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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 | S000058619 |
| Class (Contract) ID | C000192552 |
| 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. | AI Powered Equity ETF |
| b. EDGAR series identifier (if any). | S000058619 |
| c. LEI of Series. | 549300KR3TLZ0IYYT276 |
| 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. | 137984211.420000000000 |
| b. Total liabilities. | 31141087.310000000000 |
| c. Net assets. | 106843124.110000000000 |
| 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. |
| 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 | 55016.000000000000 |
| #2 | BMO CAPITAL MARKETS CORP | RUC0QBLBRPRCU4W1NE59 | 1023228.300000000000 |
| #3 | BMO NESBIT BURNS, INC | M3LKFDNSJGJ7TMLH6Z15 | 107033.370000000000 |
| #4 | CIBC WORLD MARKETS CORP | 549300445CON3DBMU275 | 655424.000000000000 |
| #5 | CITIGROUP GLOBAL MARKETS, INC | MBNUM2BPBDO7JBLYG310 | 716860.270000000000 |
| #6 | COWEN AND COMPANY, LLC | 549300WR155U7DVMIW58 | 889427.760000000000 |
| #7 | RBC DOMINION SECURITIES, INC | 549300QJJX6CVVUXLE15 | 408480.000000000000 |
| #8 | TD PRIME SERVICES, LLC | 549300ZBQI1JB1844X09 | 2147068.770000000000 |
| #9 | WELLS FARGO SECURITIES, LLC | VYVVCKR63DVZZN70PB21 | 2599693.730000000000 |
| #10 | GOLDMAN, SACHS & CO | FOR8UP27PHTHYVLBNG30 | 7910068.400000000000 |
| #11 | JANNEY MONTGOMERY SCOTT, LLC | 549300QQRY1JCFQHYS08 | 88022.480000000000 |
| #12 | MIZUHO SECURITIES USA, LLC | 7TK5RJIZDFROZCA6XF66 | 1112060.880000000000 |
| #13 | MORGAN STANLEY & CO, LLC | 9R7GPTSO7KV3UQJZQ078 | 6421281.730000000000 |
| #14 | NATIONAL FINANCIAL SERVICES, LLC | 549300JRHF1MHHWUAW04 | 1282379.240000000000 |
| #15 | RAYMOND JAMES & ASSOCIATES, INC | U4ONQX15J3RO8XCKE979 | 667340.890000000000 |
| 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 | -7.670000000000 | .850000000000 | -11.560000000000 | C000192552 |
| 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 | -5656791.280000000000 | -5013737.090000000000 |
| Month 2 | -8157577.170000000000 | 8972254.500000000000 |
| Month 3 | -7003008.440000000000 | -7137121.150000000000 |
| 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 | .000000000000 | .000000000000 | -1803930.000000000000 |
| Month 2 | .000000000000 | .000000000000 | -4977872.500000000000 |
| Month 3 | 0 | 0 | -3269195 |
| 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). | OneConnect Financial Technolog |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | OneConnect Financial Technology Co Ltd |
| d. CUSIP (if any). | 68248T105 |
| At least one of the following other identifiers: |
| - ISIN | US68248T1051 |
| - Ticker (if ISIN is not available). | OCFT |
| Balance. (2) |
| a. Balance | 22197.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 37956.870000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0355257957 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CHINA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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: 2 |
| a. Name of issuer (if any). | 1Life Healthcare Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | 1Life Healthcare Inc |
| d. CUSIP (if any). | 68269G107 |
| At least one of the following other identifiers: |
| - ISIN | US68269G1076 |
| - Ticker (if ISIN is not available). | ONEM |
| Balance. (2) |
| a. Balance | 86441.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 677697.440000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6342920479 |
| 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. | 655424.000000000000 |
| Schedule of Portfolio Investments Record: 3 |
| a. Name of issuer (if any). | Organon & Co |
| b. LEI (if any) of issuer. (1) | 549300AMCKY57OK2CO56 |
| c. Title of the issue or description of the investment. | Organon & Co |
| d. CUSIP (if any). | 68622V106 |
| At least one of the following other identifiers: |
| - ISIN | US68622V1061 |
| - Ticker (if ISIN is not available). | OGN |
| Balance. (2) |
| a. Balance | 26118.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 881482.500000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8250250143 |
| 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: 4 |
| a. Name of issuer (if any). | PS Business Parks Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PS Business Parks Inc |
| d. CUSIP (if any). | 69360J107 |
| At least one of the following other identifiers: |
| - ISIN | US69360J1079 |
| - Ticker (if ISIN is not available). | PSB |
| Balance. (2) |
| a. Balance | 1172.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 219339.800000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2052914512 |
| 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: 5 |
| a. Name of issuer (if any). | PagerDuty Inc |
