inc. |
| Title of issue. | Micron Technology, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 595112103 |
| - ISIN (if CUSIP is not available). | US5951121038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 57.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 89187.34000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 422 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEERE + CO |
| 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 | BBG01CDTLZQ5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1431.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00015081421 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Deere & Co. |
| Title of issue. | Deere & Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 244199105 |
| - ISIN (if CUSIP is not available). | US2441991054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 480.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5555.73000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 423 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | THOUGHTWORKS HOLDING INC |
| 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 | BBG01BL9LCK9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -1033.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -33572.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00353823224 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Thoughtworks Holding, Inc. |
| Title of issue. | Thoughtworks Holding, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 88546E105 |
| - ISIN (if CUSIP is not available). | US88546E1055 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 7.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 27860.49000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 424 |
| a. Name of issuer (if any). | Verisk Analytics Inc |
| b. LEI (if any) of issuer. (1) | 549300I1YSWNIRKBWP67 |
| c. Title of the issue or description of the investment. | Verisk Analytics Inc |
| d. CUSIP (if any). | 92345Y106 |
| At least one of the following other identifiers: |
| - ISIN | US92345Y1064 |
| Balance. (2) |
| a. Balance | 44150.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8569956.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.903194473272 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 425 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NVIDIA CORP |
| 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 | BBG011J9NQ67 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -20857.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00219818837 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | NVIDIA Corp. |
| Title of issue. | NVIDIA Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 67066G104 |
| - ISIN (if CUSIP is not available). | US67066G1040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 270.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3132.40000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 426 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MARVELL TECHNOLOGY INC |
| 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 | BBG01BHP36T2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -114.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17100.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00180218248 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Marvell Technology, Inc. |
| Title of issue. | Marvell Technology, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 573874104 |
| - ISIN (if CUSIP is not available). | US5738741041 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 26399.34000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 427 |
| a. Name of issuer (if any). | Keysight Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300GLKVIO8YRCYN02 |
| c. Title of the issue or description of the investment. | Keysight Technologies Inc |
| d. CUSIP (if any). | 49338L103 |
| At least one of the following other identifiers: |
| - ISIN | US49338L1035 |
| Balance. (2) |
| a. Balance | 159886.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23125911.04000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.437258000168 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 428 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZOOMINFO TECHNOLOGIES INC |
| 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 | BBG01BLH17D2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -87.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000000 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ZoomInfo Technologies, Inc. |
| Title of issue. | ZoomInfo Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980F104 |
| - ISIN (if CUSIP is not available). | US98980F1049 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 35.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 22824.40000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 429 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DYNATRACE INC |
| 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 | BBG01BZSCD11 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -57.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2707.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00028534555 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dynatrace, Inc. |
| Title of issue. | Dynatrace, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 268150109 |
| - ISIN (if CUSIP is not available). | US2681501092 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13507.60000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 430 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TAIWAN SEMICONDUCTOR MANUFACTU |
| 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 | BBG016J2VD07 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -30.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4110.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00043315614 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
TAIWAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| Title of issue. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 874039100 |
| - ISIN (if CUSIP is not available). | US8740391003 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9264.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 431 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMPHENOL CORP |
| 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 | BBG01BJYW1N6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -31.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000000 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Amphenol Corp. |
| Title of issue. | Amphenol Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 032095101 |
| - ISIN (if CUSIP is not available). | US0320951017 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1378.91000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 432 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EXPEDIA GROUP INC |
| 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 | BBG017SW6HB6 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9490.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00100015858 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Expedia Group, Inc. |
| Title of issue. | Expedia Group, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 30212P303 |
| - ISIN (if CUSIP is not available). | US30212P3038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 18185.90000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 433 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SERVICENOW INC |
| 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 | BBG017T09N83 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -5.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -14825.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00156241844 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ServiceNow, Inc. |
| Title of issue. | ServiceNow, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 81762P102 |
| - ISIN (if CUSIP is not available). | US81762P1021 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 450.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -927.76000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 434 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZSCALER INC |
| 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 | BBG018W36422 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -80.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -920.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00009695952 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zscaler, Inc. |
| Title of issue. | Zscaler, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980G102 |
| - ISIN (if CUSIP is not available). | US98980G1022 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 115.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 73307.09000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 435 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ENTEGRIS INC |
| 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 | BBG019FXMLS9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -33.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -9900.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00104336880 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Entegris, Inc. |
