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| Name | Symbol | Market | Type |
|---|---|---|---|
| Amplify Junior Silver Miners ETF | AMEX:SILJ | AMEX | Exchange Traded Fund |
| Price Change | % Change | Price | High Price | Low Price | Open Price | Traded | Last Trade | |
|---|---|---|---|---|---|---|---|---|
| 0.00 | 0.00% | 12.89 | 0 | 01:00:00 |
|
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 | 0001467831 |
| 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 | S000047480 |
| Class (Contract) ID | C000149086 |
| a. Name of Registrant | ETF Managers Trust |
| b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-22310 |
| c. CIK number of Registrant | 0001467831 |
| d. LEI of Registrant | 549300K4RW5UJ3CZL626 |
| e. Address and telephone number of Registrant: |
| i. Street Address 1 | 30 Maple Street |
| ii. Street Address 2 | Suite 2 |
| iii. City | Summit |
| iv. State, if applicable | |
| v. Foreign country, if applicable | |
| vi. Zip / Postal Code | 07901 |
| vii. Telephone number | 908-897-0513 |
| a. Name of Series. | ETFMG Prime Cyber Security ETF |
| b. EDGAR series identifier (if any). | S000047480 |
| c. LEI of Series. | 5493004MXR6Z3HXGJ429 |
| a. Date of fiscal year-end. | 2022-09-30 |
| b. Date as of which information is reported. | 2022-06-30 |
| 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. | 1886461132.190000000000 |
| b. Total liabilities. | 309395528.620000000000 |
| c. Net assets. | 1577065603.570000000000 |
| a. Assets attributable to miscellaneous securities reported in Part D. | 0.000000000000 |
| b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.000000000000 |
| 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. | 0.000000000000 |
| Controlled companies. | 0.000000000000 |
| Other affiliates. | 0.000000000000 |
| Others. | 0.000000000000 |
| Amounts payable after one year. | |
| Banks or other financial institutions for borrowings. | 0.000000000000 |
| Controlled companies. | 0.000000000000 |
| Other affiliates. | 0.000000000000 |
| Others. | 0.000000000000 |
| 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: | 0.000000000000 |
| (ii) On a standby commitment basis: | 0.000000000000 |
| e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.000000000000 |
| f. Cash and cash equivalents not reported in Parts C and D. | 735120.620000000000 |
| 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 |
|---|---|---|---|
| #1 | BARCLAYS CAPITAL, INC | AC28XWWI3WIBK2824319 | 2004352.080000000000 |
| #2 | BMO CAPITAL MARKETS CORP | RUC0QBLBRPRCU4W1NE59 | 270435.390000000000 |
| #3 | BMO NESBIT BURNS, INC | M3LKFDNSJGJ7TMLH6Z15 | 13734801.000000000000 |
| #4 | BOFA SECURITIES, INC | 549300HN4UKV1E2R3U73 | 639093.840000000000 |
| #5 | CITIGROUP GLOBAL MARKETS, INC | MBNUM2BPBDO7JBLYG310 | 12330687.000000000000 |
| #6 | COWEN AND COMPANY, LLC | 549300WR155U7DVMIW58 | 1868850.000000000000 |
| #7 | WELLS FARGO SECURITIES, LLC | VYVVCKR63DVZZN70PB21 | 3750426.150000000000 |
| #8 | MORGAN STANLEY & CO, LLC | 9R7GPTSO7KV3UQJZQ078 | 41565957.550000000000 |
| #9 | NATIONAL FINANCIAL SERVICES, LLC | 549300JRHF1MHHWUAW04 | 20827096.000000000000 |
| #10 | PERSHING, LLC | ZI8Q1A8EI8LQFJNM0D94 | 2272120.000000000000 |
| #11 | RAYMOND JAMES & ASSOCIATES, INC | U4ONQX15J3RO8XCKE979 | 6839.650000000000 |
| #12 | RBC DOMINION SECURITIES, INC | 549300QJJX6CVVUXLE15 | 4092944.010000000000 |
| #13 | TD PRIME SERVICES, LLC | 549300ZBQI1JB1844X09 | 8469781.430000000000 |
| #14 | GOLDMAN, SACHS & CO | FOR8UP27PHTHYVLBNG30 | 45467699.050000000000 |
| #15 | ING FINANCIAL MARKETS, LLC | KBVRJ5K57JZ3E2AVWX40 | 42719882.720000000000 |
| #16 | J.P. MORGAN SECURITIES, LLC | ZBUT11V806EZRVTWT807 | 171000.000000000000 |
| #17 | JANNEY MONTGOMERY SCOTT, LLC | 549300QQRY1JCFQHYS08 | 3048327.420000000000 |
| #18 | JEFFERIES, LLC | 58PU97L1C0WSRCWADL48 | 16406.000000000000 |
| #19 | MIZUHO SECURITIES USA, LLC | 7TK5RJIZDFROZCA6XF66 | 5098118.000000000000 |
| 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 | -11.110000000000 | -8.250000000000 | -4.130000000000 | C000149086 |
| 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. |
| i. Asset category. |
| 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 | 1742797.900000000000 | -240468416.130000000000 |
| Month 2 | 23192541.950000000000 | -179277648.800000000000 |
| Month 3 | 1399540.180000000000 | -69571611.700000000000 |
| 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 | 5725600.000000000000 | .000000000000 | -5418860.000000000000 |
| Month 2 | .000000000000 | .000000000000 | -59380220.000000000000 |
| Month 3 | 43525000 | 0 | -74761580 |
| 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. |
—
|
| ii. As applicable, the index identifier for the Fund’s Designated Index. |
—
|
| iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio. |
—
|
| c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period. |
—
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the 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). | A10 Networks Inc |
| b. LEI (if any) of issuer. (1) | 549300UQD4IWUML81Q35 |
| c. Title of the issue or description of the investment. | A10 Networks Inc |
| d. CUSIP (if any). | 002121101 |
| At least one of the following other identifiers: |
| - ISIN | US0021211018 |
| - Ticker (if ISIN is not available). | ATEN |
| Balance. (2) |
| a. Balance | 307378.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4420095.640000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2802734160 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 1114277.440000000000 |
| Schedule of Portfolio Investments Record: 2 |
| a. Name of issuer (if any). | Akamai Technologies Inc |
| b. LEI (if any) of issuer. (1) | OC1LZNN2LF5WTJ5RIL89 |
| c. Title of the issue or description of the investment. | Akamai Technologies Inc |
| d. CUSIP (if any). | 00971T101 |
| At least one of the following other identifiers: |
| - ISIN | US00971T1016 |