| b. LEI (if any) of issuer. (1) | 549300U1SB749EDAGH21 |
| c. Title of the issue or description of the investment. | PagerDuty Inc |
| d. CUSIP (if any). | 69553P100 |
| At least one of the following other identifiers: |
| - ISIN | US69553P1003 |
| - Ticker (if ISIN is not available). | PD |
| Balance. (2) |
| a. Balance | 38128.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 944811.840000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8842982156 |
| 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. | 247205.280000000000 |
| Schedule of Portfolio Investments Record: 6 |
| a. Name of issuer (if any). | Palantir Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300UVN46B3BBDHO85 |
| c. Title of the issue or description of the investment. | Palantir Technologies Inc |
| d. CUSIP (if any). | 69608A108 |
| At least one of the following other identifiers: |
| - ISIN | US69608A1088 |
| - Ticker (if ISIN is not available). | PLTR |
| Balance. (2) |
| a. Balance | 164131.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1488668.170000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.3933214537 |
| 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. | 1444007.490000000000 |
| Schedule of Portfolio Investments Record: 7 |
| a. Name of issuer (if any). | Papa John's International Inc |
| b. LEI (if any) of issuer. (1) | HZYLD3DK5XOX0WBVNB56 |
| c. Title of the issue or description of the investment. | Papa John's International Inc |
| d. CUSIP (if any). | 698813102 |
| At least one of the following other identifiers: |
| - ISIN | US6988131024 |
| - Ticker (if ISIN is not available). | PZZA |
| Balance. (2) |
| a. Balance | 1576.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 131627.520000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1231969966 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 8 |
| a. Name of issuer (if any). | Patterson Cos Inc |
| b. LEI (if any) of issuer. (1) | YM48Q2087CUE26GWEK09 |
| c. Title of the issue or description of the investment. | Patterson Cos Inc |
| d. CUSIP (if any). | 703395103 |
| At least one of the following other identifiers: |
| - ISIN | US7033951036 |
| - Ticker (if ISIN is not available). | PDCO |
| Balance. (2) |
| a. Balance | 20813.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 630633.900000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5902428493 |
| 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. | 611696.400000000000 |
| Schedule of Portfolio Investments Record: 9 |
| a. Name of issuer (if any). | Paychex Inc |
| b. LEI (if any) of issuer. (1) | 529900K900DW6SUBM174 |
| c. Title of the issue or description of the investment. | Paychex Inc |
| d. CUSIP (if any). | 704326107 |
| At least one of the following other identifiers: |
| - ISIN | US7043261079 |
| - Ticker (if ISIN is not available). | PAYX |
| Balance. (2) |
| a. Balance | 6702.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 763156.740000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7142778221 |
| 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. | 740155.000000000000 |
| Schedule of Portfolio Investments Record: 10 |
| a. Name of issuer (if any). | Peabody Energy Corp |
| b. LEI (if any) of issuer. (1) | EJCO258LNNVSKAR2JX59 |
| c. Title of the issue or description of the investment. | Peabody Energy Corp |
| d. CUSIP (if any). | 704551100 |
| At least one of the following other identifiers: |
| - ISIN | US7045511000 |
| - Ticker (if ISIN is not available). | BTU |
| Balance. (2) |
| a. Balance | 53831.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1148215.230000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.0746739573 |
| 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. | 1112060.880000000000 |
| Schedule of Portfolio Investments Record: 11 |
| a. Name of issuer (if any). | Addus HomeCare Corp |
| b. LEI (if any) of issuer. (1) | 52990090ZT33AKPDBX62 |
| c. Title of the issue or description of the investment. | Addus HomeCare Corp |
| d. CUSIP (if any). | 006739106 |
| At least one of the following other identifiers: |
| - ISIN | US0067391062 |
| - Ticker (if ISIN is not available). | ADUS |
| Balance. (2) |
| a. Balance | 4102.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 341614.560000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3197347165 |
| 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). | agilon health Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | agilon health Inc |
| d. CUSIP (if any). | 00857U107 |
| At least one of the following other identifiers: |
| - ISIN | US00857U1079 |
| - Ticker (if ISIN is not available). | AGL |
| Balance. (2) |
| a. Balance | 28665.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 625756.950000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5856782598 |