| Title of issue. | Entegris, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29362U104 |
| - ISIN (if CUSIP is not available). | US29362U1043 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 18462.25000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 436 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | HUBSPOT INC |
| 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 | BBG01934N1R0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -64240.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00677030425 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | HubSpot, Inc. |
| Title of issue. | HubSpot, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 443573100 |
| - ISIN (if CUSIP is not available). | US4435731009 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 350.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -25285.04000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 437 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SEA LTD |
| 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 | BBG019NXK044 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -57.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -3249.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00034241467 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Sea Ltd. |
| Title of issue. | Sea Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 81141R100 |
| - ISIN (if CUSIP is not available). | US81141R1005 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 90.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 28925.58000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 438 |
| a. Name of issuer (if any). | ANSYS Inc |
| b. LEI (if any) of issuer. (1) | 549300VJV8H15Z5FJ571 |
| c. Title of the issue or description of the investment. | ANSYS Inc |
| d. CUSIP (if any). | 03662Q105 |
| At least one of the following other identifiers: |
| - ISIN | US03662Q1058 |
| Balance. (2) |
| a. Balance | 40518.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12719410.56000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.340508708658 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 439 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | T-MOBILE US INC |
| 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 | BBG0156X0H55 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -50.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2750.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00028982466 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | T-Mobile U.S., Inc. |
| Title of issue. | T-Mobile U.S., Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 872590104 |
| - ISIN (if CUSIP is not available). | US8725901040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 155.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 22468.35000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 440 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | JD.COM INC |
| 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 | BBG019CXG522 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -68.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -20536.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00216430523 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | JD.com, Inc. |
| Title of issue. | JD.com, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 47215P106 |
| - ISIN (if CUSIP is not available). | US47215P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 35.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -4592.11000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 441 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | APPLIED MATERIALS INC |
| 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 | BBG01BJY1D90 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -43.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21392.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00225457244 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Applied Materials, Inc. |
| Title of issue. | Applied Materials, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 038222105 |
| - ISIN (if CUSIP is not available). | US0382221051 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 120.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 11909.48000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 442 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CADENCE DESIGN SYSTEMS INC |
| 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 | BBG019MSJR94 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -24.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2760.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00029087857 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Cadence Design Systems, Inc. |
| Title of issue. | Cadence Design Systems, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 127387108 |
| - ISIN (if CUSIP is not available). | US1273871087 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 220.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8747.21000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 443 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TAKE-TWO INTERACTIVE SOFTWARE |
| 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 | BBG01FXL2TQ8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -41.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -20397.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00214970860 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Take-Two Interactive Software, Inc. |
| Title of issue. | Take-Two Interactive Software, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 874054109 |
| - ISIN (if CUSIP is not available). | US8740541094 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 125.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 80.65000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 444 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMAZON.COM INC |
| 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 | BBG01F37VT99 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -24100.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00253991800 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Amazon.com, Inc. |
| Title of issue. | Amazon.com, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 023135106 |
| - ISIN (if CUSIP is not available). | US0231351067 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 106928.14000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 445 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ATLASSIAN CORP |
| 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 | BBG01FXHR172 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -30.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10350.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00109079466 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Atlassian Corp. |
| Title of issue. | Atlassian Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 049468101 |
| - ISIN (if CUSIP is not available). | US0494681010 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 170.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 26833.83000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 446 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | LAM RESEARCH CORP |
| 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 | BBG017SZ58Q4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -50.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -121500.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01280498080 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Lam Research Corp. |
| Title of issue. | Lam Research Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 512807108 |
| - ISIN (if CUSIP is not available). | US5128071082 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 520.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 24222.38000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 447 |
| a. Name of issuer (if any). | Taiwan Semiconductor Manufacturing Co Ltd |
| b. LEI (if any) of issuer. (1) | 549300KB6NK5SBD14S87 |
| c. Title of the issue or description of the investment. | Taiwan Semiconductor Manufacturing Co Ltd |
| d. CUSIP (if any). | 874039100 |
| At least one of the following other identifiers: |
| - ISIN | US8740391003 |
| Balance. (2) |
| a. Balance | 76545.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6452743.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.680059725699 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
TAIWAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 448 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PALO ALTO NETWORKS INC |
| 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 | BBG01CTMTDS2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11115.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00117141861 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Palo Alto Networks, Inc. |
| Title of issue. | Palo Alto Networks, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 697435105 |