| - Ticker (if ISIN is not available). | AKAM |
| Balance. (2) |
| a. Balance | 740167.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 67599452.110000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.2864071068 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 2886028.000000000000 |
| Schedule of Portfolio Investments Record: 3 |
| a. Name of issuer (if any). | BAE Systems PLC |
| b. LEI (if any) of issuer. (1) | 8SVCSVKSGDWMW2QHOH83 |
| c. Title of the issue or description of the investment. | BAE Systems PLC |
| d. CUSIP (if any). | G06940103 |
| At least one of the following other identifiers: |
| - ISIN | GB0002634946 |
| - Ticker (if ISIN is not available). | BA |
| Balance. (2) |
| a. Balance | 7770496.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 78528841.240000000000 |
| f. Exchange rate. | .821490000000 |
| g. Percentage value compared to net assets of the Fund. | 4.9794276828 |
| 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 KINGDOM OF GREAT BRITAIN AND NORTHERN 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: 4 |
| a. Name of issuer (if any). | Ultra Electronics Holdings PLC |
| b. LEI (if any) of issuer. (1) | 213800E68EATZGAJIP64 |
| c. Title of the issue or description of the investment. | Ultra Electronics Holdings PLC |
| d. CUSIP (if any). | G9187G103 |
| At least one of the following other identifiers: |
| - ISIN | GB0009123323 |
| - Ticker (if ISIN is not available). | ULE |
| Balance. (2) |
| a. Balance | 315745.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 13306421.140000000000 |
| f. Exchange rate. | .821490000000 |
| g. Percentage value compared to net assets of the Fund. | 0.8437455683 |
| 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 KINGDOM OF GREAT BRITAIN AND NORTHERN 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: 5 |
| a. Name of issuer (if any). | Booz Allen Hamilton Holding Co |
| b. LEI (if any) of issuer. (1) | 529900JPV47PIUWMA015 |
| c. Title of the issue or description of the investment. | Booz Allen Hamilton Holding Corp |
| d. CUSIP (if any). | 099502106 |
| At least one of the following other identifiers: |
| - ISIN | US0995021062 |
| - Ticker (if ISIN is not available). | BAH |
| Balance. (2) |
| a. Balance | 626349.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 56596895.640000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.5887470700 |
| 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). | CACI International Inc |
| b. LEI (if any) of issuer. (1) | SYRPI2D1O9WRTS2WX210 |
| c. Title of the issue or description of the investment. | CACI International Inc |
| d. CUSIP (if any). | 127190304 |
| At least one of the following other identifiers: |
| - ISIN | US1271903049 |
| - Ticker (if ISIN is not available). | CACI |
| Balance. (2) |
| a. Balance | 111372.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 31382402.160000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.9899236968 |
| 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). | Cerberus Cyber Sentinel Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Cerberus Cyber Sentinel Corp |
| d. CUSIP (if any). | 15672X102 |
| At least one of the following other identifiers: |
| - ISIN | US15672X1028 |
| - Ticker (if ISIN is not available). | CISO |
| Balance. (2) |
| a. Balance | 142880.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 514368.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0326155107 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 494312.400000000000 |
| Schedule of Portfolio Investments Record: 8 |
| a. Name of issuer (if any). | Cisco Systems Inc |
| b. LEI (if any) of issuer. (1) | 549300LKFJ962MZ46593 |
| c. Title of the issue or description of the investment. | Cisco Systems Inc |
| d. CUSIP (if any). | 17275R102 |
| At least one of the following other identifiers: |
| - ISIN | US17275R1023 |
| - Ticker (if ISIN is not available). | CSCO |
| Balance. (2) |
| a. Balance | 1660954.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70823078.560000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.4908137239 |
| 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: 9 |
| a. Name of issuer (if any). | Cloudflare Inc |
| b. LEI (if any) of issuer. (1) | 5493007DY18BGNLDWU14 |
| c. Title of the issue or description of the investment. | Cloudflare Inc |
| d. CUSIP (if any). | 18915M107 |
| At least one of the following other identifiers: |
| - ISIN | US18915M1071 |
| - Ticker (if ISIN is not available). | NET |
| Balance. (2) |
| a. Balance | 1314129.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 57493143.750000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.6455771795 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 30998056.250000000000 |
| Schedule of Portfolio Investments Record: 10 |
| a. Name of issuer (if any). | CommVault Systems Inc |
| b. LEI (if any) of issuer. (1) | 65T5VRP62VXG39YFML83 |
| c. Title of the issue or description of the investment. | CommVault Systems Inc |
| d. CUSIP (if any). | 204166102 |
| At least one of the following other identifiers: |
| - ISIN | US2041661024 |
| - Ticker (if ISIN is not available). | CVLT |
| Balance. (2) |
| a. Balance | 213550.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13432295.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8517270917 |
| 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: 11 |
| 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 |
| - Ticker (if ISIN is not available). | CRWD |
| Balance. (2) |
| a. Balance | 436984.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 73658023.040000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.6705744437 |
| 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: 12 |
| a. Name of issuer (if any). | Absolute Software Corp |
| b. LEI (if any) of issuer. (1) | 549300I8AXWGBEESC731 |
| c. Title of the issue or description of the investment. | Absolute Software Corp |
| d. CUSIP (if any). | 00386B109 |