| 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. | 606983.150000000000 |
| Schedule of Portfolio Investments Record: 13 |
| a. Name of issuer (if any). | Alleghany Corp |
| b. LEI (if any) of issuer. (1) | 549300DCJE6AYX159479 |
| c. Title of the issue or description of the investment. | Alleghany Corp |
| d. CUSIP (if any). | 017175100 |
| At least one of the following other identifiers: |
| - ISIN | US0171751003 |
| - Ticker (if ISIN is not available). | Y |
| Balance. (2) |
| a. Balance | 1117.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 930572.700000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8709710688 |
| 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: 14 |
| a. Name of issuer (if any). | Allscripts Healthcare Solution |
| b. LEI (if any) of issuer. (1) | Y68YJHVB1GU4TAU3C223 |
| c. Title of the issue or description of the investment. | Allscripts Healthcare Solutions Inc |
| d. CUSIP (if any). | 01988P108 |
| At least one of the following other identifiers: |
| - ISIN | US01988P1084 |
| - Ticker (if ISIN is not available). | MDRX |
| Balance. (2) |
| a. Balance | 32730.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 485385.900000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4542977417 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 15 |
| a. Name of issuer (if any). | Alnylam Pharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | 529900S3ZI14OWRJII50 |
| c. Title of the issue or description of the investment. | Alnylam Pharmaceuticals Inc |
| d. CUSIP (if any). | 02043Q107 |
| At least one of the following other identifiers: |
| - ISIN | US02043Q1076 |
| - Ticker (if ISIN is not available). | ALNY |
| Balance. (2) |
| a. Balance | 23076.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3365634.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.1500713107 |
| 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. | 1320380.050000000000 |
| Schedule of Portfolio Investments Record: 16 |
| a. Name of issuer (if any). | American Eagle Outfitters Inc |
| b. LEI (if any) of issuer. (1) | 5299001Z9HXK01DHW793 |
| c. Title of the issue or description of the investment. | American Eagle Outfitters Inc |
| d. CUSIP (if any). | 02553E106 |
| At least one of the following other identifiers: |
| - ISIN | US02553E1064 |
| - Ticker (if ISIN is not available). | AEO |
| Balance. (2) |
| a. Balance | 111728.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1249119.040000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.1691150464 |
| 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. | 1211643.680000000000 |
| Schedule of Portfolio Investments Record: 17 |
| a. Name of issuer (if any). | American States Water Co |
| b. LEI (if any) of issuer. (1) | 529900L26LIS2V8PWM23 |
| c. Title of the issue or description of the investment. | American States Water Co |
| d. CUSIP (if any). | 029899101 |
| At least one of the following other identifiers: |
| - ISIN | US0298991011 |
| - Ticker (if ISIN is not available). | AWR |
| Balance. (2) |
| a. Balance | 2848.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 232140.480000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2172722690 |
| 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). | America's Car-Mart Inc/TX |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | America's Car-Mart Inc/TX |
| d. CUSIP (if any). | 03062T105 |
| At least one of the following other identifiers: |
| - ISIN | US03062T1051 |
| - Ticker (if ISIN is not available). | CRMT |
| Balance. (2) |
| a. Balance | 1255.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 126253.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1181667057 |
| 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. | 122430.200000000000 |
| Schedule of Portfolio Investments Record: 19 |
| a. Name of issuer (if any). | Appian Corp |
| b. LEI (if any) of issuer. (1) | 529900NIARIFW7HGU386 |
| c. Title of the issue or description of the investment. | Appian Corp |
| d. CUSIP (if any). | 03782L101 |
| At least one of the following other identifiers: |
| - ISIN | US03782L1017 |
| - Ticker (if ISIN is not available). | APPN |
| Balance. (2) |
| a. Balance | 11709.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 554538.240000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5190209895 |
| 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. | 495243.520000000000 |
| Schedule of Portfolio Investments Record: 20 |
| a. Name of issuer (if any). | Apple Inc |
| b. LEI (if any) of issuer. (1) | HWUPKR0MPOU8FGXBT394 |
| c. Title of the issue or description of the investment. | Apple Inc |
| d. CUSIP (if any). | 037833100 |