| - ISIN (if CUSIP is not available). | US6974351057 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 220.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13621.04000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 449 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | GLOBANT SA |
| 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 | BBG01GBK9C73 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -22960.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00241977250 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
LUXEMBOURG
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Globant SA |
| Title of issue. | Globant SA |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | LU0974299876 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 150.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -7128.59000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 450 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TRIMBLE INC |
| 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 | BBG01GCFNSV5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -52.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -17810.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00187700994 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Trimble, Inc. |
| Title of issue. | Trimble, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 896239100 |
| - ISIN (if CUSIP is not available). | US8962391004 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 45.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1197.64000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 451 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | T-MOBILE US INC |
| 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 | BBG0156X0G20 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -16.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2624.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00027654542 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | T-Mobile U.S., Inc. |
| Title of issue. | T-Mobile U.S., Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 872590104 |
| - ISIN (if CUSIP is not available). | US8725901040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 150.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5047.48000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 452 |
| a. Name of issuer (if any). | MercadoLibre Inc |
| b. LEI (if any) of issuer. (1) | 549300DKPDN9M5S8GB14 |
| c. Title of the issue or description of the investment. | MercadoLibre Inc |
| d. CUSIP (if any). | 58733R102 |
| At least one of the following other identifiers: |
| - ISIN | US58733R1023 |
| Balance. (2) |
| a. Balance | 3610.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4611738.90000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.486034799202 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 453 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEERE + CO |
| 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 | BBG01CDTLXH0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -6.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2610.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00027506995 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Deere & Co. |
| Title of issue. | Deere & Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 244199105 |
| - ISIN (if CUSIP is not available). | US2441991054 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 460.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4191.78000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 454 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PALO ALTO NETWORKS INC |
| 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 | BBG01FX36247 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -25.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -775.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00008167786 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Palo Alto Networks, Inc. |
| Title of issue. | Palo Alto Networks, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 697435105 |
| - ISIN (if CUSIP is not available). | US6974351057 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 210.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9586.69000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 455 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | BILL HOLDINGS INC |
| 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 | BBG019R66DC8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -64.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -38720.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00408073133 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Bills Holdings, Inc. |
| Title of issue. | Bills Holdings, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 090043100 |
| - ISIN (if CUSIP is not available). | US0900431000 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 7325.77000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 456 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | JD.COM INC |
| 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 | BBG01CF9YJG0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -51.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2856.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00030099609 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | JD.com, Inc. |
| Title of issue. | JD.com, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 47215P106 |
| - ISIN (if CUSIP is not available). | US47215P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 55.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 21086.83000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 457 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KEYSIGHT TECHNOLOGIES INC |
| 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 | BBG019HM1LF8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -13.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -65.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00000685040 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Keysight Technologies, Inc. |
| Title of issue. | Keysight Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 49338L103 |
| - ISIN (if CUSIP is not available). | US49338L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 200.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 14747.92000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 458 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACCENTURE PLC |
| 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 | BBG01FZVY769 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11475.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00120935929 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Accenture PLC |
| Title of issue. | Accenture PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 275.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3379.82000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 459 |
| a. Name of issuer (if any). | T-Mobile US Inc |
| b. LEI (if any) of issuer. (1) | 549300QHIJYOHPACPG31 |
| c. Title of the issue or description of the investment. | T-Mobile US Inc |
| d. CUSIP (if any). | 872590104 |
| At least one of the following other identifiers: |
| - ISIN | US8725901040 |
| Balance. (2) |
| a. Balance | 92653.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13332766.70000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.405150795907 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 460 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DYNATRACE INC |
| 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 | BBG01BZSCBX0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -57.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -7410.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00078094574 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dynatrace, Inc. |
| Title of issue. | Dynatrace, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 268150109 |
| - ISIN (if CUSIP is not available). | US2681501092 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8804.71000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 461 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DATADOG INC |
| 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 | BBG01G2KVZP7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -36.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -22770.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00239974825 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Datadog, Inc. |
| Title of issue. | Datadog, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 23804L103 |
| - ISIN (if CUSIP is not available). | US23804L1035 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 75.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3670.74000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 462 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AMPHENOL CORP |
| 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 | BBG01FVTTD25 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -4000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00042156315 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Amphenol Corp. |