| At least one of the following other identifiers: |
| - ISIN | CA00386B1094 |
| - Ticker (if ISIN is not available). | ABT |
| Balance. (2) |
| a. Balance | 242116.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Canada Dollar
|
| e. Value. (4) | 2087855.500000000000 |
| f. Exchange rate. | 1.287200000000 |
| g. Percentage value compared to net assets of the Fund. | 0.1323886270 |
| 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: 13 |
| a. Name of issuer (if any). | ETFMG Sit Ultra Short ETF |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ETFMG Sit Ultra Short ETF |
| d. CUSIP (if any). | 26924G789 |
| At least one of the following other identifiers: |
| - ISIN | US26924G7896 |
| - Ticker (if ISIN is not available). | VALT |
| Balance. (2) |
| a. Balance | 86946222.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 170274424.320000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 10.7969144679 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| 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 |
| i. If Yes, provide the value of the investment representing cash collateral. | 85198750.000000000000 |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Everbridge Inc |
| b. LEI (if any) of issuer. (1) | 549300WCY0UMR64ATW81 |
| c. Title of the issue or description of the investment. | Everbridge Inc |
| d. CUSIP (if any). | 29978A104 |
| At least one of the following other identifiers: |
| - ISIN | US29978A1043 |
| - Ticker (if ISIN is not available). | EVBG |
| Balance. (2) |
| a. Balance | 183546.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5119097.940000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3245963851 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 885646.950000000000 |
| Schedule of Portfolio Investments Record: 15 |
| a. Name of issuer (if any). | F5 Inc |
| b. LEI (if any) of issuer. (1) | 54930015FPK9KT966303 |
| c. Title of the issue or description of the investment. | F5 Networks Inc |
| d. CUSIP (if any). | 315616102 |
| At least one of the following other identifiers: |
| - ISIN | US3156161024 |
| - Ticker (if ISIN is not available). | FFIV |
| Balance. (2) |
| a. Balance | 290947.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 44526528.880000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.8233783540 |
| 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: 16 |
| a. Name of issuer (if any). | First American Government Obli |
| b. LEI (if any) of issuer. (1) | 549300R5MYM6VZF1RM44 |
| c. Title of the issue or description of the investment. | First American Government Obligations Fund |
| d. CUSIP (if any). | 31846V336 |
| At least one of the following other identifiers: |
| - ISIN | US31846V3362 |
| - Ticker (if ISIN is not available). | FGXXX |
| Balance. (2) |
| a. Balance | 13056185.690000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13056185.690000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8278784129 |
| 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: 17 |
| a. Name of issuer (if any). | ForgeRock Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | ForgeRock Inc |
| d. CUSIP (if any). | 34631B101 |
| At least one of the following other identifiers: |
| - ISIN | US34631B1017 |
| - Ticker (if ISIN is not available). | FORG |
| Balance. (2) |
| a. Balance | 318432.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6820813.440000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4325002983 |
| 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: 18 |
| a. Name of issuer (if any). | Fortinet Inc |
| b. LEI (if any) of issuer. (1) | 549300O0QJWDBAS0QX03 |
| c. Title of the issue or description of the investment. | Fortinet Inc |
| d. CUSIP (if any). | 34959E109 |
| At least one of the following other identifiers: |
| - ISIN | US34959E1091 |
| - Ticker (if ISIN is not available). | FTNT |
| Balance. (2) |
| a. Balance | 1253967.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70949452.860000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.4988269796 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 265926.000000000000 |
| Schedule of Portfolio Investments Record: 19 |
| a. Name of issuer (if any). | Juniper Networks Inc |
| b. LEI (if any) of issuer. (1) | AUHIXNGG7U2U7JEHM527 |
| c. Title of the issue or description of the investment. | Juniper Networks Inc |
| d. CUSIP (if any). | 48203R104 |
| At least one of the following other identifiers: |
| - ISIN | US48203R1041 |
| - Ticker (if ISIN is not available). | JNPR |
| Balance. (2) |
| a. Balance | 1541944.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 43945404.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.7865298628 |
| 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: 20 |
| a. Name of issuer (if any). | KnowBe4 Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | KnowBe4 Inc |
| d. CUSIP (if any). | 49926T104 |
| At least one of the following other identifiers: |
| - ISIN | US49926T1043 |
| - Ticker (if ISIN is not available). | KNBE |
| Balance. (2) |
| a. Balance | 804273.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 12562744.260000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7965898331 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 2430472.000000000000 |
| Schedule of Portfolio Investments Record: 21 |
| a. Name of issuer (if any). | Leidos Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300IUTGTP6EJP8124 |
| c. Title of the issue or description of the investment. | Leidos Holdings Inc |
| d. CUSIP (if any). | 525327102 |
| At least one of the following other identifiers: |
| - ISIN | US5253271028 |
| - Ticker (if ISIN is not available). | LDOS |
| Balance. (2) |
| a. Balance | 654640.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 65928794.400000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.1804725340 |
| 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: 22 |
| a. Name of issuer (if any). | LiveRamp Holdings Inc |