| At least one of the following other identifiers: |
| - ISIN | US0378331005 |
| - Ticker (if ISIN is not available). | AAPL |
| Balance. (2) |
| a. Balance | 12672.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1732515.840000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.6215510866 |
| 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: 21 |
| a. Name of issuer (if any). | Arvinas Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Arvinas Inc |
| d. CUSIP (if any). | 04335A105 |
| At least one of the following other identifiers: |
| - ISIN | US04335A1051 |
| - Ticker (if ISIN is not available). | ARVN |
| Balance. (2) |
| a. Balance | 16011.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 673902.990000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6307406261 |
| 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). | Aspen Aerogels Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Aspen Aerogels Inc |
| d. CUSIP (if any). | 04523Y105 |
| At least one of the following other identifiers: |
| - ISIN | US04523Y1055 |
| - Ticker (if ISIN is not available). | ASPN |
| Balance. (2) |
| a. Balance | 8654.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 85501.520000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0800252901 |
| 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. | 81381.560000000000 |
| Schedule of Portfolio Investments Record: 23 |
| a. Name of issuer (if any). | Astec Industries Inc |
| b. LEI (if any) of issuer. (1) | 5493002DO2QKHLKB2A48 |
| c. Title of the issue or description of the investment. | Astec Industries Inc |
| d. CUSIP (if any). | 046224101 |
| At least one of the following other identifiers: |
| - ISIN | US0462241011 |
| - Ticker (if ISIN is not available). | ASTE |
| Balance. (2) |
| a. Balance | 7422.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 302669.160000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2832837045 |
| 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). | Atrion Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Atrion Corp |
| d. CUSIP (if any). | 049904105 |
| At least one of the following other identifiers: |
| - ISIN | US0499041053 |
| - Ticker (if ISIN is not available). | ATRI |
| Balance. (2) |
| a. Balance | 78.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 49051.080000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0459094400 |
| 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). | AutoNation Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | AutoNation Inc |
| d. CUSIP (if any). | 05329W102 |
| At least one of the following other identifiers: |
| - ISIN | US05329W1027 |
| - Ticker (if ISIN is not available). | AN |
| Balance. (2) |
| a. Balance | 7626.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 852281.760000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7976945331 |
| 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. | 826688.720000000000 |
| Schedule of Portfolio Investments Record: 26 |
| a. Name of issuer (if any). | Avery Dennison Corp |
| b. LEI (if any) of issuer. (1) | 549300PW7VPFCYKLIV37 |
| c. Title of the issue or description of the investment. | Avery Dennison Corp |
| d. CUSIP (if any). | 053611109 |
| At least one of the following other identifiers: |
| - ISIN | US0536111091 |
| - Ticker (if ISIN is not available). | AVY |
| Balance. (2) |
| a. Balance | 502.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 81258.740000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0760542531 |
| 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: 27 |
| a. Name of issuer (if any). | BJ's Wholesale Club Holdings I |
| b. LEI (if any) of issuer. (1) | 549300UCIWH1C93V0J03 |
| c. Title of the issue or description of the investment. | BJ's Wholesale Club Holdings Inc |
| d. CUSIP (if any). | 05550J101 |
| At least one of the following other identifiers: |
| - ISIN | US05550J1016 |
| - Ticker (if ISIN is not available). | BJ |
| Balance. (2) |
| a. Balance | 19189.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1195858.480000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.1192657365 |
| 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. | 1159962.160000000000 |
| Schedule of Portfolio Investments Record: 28 |
| a. Name of issuer (if any). | Ball Corp |
| b. LEI (if any) of issuer. (1) | 0BGI85ALH27ZJP15DY16 |
| c. Title of the issue or description of the investment. | Ball Corp |
| d. CUSIP (if any). | 058498106 |
| At least one of the following other identifiers: |
| - ISIN | US0584981064 |
| - Ticker (if ISIN is not available). | BALL |
| Balance. (2) |
| a. Balance | 11332.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 779301.640000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7293886682 |