| Title of issue. | Amphenol Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 032095101 |
| - ISIN (if CUSIP is not available). | US0320951017 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 80.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 42953.81000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 463 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SEA LTD |
| 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 | BBG014TM2DH1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -31.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -22397.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00236049018 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Sea Ltd. |
| Title of issue. | Sea Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 81141R100 |
| - ISIN (if CUSIP is not available). | US81141R1005 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 75.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1024.07000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 464 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ANSYS INC |
| 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 | BBG01BJYQ4T1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -31950.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00336723569 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ANSYS, Inc. |
| Title of issue. | ANSYS, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 03662Q105 |
| - ISIN (if CUSIP is not available). | US03662Q1058 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 290.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -15485.04000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 465 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | WALT DISNEY CO/THE |
| 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 | BBG01BK87GM7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -49.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -23887.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00251752246 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Walt Disney Co. |
| Title of issue. | Walt Disney Co. |
| At least one of the following other identifiers: |
| - CUSIP. | 254687106 |
| - ISIN (if CUSIP is not available). | US2546871060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -393.61000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 466 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | BILL.COM HOLDINGS INC |
| 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 | BBG019MPV362 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -20.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -400.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004215631 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Bill.com Holdings, Inc. |
| Title of issue. | Bill.com Holdings, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 090043100 |
| - ISIN (if CUSIP is not available). | US0900431000 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 135.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 45188.60000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 467 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DEXCOM INC |
| 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 | BBG01B3PP0C4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -20.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2450.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00025820743 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dexcom, Inc. |
| Title of issue. | Dexcom, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 252131107 |
| - ISIN (if CUSIP is not available). | US2521311074 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 135.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 21139.10000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 468 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ADOBE INC |
| 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 | BBG01FVR7012 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -13.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1462.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00015413402 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Adobe, Inc. |
| Title of issue. | Adobe, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 00724F101 |
| - ISIN (if CUSIP is not available). | US00724F1012 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 405.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8410.54000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 469 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | BILL HOLDINGS INC |
| 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 | BBG01BZHVNN8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -27.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12555.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00132318135 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Bills Holdings, Inc. |
| Title of issue. | Bills Holdings, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 090043100 |
| - ISIN (if CUSIP is not available). | US0900431000 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 18530.47000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 470 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PALO ALTO NETWORKS INC |
| 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 | BBG019PXMQ07 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -15.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -22425.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00236338843 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Palo Alto Networks, Inc. |
| Title of issue. | Palo Alto Networks, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 697435105 |
| - ISIN (if CUSIP is not available). | US6974351057 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 175.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -683.27000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 471 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | T-MOBILE US INC |
| 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 | BBG01C0XXVB2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -17.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -442.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004658272 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | T-Mobile U.S., Inc. |
| Title of issue. | T-Mobile U.S., Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 872590104 |
| - ISIN (if CUSIP is not available). | US8725901040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 175.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3178.11000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 472 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NVIDIA CORP |
| 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 | BBG016QG6843 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16515.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00174052887 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | NVIDIA Corp. |
| Title of issue. | NVIDIA Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 67066G104 |
| - ISIN (if CUSIP is not available). | US67066G1040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 315.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5620.06000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 473 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DYNATRACE INC |
| 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 | BBG014L9QXN1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -180.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -25650.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00270327372 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Dynatrace, Inc. |
| Title of issue. | Dynatrace, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 268150109 |
| - ISIN (if CUSIP is not available). | US2681501092 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 45.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 18874.71000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 474 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SEA LTD |
| 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 | BBG01C0RFF11 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -58.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -19430.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00204774302 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
CAYMAN ISLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Sea Ltd. |
| Title of issue. | Sea Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 81141R100 |
| - ISIN (if CUSIP is not available). | US81141R1005 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 95.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 29258.93000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 475 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RAMBUS INC |
| 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 | BBG01GC67CB0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -300.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -105000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.01106603279 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rambus, Inc. |