| b. LEI (if any) of issuer. (1) | 254900GXS75LG1X7RF88 |
| c. Title of the issue or description of the investment. | LiveRamp Holdings Inc |
| d. CUSIP (if any). | 53815P108 |
| At least one of the following other identifiers: |
| - ISIN | US53815P1084 |
| - Ticker (if ISIN is not available). | RAMP |
| Balance. (2) |
| a. Balance | 320587.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 8274350.470000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5246674870 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 6839.650000000000 |
| Schedule of Portfolio Investments Record: 23 |
| a. Name of issuer (if any). | Mandiant Inc |
| b. LEI (if any) of issuer. (1) | 549300E9D2UJUFLLY524 |
| c. Title of the issue or description of the investment. | Mandiant Inc |
| d. CUSIP (if any). | 562662106 |
| At least one of the following other identifiers: |
| - ISIN | US5626621065 |
| - Ticker (if ISIN is not available). | MNDT |
| Balance. (2) |
| a. Balance | 1106920.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24152994.400000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.5315148809 |
| 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: 24 |
| a. Name of issuer (if any). | ManTech International Corp/VA |
| b. LEI (if any) of issuer. (1) | 5299007N03CAU4SWNR02 |
| c. Title of the issue or description of the investment. | ManTech International Corp/VA |
| d. CUSIP (if any). | 564563104 |
| At least one of the following other identifiers: |
| - ISIN | US5645631046 |
| - Ticker (if ISIN is not available). | MANT |
| Balance. (2) |
| a. Balance | 138148.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 13186226.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8361241644 |
| 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: 25 |
| a. Name of issuer (if any). | WithSecure Oyj |
| b. LEI (if any) of issuer. (1) | 743700ATXLT0MFCHXT16 |
| c. Title of the issue or description of the investment. | F-Secure OYJ |
| d. CUSIP (if any). | X3034C101 |
| At least one of the following other identifiers: |
| - ISIN | FI0009801310 |
| - Ticker (if ISIN is not available). | FSC1V |
| Balance. (2) |
| a. Balance | 531464.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 2784750.170000000000 |
| f. Exchange rate. | .954240000000 |
| g. Percentage value compared to net assets of the Fund. | 0.1765779536 |
| 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: 26 |
| a. Name of issuer (if any). | Secunet Security Networks AG |
| b. LEI (if any) of issuer. (1) | 391200N3TQNVUCU8N039 |
| c. Title of the issue or description of the investment. | Secunet Security Networks AG |
| d. CUSIP (if any). | D69074108 |
| At least one of the following other identifiers: |
| - ISIN | DE0007276503 |
| - Ticker (if ISIN is not available). | YSN |
| Balance. (2) |
| a. Balance | 6408.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Euro Member Countries
|
| e. Value. (4) | 1897069.920000000000 |
| f. Exchange rate. | .954240000000 |
| g. Percentage value compared to net assets of the Fund. | 0.1202911227 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
GERMANY
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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: 27 |
| a. Name of issuer (if any). | Trend Micro Inc/Japan |
| b. LEI (if any) of issuer. (1) | 3538005O5UJ5RNAGVE16 |
| c. Title of the issue or description of the investment. | Trend Micro Inc/Japan |
| d. CUSIP (if any). | J9298Q104 |
| At least one of the following other identifiers: |
| - ISIN | JP3637300009 |
| - Ticker (if ISIN is not available). | 4704 |
| Balance. (2) |
| a. Balance | 663336.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 32365008.250000000000 |
| f. Exchange rate. | 135.680000000000 |
| g. Percentage value compared to net assets of the Fund. | 2.0522296712 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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: 28 |
| a. Name of issuer (if any). | N-able Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | N-Able Inc |
| d. CUSIP (if any). | 62878D100 |
| At least one of the following other identifiers: |
| - ISIN | US62878D1000 |
| - Ticker (if ISIN is not available). | NABL |
| Balance. (2) |
| a. Balance | 286999.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2582991.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1637846260 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 1207575.000000000000 |
| Schedule of Portfolio Investments Record: 29 |
| a. Name of issuer (if any). | NetScout Systems Inc |
| b. LEI (if any) of issuer. (1) | 5493005HZXZ3SPNVCV76 |
| c. Title of the issue or description of the investment. | NetScout Systems Inc |
| d. CUSIP (if any). | 64115T104 |
| At least one of the following other identifiers: |
| - ISIN | US64115T1043 |
| - Ticker (if ISIN is not available). | NTCT |
| Balance. (2) |
| a. Balance | 344932.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 11675948.200000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7403590677 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 7823039.650000000000 |
| Schedule of Portfolio Investments Record: 30 |
| a. Name of issuer (if any). | Digital Arts Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Digital Arts Inc |
| d. CUSIP (if any). | J1228V105 |
| At least one of the following other identifiers: |
| - ISIN | JP3549020000 |
| - Ticker (if ISIN is not available). | 2326 |
| Balance. (2) |
| a. Balance | 50276.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 2167707.840000000000 |
| f. Exchange rate. | 135.680000000000 |
| g. Percentage value compared to net assets of the Fund. | 0.1374519763 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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: 31 |
| a. Name of issuer (if any). | NortonLifeLock Inc |
| b. LEI (if any) of issuer. (1) | YF6ZV0M6AU4FY94MK914 |
| c. Title of the issue or description of the investment. | NortonLifeLock Inc |