| 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. | 55016.000000000000 |
| Schedule of Portfolio Investments Record: 29 |
| a. Name of issuer (if any). | Berkshire Hathaway Inc |
| b. LEI (if any) of issuer. (1) | 5493000C01ZX7D35SD85 |
| c. Title of the issue or description of the investment. | Berkshire Hathaway Inc |
| d. CUSIP (if any). | 084670702 |
| At least one of the following other identifiers: |
| - ISIN | US0846707026 |
| - Ticker (if ISIN is not available). | BRK/B |
| Balance. (2) |
| a. Balance | 2266.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 618663.320000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5790389650 |
| 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: 30 |
| a. Name of issuer (if any). | BioMarin Pharmaceutical Inc |
| b. LEI (if any) of issuer. (1) | NSLL8ITTRR0J5HEMR848 |
| c. Title of the issue or description of the investment. | BioMarin Pharmaceutical Inc |
| d. CUSIP (if any). | 09061G101 |
| At least one of the following other identifiers: |
| - ISIN | US09061G1013 |
| - Ticker (if ISIN is not available). | BMRN |
| Balance. (2) |
| a. Balance | 18833.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1560690.710000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.4607310700 |
| 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: 31 |
| a. Name of issuer (if any). | Bloom Energy Corp |
| b. LEI (if any) of issuer. (1) | 549300XB5J9BFW5JXV97 |
| c. Title of the issue or description of the investment. | Bloom Energy Corp |
| d. CUSIP (if any). | 093712107 |
| At least one of the following other identifiers: |
| - ISIN | US0937121079 |
| - Ticker (if ISIN is not available). | BE |
| Balance. (2) |
| a. Balance | 47070.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 776655.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7269115411 |
| 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: 32 |
| a. Name of issuer (if any). | Boston Beer Co Inc/The |
| b. LEI (if any) of issuer. (1) | 529900Q02MQ0DCQNRM58 |
| c. Title of the issue or description of the investment. | Boston Beer Co Inc/The |
| d. CUSIP (if any). | 100557107 |
| At least one of the following other identifiers: |
| - ISIN | US1005571070 |
| - Ticker (if ISIN is not available). | SAM |
| Balance. (2) |
| a. Balance | 479.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 145122.630000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1358277673 |
| 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). | Bristol-Myers Squibb Co |
| b. LEI (if any) of issuer. (1) | HLYYNH7UQUORYSJQCN42 |
| c. Title of the issue or description of the investment. | Bristol-Myers Squibb Co |
| d. CUSIP (if any). | 110122108 |
| At least one of the following other identifiers: |
| - ISIN | US1101221083 |
| - Ticker (if ISIN is not available). | BMY |
| Balance. (2) |
| a. Balance | 20367.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1568259.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.4678146236 |
| 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). | Brown-Forman Corp |
| b. LEI (if any) of issuer. (1) | 549300873K3LXF7ARU34 |
| c. Title of the issue or description of the investment. | Brown-Forman Corp |
| d. CUSIP (if any). | 115637209 |
| At least one of the following other identifiers: |
| - ISIN | US1156372096 |
| - Ticker (if ISIN is not available). | BF/B |
| Balance. (2) |
| a. Balance | 18822.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1320551.520000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.2359723950 |
| 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. | 453093.280000000000 |
| Schedule of Portfolio Investments Record: 35 |
| a. Name of issuer (if any). | BTRS Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300K51KDPS5MBVB54 |
| c. Title of the issue or description of the investment. | BTRS Holdings Inc |
| d. CUSIP (if any). | 11778X104 |
| At least one of the following other identifiers: |
| - ISIN | US11778X1046 |
| - Ticker (if ISIN is not available). | BTRS |
| Balance. (2) |
| a. Balance | 75072.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 373858.560000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3499135420 |
| 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: 36 |
| a. Name of issuer (if any). | Butterfly Network Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Butterfly Network Inc |
| d. CUSIP (if any). | 124155102 |
| At least one of the following other identifiers: |
| - ISIN | US1241551027 |
| - Ticker (if ISIN is not available). | BFLY |
| Balance. (2) |
| a. Balance | 101606.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 311930.420000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2919517962 |
| 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. | 217970.000000000000 |