| Title of issue. | Rambus, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 750917106 |
| - ISIN (if CUSIP is not available). | US7509171069 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 46.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -27879.34000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 476 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ETSY INC |
| 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 | BBG018Q3M332 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -24.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -21360.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00225114724 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Etsy, Inc. |
| Title of issue. | Etsy, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 29786A106 |
| - ISIN (if CUSIP is not available). | US29786A1060 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 100.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -27.87000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 477 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACCENTURE PLC |
| 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 | BBG01BZB9D67 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -9.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2587.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00027269866 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Accenture PLC |
| Title of issue. | Accenture PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 315.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1547.71000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 478 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PALO ALTO NETWORKS INC |
| 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 | BBG019PXMR32 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -13.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -11862.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00125019822 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Palo Alto Networks, Inc. |
| Title of issue. | Palo Alto Networks, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 697435105 |
| - ISIN (if CUSIP is not available). | US6974351057 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 185.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 1520.51000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 479 |
| a. Name of issuer (if any). | Entain PLC |
| b. LEI (if any) of issuer. (1) | 213800GNI3K45LQR8L28 |
| c. Title of the issue or description of the investment. | Entain PLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - ISIN | IM00B5VQMV65 |
| Balance. (2) |
| a. Balance | 1155203.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 21049256.76000000 |
| f. Exchange rate. | 0.79570300 |
| g. Percentage value compared to net assets of the Fund. | 2.218397768077 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
ISLE OF MAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 480 |
| a. Name of issuer (if any). | Lattice Semiconductor Corp |
| b. LEI (if any) of issuer. (1) | 549300LRBBPZDQ2II567 |
| c. Title of the issue or description of the investment. | Lattice Semiconductor Corp |
| d. CUSIP (if any). | 518415104 |
| At least one of the following other identifiers: |
| - ISIN | US5184151042 |
| Balance. (2) |
| a. Balance | 342269.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27278839.30000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.874938384231 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 481 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ACCENTURE PLC |
| 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 | BBG015P3B0Y3 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -8.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -32.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00000337250 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Accenture PLC |
| Title of issue. | Accenture PLC |
| At least one of the following other identifiers: |
| - ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 330.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 9723.63000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 482 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZSCALER INC |
| 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 | BBG01C15MXL9 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -19.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -399.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004205092 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Zscaler, Inc. |
| Title of issue. | Zscaler, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980G102 |
| - ISIN (if CUSIP is not available). | US98980G1022 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 165.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 26240.55000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 483 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | NVIDIA CORP |
| 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 | BBG01F2N8D05 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -19.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -16530.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00174210973 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | NVIDIA Corp. |
| Title of issue. | NVIDIA Corp. |
| At least one of the following other identifiers: |
| - CUSIP. | 67066G104 |
| - ISIN (if CUSIP is not available). | US67066G1040 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 280.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 5969.77000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 484 |
| a. Name of issuer (if any). | State Street Global Advisors |
| b. LEI (if any) of issuer. (1) | 549300BZ5TGIFZUZDZ37 |
| c. Title of the issue or description of the investment. | State Street Institutional US Government Money Market Fund |
| d. CUSIP (if any). | 857492706 |
| At least one of the following other identifiers: |
| - ISIN | US8574927062 |
| Balance. (2) |
| a. Balance | 43956896.00000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43956896.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.632651931128 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| b. Issuer type. (7) |
Registered fund
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 485 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MARVELL TECHNOLOGY INC |
| 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 | BBG015P5V9V0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -56.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -2828.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00029804514 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Marvell Technology, Inc. |
| Title of issue. | Marvell Technology, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 573874104 |
| - ISIN (if CUSIP is not available). | US5738741041 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 47.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 27662.28000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 486 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | THOUGHTWORKS HOLDING INC |
| 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 | BBG01BL9LF04 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -470.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 0.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.000000 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Thoughtworks Holding, Inc. |
| Title of issue. | Thoughtworks Holding, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 88546E105 |
| - ISIN (if CUSIP is not available). | US88546E1055 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 12.50000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-07-21 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 45445.43000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 487 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TRIMBLE INC |
| 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 | BBG01C0YCSG5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -31.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -852.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00008984564 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Trimble, Inc. |
| Title of issue. | Trimble, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 896239100 |
| - ISIN (if CUSIP is not available). | US8962391004 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 75.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 4058.11000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 488 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ZOOMINFO TECHNOLOGIES INC |
| 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 | BBG018YMLNF5 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -78.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -390.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00004110240 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ZoomInfo Technologies, Inc. |
| Title of issue. | ZoomInfo Technologies, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 98980F104 |