| d. CUSIP (if any). | 668771108 |
| At least one of the following other identifiers: |
| - ISIN | US6687711084 |
| - Ticker (if ISIN is not available). | NLOK |
| Balance. (2) |
| a. Balance | 2793230.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 61339330.800000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.8894596814 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 11834244.000000000000 |
| Schedule of Portfolio Investments Record: 32 |
| a. Name of issuer (if any). | Okta Inc |
| b. LEI (if any) of issuer. (1) | 549300N8J06I8MRHU620 |
| c. Title of the issue or description of the investment. | Okta Inc |
| d. CUSIP (if any). | 679295105 |
| At least one of the following other identifiers: |
| - ISIN | US6792951054 |
| - Ticker (if ISIN is not available). | OKTA |
| Balance. (2) |
| a. Balance | 756681.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 68403962.400000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.3374202218 |
| 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: 33 |
| a. Name of issuer (if any). | OneSpan Inc |
| b. LEI (if any) of issuer. (1) | 549300D67QDZG593UX89 |
| c. Title of the issue or description of the investment. | OneSpan Inc |
| d. CUSIP (if any). | 68287N100 |
| At least one of the following other identifiers: |
| - ISIN | US68287N1000 |
| - Ticker (if ISIN is not available). | OSPN |
| Balance. (2) |
| a. Balance | 170999.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2034888.100000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1290300223 |
| 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: 34 |
| 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 |
| - Ticker (if ISIN is not available). | PANW |
| Balance. (2) |
| a. Balance | 146994.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 72606216.360000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.6038805358 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 43545256.460000000000 |
| Schedule of Portfolio Investments Record: 35 |
| a. Name of issuer (if any). | Parsons Corp |
| b. LEI (if any) of issuer. (1) | 549300ZXH0VRBSEPX752 |
| c. Title of the issue or description of the investment. | Parsons Corp |
| d. CUSIP (if any). | 70202L102 |
| At least one of the following other identifiers: |
| - ISIN | US70202L1026 |
| - Ticker (if ISIN is not available). | PSN |
| Balance. (2) |
| a. Balance | 498280.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 20140477.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.2770855920 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 4426070.840000000000 |
| Schedule of Portfolio Investments Record: 36 |
| a. Name of issuer (if any). | Ping Identity Holding Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Ping Identity Holding Corp |
| d. CUSIP (if any). | 72341T103 |
| At least one of the following other identifiers: |
| - ISIN | US72341T1034 |
| - Ticker (if ISIN is not available). | PING |
| Balance. (2) |
| a. Balance | 341792.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 6200106.880000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3931419762 |
| 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: 37 |
| a. Name of issuer (if any). | Qualys Inc |
| b. LEI (if any) of issuer. (1) | 549300EMBXYOW9W1XA17 |
| c. Title of the issue or description of the investment. | Qualys Inc |
| d. CUSIP (if any). | 74758T303 |
| At least one of the following other identifiers: |
| - ISIN | US74758T3032 |
| - Ticker (if ISIN is not available). | QLYS |
| Balance. (2) |
| a. Balance | 170052.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 21450359.280000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.3601437525 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 745108.980000000000 |
| Schedule of Portfolio Investments Record: 38 |
| a. Name of issuer (if any). | Rapid7 Inc |
| b. LEI (if any) of issuer. (1) | 549300GNVG5D60KEYN14 |
| c. Title of the issue or description of the investment. | Rapid7 Inc |
| d. CUSIP (if any). | 753422104 |
| At least one of the following other identifiers: |
| - ISIN | US7534221046 |
| - Ticker (if ISIN is not available). | RPD |
| Balance. (2) |
| a. Balance | 277161.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 18514354.800000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.1739749290 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 11611844.000000000000 |
| Schedule of Portfolio Investments Record: 39 |
| a. Name of issuer (if any). | Sailpoint Technologies Holding |
| b. LEI (if any) of issuer. (1) | 529900809B15HNZH5H79 |
| c. Title of the issue or description of the investment. | SailPoint Technologies Holding Inc |
| d. CUSIP (if any). | 78781P105 |
| At least one of the following other identifiers: |
| - ISIN | US78781P1057 |
| - Ticker (if ISIN is not available). | SAIL |
| Balance. (2) |
| a. Balance | 449267.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 28160055.560000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.7855982336 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 21503188.840000000000 |
| Schedule of Portfolio Investments Record: 40 |
| a. Name of issuer (if any). | Science Applications Internati |
| b. LEI (if any) of issuer. (1) | 549300LZPNZIXQGZPZ48 |
| c. Title of the issue or description of the investment. | Science Applications International Corp |
| d. CUSIP (if any). | 808625107 |
| At least one of the following other identifiers: |
| - ISIN | US8086251076 |
| - Ticker (if ISIN is not available). | SAIC |
| Balance. (2) |
| a. Balance | 268456.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24993253.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.5847947951 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 10147900.000000000000 |
| Schedule of Portfolio Investments Record: 41 |
| a. Name of issuer (if any). | SecureWorks Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SecureWorks Corp |
| d. CUSIP (if any). | 81374A105 |
| At least one of the following other identifiers: |
| - ISIN | US81374A1051 |
| - Ticker (if ISIN is not available). | SCWX |
| Balance. (2) |
| a. Balance | 262173.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2847198.780000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1805377515 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 287790.000000000000 |
| Schedule of Portfolio Investments Record: 42 |
| a. Name of issuer (if any). | SentinelOne Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SentinelOne Inc |
| d. CUSIP (if any). | 81730H109 |
| At least one of the following other identifiers: |
| - ISIN | US81730H1095 |
| - Ticker (if ISIN is not available). | S |
| Balance. (2) |
| a. Balance | 1316731.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 30719334.230000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.9478792867 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 29772322.870000000000 |
| Schedule of Portfolio Investments Record: 43 |
| a. Name of issuer (if any). | SolarWinds Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SolarWinds Corp |
| d. CUSIP (if any). | 83417Q204 |
| At least one of the following other identifiers: |
| - ISIN | US83417Q2049 |
| - Ticker (if ISIN is not available). | SWI |
| Balance. (2) |
| a. Balance | 191007.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1957821.750000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1241433296 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 1899079.000000000000 |
| Schedule of Portfolio Investments Record: 44 |
| a. Name of issuer (if any). | Splunk Inc |
| b. LEI (if any) of issuer. (1) | 549300XGDSGBP6UEI867 |
| c. Title of the issue or description of the investment. | Splunk Inc |
| d. CUSIP (if any). | 848637104 |
| At least one of the following other identifiers: |
| - ISIN | US8486371045 |
| - Ticker (if ISIN is not available). | SPLK |
| Balance. (2) |
| a. Balance | 701278.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 62035051.880000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.9335745919 |
| 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: 45 |
| a. Name of issuer (if any). | Sumo Logic Inc |
| b. LEI (if any) of issuer. (1) | 549300L85NQSIULERR88 |
| c. Title of the issue or description of the investment. | Sumo Logic Inc |
| d. CUSIP (if any). | 86646P103 |
| At least one of the following other identifiers: |
| - ISIN | US86646P1030 |
| - Ticker (if ISIN is not available). | SUMO |
| Balance. (2) |
| a. Balance | 535585.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4011531.650000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2543668216 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 7490.000000000000 |
| Schedule of Portfolio Investments Record: 46 |
| a. Name of issuer (if any). | Telos Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Telos Corp |
| d. CUSIP (if any). | 87969B101 |
| At least one of the following other identifiers: |
| - ISIN | US87969B1017 |
| - Ticker (if ISIN is not available). | TLS |
| Balance. (2) |
| a. Balance | 205148.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1657595.840000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1051063340 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 1598224.000000000000 |
| Schedule of Portfolio Investments Record: 47 |
| a. Name of issuer (if any). | Tenable Holdings Inc |
| b. LEI (if any) of issuer. (1) | 5493004S5OMPESF0EF83 |
| c. Title of the issue or description of the investment. | Tenable Holdings Inc |
| d. CUSIP (if any). | 88025T102 |
| At least one of the following other identifiers: |
| - ISIN | US88025T1025 |
| - Ticker (if ISIN is not available). | TENB |
| Balance. (2) |
| a. Balance | 526545.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 23910408.450000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.5161327719 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 854252.920000000000 |
| Schedule of Portfolio Investments Record: 48 |
| a. Name of issuer (if any). | Varonis Systems Inc |
| b. LEI (if any) of issuer. (1) | 549300SHIVNRRH7STS26 |
| c. Title of the issue or description of the investment. | Varonis Systems Inc |
| d. CUSIP (if any). | 922280102 |
| At least one of the following other identifiers: |
| - ISIN | US9222801022 |
| - Ticker (if ISIN is not available). | VRNS |
| Balance. (2) |
| a. Balance | 520989.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 15275397.480000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.9685961982 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 1032064.000000000000 |
| Schedule of Portfolio Investments Record: 49 |
| a. Name of issuer (if any). | VeriSign Inc |
| b. LEI (if any) of issuer. (1) | LMPL4N8ZOJRMF0KOF759 |
| c. Title of the issue or description of the investment. | VeriSign Inc |
| d. CUSIP (if any). | 92343E102 |
| At least one of the following other identifiers: |
| - ISIN | US92343E1029 |
| - Ticker (if ISIN is not available). | VRSN |
| Balance. (2) |
| a. Balance | 421751.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 70571594.830000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.4748674164 |
| 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: 50 |
| 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 |
| - Ticker (if ISIN is not available). | ZS |
| Balance. (2) |
| a. Balance | 401093.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 59967414.430000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.8024679693 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 15505981.120000000000 |
| Schedule of Portfolio Investments Record: 51 |
| a. Name of issuer (if any). | Mount Vernon Liquid Assets Portfolio, LLC |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Mount Vernon Liquid Assets Portfolio, LLC |
| d. CUSIP (if any). | 000000000 |
| At least one of the following other identifiers: |
| - Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 990VR1110 |