| - ISIN (if CUSIP is not available). | US98980F1049 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 35.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 30768.87000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 489 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TAIWAN SEMICONDUCTOR MANUFACTU |
| 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 | BBG01BHRRR43 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -1248.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00013152770 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
TAIWAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| Title of issue. | Taiwan Semiconductor Manufacturing Co. Ltd. |
| At least one of the following other identifiers: |
| - CUSIP. | 874039100 |
| - ISIN (if CUSIP is not available). | US8740391003 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 110.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-09-15 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 8488.16000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 490 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | BILL HOLDINGS INC |
| 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 | BBG01GB2SGQ2 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -31.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -31155.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00328345001 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Bills Holdings, Inc. |
| Title of issue. | Bills Holdings, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 090043100 |
| - ISIN (if CUSIP is not available). | US0900431000 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 75.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -1411.64000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 491 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RAMBUS INC |
| 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 | BBG01BD1XRV7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -200.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -35000.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00368867759 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Rambus, Inc. |
| Title of issue. | Rambus, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 750917106 |
| - ISIN (if CUSIP is not available). | US7509171069 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 45.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 25923.70000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 492 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TRIMBLE INC |
| 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 | BBG019P3GPH4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -100.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -6250.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00065869242 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Trimble, Inc. |
| Title of issue. | Trimble, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 896239100 |
| - ISIN (if CUSIP is not available). | US8962391004 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 50.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-05-19 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 19691.88000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 493 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | QORVO INC |
| 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 | BBG01C0N0NS0 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -26.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -8190.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00086315055 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Qorvo, Inc. |
| Title of issue. | Qorvo, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 74736K101 |
| - ISIN (if CUSIP is not available). | US74736K1016 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 105.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 3236.15000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 494 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SERVICENOW INC |
| 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 | BBG017T09SR1 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -10.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -10850.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00114349005 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | ServiceNow, Inc. |
| Title of issue. | ServiceNow, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 81762P102 |
| - ISIN (if CUSIP is not available). | US81762P1021 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 490.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 13344.52000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 495 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | EXPEDIA GROUP INC |
| 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 | BBG01F9PSBG8 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -23.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -5025.50000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00052964140 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Expedia Group, Inc. |
| Title of issue. | Expedia Group, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 30212P303 |
| - ISIN (if CUSIP is not available). | US30212P3038 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 125.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15177.17000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 496 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PALO ALTO NETWORKS INC |
| 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 | BBG019PXMS67 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -50.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -33875.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00357011296 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Palo Alto Networks, Inc. |
| Title of issue. | Palo Alto Networks, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 697435105 |
| - ISIN (if CUSIP is not available). | US6974351057 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 190.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-06-16 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 37347.98000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 497 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CROWDSTRIKE HOLDINGS INC |
| 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 | BBG01F9HB2D7 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -19.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -12065.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00127153986 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | Crowdstrike Holdings, Inc. |
| Title of issue. | Crowdstrike Holdings, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 22788C105 |
| - ISIN (if CUSIP is not available). | US22788C1053 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 150.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-10-20 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | 15284.73000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as 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: 498 |
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | MONGODB INC |
| 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 | BBG01C0BRMN4 |
| Description of other unique identifier. | Bloomberg Identifier |
| Balance. (2) |
| a. Balance | -11.00000000 |
| b. Units |
Number of contracts
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | -32065.00000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | -0.00337935563 |
| a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
| a. Asset type. (6) |
Derivative-equity
|
| b. Issuer type. (7) |
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| a. Type of derivative instrument (21) |
Option
|
| b. Counterparty. |
| i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
| Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
|---|---|---|
| #1 | Citibank Global Markets Inc. | 549300EXZFKOKING8C30 |
| ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
| iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
| 3. The reference instrument is neither a derivative or an index (28) |
| Name of issuer. | MongoDB, Inc. |
| Title of issue. | MongoDB, Inc. |
| At least one of the following other identifiers: |
| - CUSIP. | 60937P106 |
| - ISIN (if CUSIP is not available). | US60937P1066 |
| iv. Number of shares or principal amount of underlying reference instrument per contract. |
| Number of shares. | 100.00000000 |
| v. Exercise price or rate. | 250.00000000 |
| vi. Exercise Price Currency Code |
United States Dollar
|
| vii. Expiration date. | 2023-08-18 |
| viii. Delta. | XXXX |
| ix. Unrealized appreciation or depreciation. (24) | -3251.05000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
| Explanatory Note Record | Note Item | Explanatory Notes |
|---|---|---|
| #1 | B.5.a | Fund commenced operations on May 25 2021. |
| #2 | B.5.a | Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees. |
| The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
| Registrant: | Neuberger Berman Next Generation Connectivity Fund Inc. |
| By (Signature): | John McGovern |
| Name: | John McGovern |
| Title: | Treasurer |
| Date: | 2023-05-12 |