| Description of other unique identifier. | USER DEFINED |
| Balance. (2) |
| a. Balance | 133828558.590000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 133828558.590000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 8.4859221003 |
| 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) |
Private 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 |
| i. If Yes, provide the value of the investment representing cash collateral. | 133828558.590000000000 |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NCC Group PLC |
| b. LEI (if any) of issuer. (1) | 213800DJCGZRB6523934 |
| c. Title of the issue or description of the investment. | NCC Group PLC |
| d. CUSIP (if any). | G64319109 |
| At least one of the following other identifiers: |
| - ISIN | GB00B01QGK86 |
| - Ticker (if ISIN is not available). | NCC |
| Balance. (2) |
| a. Balance | 1478429.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 3369023.470000000000 |
| f. Exchange rate. | .821490000000 |
| g. Percentage value compared to net assets of the Fund. | 0.2136260827 |
| 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 KINGDOM OF GREAT BRITAIN AND NORTHERN 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: 53 |
| a. Name of issuer (if any). | QinetiQ Group PLC |
| b. LEI (if any) of issuer. (1) | 213800S8OBDOZMCMUW34 |
| c. Title of the issue or description of the investment. | QinetiQ Group PLC |
| d. CUSIP (if any). | G7303P106 |
| At least one of the following other identifiers: |
| - ISIN | GB00B0WMWD03 |
| - Ticker (if ISIN is not available). | QQ |
| Balance. (2) |
| a. Balance | 2576663.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 11530040.760000000000 |
| f. Exchange rate. | .821490000000 |
| g. Percentage value compared to net assets of the Fund. | 0.7311072370 |
| 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 KINGDOM OF GREAT BRITAIN AND NORTHERN 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: 54 |
| a. Name of issuer (if any). | BlackBerry Ltd |
| b. LEI (if any) of issuer. (1) | 549300HJD8NEGT71RF07 |
| c. Title of the issue or description of the investment. | BlackBerry Ltd |
| d. CUSIP (if any). | 09228F103 |
| At least one of the following other identifiers: |
| - ISIN | CA09228F1036 |
| - Ticker (if ISIN is not available). | BB |
| Balance. (2) |
| a. Balance | 2744617.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Canada Dollar
|
| e. Value. (4) | 14797733.050000000000 |
| f. Exchange rate. | 1.287200000000 |
| g. Percentage value compared to net assets of the Fund. | 0.9383080207 |
| 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: 55 |
| a. Name of issuer (if any). | Fingerprint Cards AB |
| b. LEI (if any) of issuer. (1) | 5493004YF5D7Z612Z822 |
| c. Title of the issue or description of the investment. | Fingerprint Cards AB |
| d. CUSIP (if any). | W3147N292 |
| At least one of the following other identifiers: |
| - ISIN | SE0008374250 |
| - Ticker (if ISIN is not available). | FINGB |
| Balance. (2) |
| a. Balance | 1171896.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Sweden Krona
|
| e. Value. (4) | 1024603.520000000000 |
| f. Exchange rate. | 10.229750000000 |
| g. Percentage value compared to net assets of the Fund. | 0.0649689853 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 785526.080000000000 |
| Schedule of Portfolio Investments Record: 56 |
| a. Name of issuer (if any). | Avast PLC |
| b. LEI (if any) of issuer. (1) | 213800IR8G8LCZH4BO27 |
| c. Title of the issue or description of the investment. | Avast PLC |
| d. CUSIP (if any). | G0713S109 |
| At least one of the following other identifiers: |
| - ISIN | GB00BDD85M81 |
| - Ticker (if ISIN is not available). | AVST |
| Balance. (2) |
| a. Balance | 2763489.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 17391858.850000000000 |
| f. Exchange rate. | .821490000000 |
| g. Percentage value compared to net assets of the Fund. | 1.1027986921 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CZECHIA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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: 57 |
| a. Name of issuer (if any). | Cyber Security Cloud Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Cyber Security Cloud Inc |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - ISIN | JP3311590008 |
| - Ticker (if ISIN is not available). | 4493 |
| Balance. (2) |
| a. Balance | 27522.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
Japan Yen
|
| e. Value. (4) | 372626.140000000000 |
| f. Exchange rate. | 135.680000000000 |
| g. Percentage value compared to net assets of the Fund. | 0.0236278148 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
JAPAN
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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 |
| i. If Yes, provide the value of the securities on loan. | 270435.390000000000 |
| Schedule of Portfolio Investments Record: 58 |
| a. Name of issuer (if any). | Darktrace PLC |
| b. LEI (if any) of issuer. (1) | 213800PC5S5P9CSNFC89 |
| c. Title of the issue or description of the investment. | Darktrace PLC |
| d. CUSIP (if any). | G2658M105 |
| At least one of the following other identifiers: |
| - ISIN | GB00BNYK8G86 |
| - Ticker (if ISIN is not available). | DARK |
| Balance. (2) |
| a. Balance | 1119347.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 4014164.820000000000 |
| f. Exchange rate. | .821490000000 |
| g. Percentage value compared to net assets of the Fund. | 0.2545337880 |
| 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 KINGDOM OF GREAT BRITAIN AND NORTHERN 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: 59 |
| a. Name of issuer (if any). | Kape Technologies PLC |
| b. LEI (if any) of issuer. (1) | 213800UWCIGKJD9U3T81 |
| c. Title of the issue or description of the investment. | Kape Technologies PLC |
| d. CUSIP (if any). | G5220E105 |
| At least one of the following other identifiers: |
| - ISIN | IM00BQ8NYV14 |
| - Ticker (if ISIN is not available). | KAPE |
| Balance. (2) |
| a. Balance | 716059.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United Kingdom Pound
|
| e. Value. (4) | 2876474.090000000000 |
| f. Exchange rate. | .821490000000 |
| g. Percentage value compared to net assets of the Fund. | 0.1823940668 |
| 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 KINGDOM OF GREAT BRITAIN AND NORTHERN 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: 60 |
| a. Name of issuer (if any). | Arqit Quantum Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Arqit Quantum Inc |
| d. CUSIP (if any). | G0567U101 |
| At least one of the following other identifiers: |
| - ISIN | KYG0567U1013 |
| - Ticker (if ISIN is not available). | ARQQ |
| Balance. (2) |
| a. Balance | 119628.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 754852.680000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0478643804 |
| 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 KINGDOM OF GREAT BRITAIN AND NORTHERN 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 |
| i. If Yes, provide the value of the securities on loan. | 527667.440000000000 |
| Schedule of Portfolio Investments Record: 61 |
| a. Name of issuer (if any). | Allot Ltd |
| b. LEI (if any) of issuer. (1) | 5493008MLSB5KCVNRK06 |
| c. Title of the issue or description of the investment. | Allot Ltd |
| d. CUSIP (if any). | M0854Q105 |
| At least one of the following other identifiers: |
| - ISIN | IL0010996549 |
| - Ticker (if ISIN is not available). | ALLT |
| Balance. (2) |
| a. Balance | 170281.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 832674.090000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0527989507 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
ISRAEL
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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: 62 |
| a. Name of issuer (if any). | Check Point Software Technolog |
| b. LEI (if any) of issuer. (1) | 2549003ZVBH73EPNS513 |
| c. Title of the issue or description of the investment. | Check Point Software Technologies Ltd |
| d. CUSIP (if any). | M22465104 |
| At least one of the following other identifiers: |
| - ISIN | IL0010824113 |
| - Ticker (if ISIN is not available). | CHKP |
| Balance. (2) |
| a. Balance | 486748.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 59276171.440000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.7586370095 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
ISRAEL
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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). | Cognyte Software Ltd |
| b. LEI (if any) of issuer. (1) | 2549006L803IRJC67B33 |
| c. Title of the issue or description of the investment. | Cognyte Software Ltd |
| d. CUSIP (if any). | M25133105 |
| At least one of the following other identifiers: |
| - ISIN | IL0011691438 |
| - Ticker (if ISIN is not available). | CGNT |
| Balance. (2) |
| a. Balance | 320695.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1362953.750000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0864234022 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
ISRAEL
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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: 64 |
| a. Name of issuer (if any). | CyberArk Software Ltd |
| b. LEI (if any) of issuer. (1) | 529900YEXNDM894PWS93 |
| c. Title of the issue or description of the investment. | CyberArk Software Ltd |
| d. CUSIP (if any). | M2682V108 |
| At least one of the following other identifiers: |
| - ISIN | IL0011334468 |
| - Ticker (if ISIN is not available). | CYBR |
| Balance. (2) |
| a. Balance | 194443.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 24880926.280000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.5776722429 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
ISRAEL
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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 |
| i. If Yes, provide the value of the securities on loan. | 639800.000000000000 |
| Schedule of Portfolio Investments Record: 65 |
| a. Name of issuer (if any). | Radware Ltd |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Radware Ltd |
| d. CUSIP (if any). | M81873107 |
| At least one of the following other identifiers: |
| - ISIN | IL0010834765 |
| - Ticker (if ISIN is not available). | RDWR |
| Balance. (2) |
| a. Balance | 179751.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3895204.170000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2469906237 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
ISRAEL
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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 |
| i. If Yes, provide the value of the securities on loan. | 3248398.010000000000 |
| Schedule of Portfolio Investments Record: 66 |
| a. Name of issuer (if any). | Tufin Software Technologies Lt |
| b. LEI (if any) of issuer. (1) | 213800TA91NSSCXPWB89 |
| c. Title of the issue or description of the investment. | Tufin Software Technologies Ltd |
| d. CUSIP (if any). | M8893U102 |
| At least one of the following other identifiers: |
| - ISIN | IL0011571556 |
| - Ticker (if ISIN is not available). | TUFN |
| Balance. (2) |
| a. Balance | 162836.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2045220.160000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1296851669 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
ISRAEL
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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 |
| 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. |
| The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
| Registrant: | ETF Managers Trust |
| By (Signature): | /s/ John Flanagan |
| Name: | John Flanagan |
| Title: | Chief Financial Officer |
| Date: | 2022-08-29 |
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