| Schedule of Portfolio Investments Record: 37 |
| a. Name of issuer (if any). | C3.ai Inc |
| b. LEI (if any) of issuer. (1) | 549300YDLK0YQO5B1V80 |
| c. Title of the issue or description of the investment. | C3.ai Inc |
| d. CUSIP (if any). | 12468P104 |
| At least one of the following other identifiers: |
| - ISIN | US12468P1049 |
| - Ticker (if ISIN is not available). | AI |
| Balance. (2) |
| a. Balance | 34321.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 626701.460000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5865622755 |
| 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: 38 |
| a. Name of issuer (if any). | CDK Global Inc |
| b. LEI (if any) of issuer. (1) | 5493000L10CYRTHIJ385 |
| c. Title of the issue or description of the investment. | CDK Global Inc |
| d. CUSIP (if any). | 12508E101 |
| At least one of the following other identifiers: |
| - ISIN | US12508E1010 |
| - Ticker (if ISIN is not available). | CDK |
| Balance. (2) |
| a. Balance | 13976.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 765465.520000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7164387286 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 39 |
| a. Name of issuer (if any). | CDW Corp/DE |
| b. LEI (if any) of issuer. (1) | 9845001B052ABF0B6755 |
| c. Title of the issue or description of the investment. | CDW Corp/DE |
| d. CUSIP (if any). | 12514G108 |
| At least one of the following other identifiers: |
| - ISIN | US12514G1085 |
| - Ticker (if ISIN is not available). | CDW |
| Balance. (2) |
| a. Balance | 8567.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1349816.520000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.2633630205 |
| 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: 40 |
| a. Name of issuer (if any). | CF Industries Holdings Inc |
| b. LEI (if any) of issuer. (1) | 529900CG8YAQFZ2JMV97 |
| c. Title of the issue or description of the investment. | CF Industries Holdings Inc |
| d. CUSIP (if any). | 125269100 |
| At least one of the following other identifiers: |
| - ISIN | US1252691001 |
| - Ticker (if ISIN is not available). | CF |
| Balance. (2) |
| a. Balance | 8794.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 753909.620000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7056229648 |
| 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: 41 |
| a. Name of issuer (if any). | Certara Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Certara Inc |
| d. CUSIP (if any). | 15687V109 |
| At least one of the following other identifiers: |
| - ISIN | US15687V1098 |
| - Ticker (if ISIN is not available). | CERT |
| Balance. (2) |
| a. Balance | 32914.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 706334.440000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6610948958 |
| 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: 42 |
| a. Name of issuer (if any). | Cerus Corp |
| b. LEI (if any) of issuer. (1) | 254900BIEY9XIDA04Q21 |
| c. Title of the issue or description of the investment. | Cerus Corp |
| d. CUSIP (if any). | 157085101 |
| At least one of the following other identifiers: |
| - ISIN | US1570851014 |
| - Ticker (if ISIN is not available). | CERS |
| Balance. (2) |
| a. Balance | 66600.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 352314.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3297488752 |
| 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: 43 |
| a. Name of issuer (if any). | ChargePoint Holdings Inc |
| b. LEI (if any) of issuer. (1) | 254900DVN9TAC2GIPG25 |
| c. Title of the issue or description of the investment. | ChargePoint Holdings Inc |
| d. CUSIP (if any). | 15961R105 |
| At least one of the following other identifiers: |
| - ISIN | US15961R1059 |
| - Ticker (if ISIN is not available). | CHPT |
| Balance. (2) |
| a. Balance | 41238.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 564548.220000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5283898470 |
| 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. | 544862.000000000000 |
| Schedule of Portfolio Investments Record: 44 |
| a. Name of issuer (if any). | Chewy Inc |
| b. LEI (if any) of issuer. (1) | 254900NPQSTG9I422879 |
| c. Title of the issue or description of the investment. | Chewy Inc |
| d. CUSIP (if any). | 16679L109 |
| At least one of the following other identifiers: |
| - ISIN | US16679L1098 |
| - Ticker (if ISIN is not available). | CHWY |
| Balance. (2) |
| a. Balance | 62334.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2164236.480000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.0256207388 |
| 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). | Churchill Downs Inc |
| b. LEI (if any) of issuer. (1) | 529900FODTBQC8MIS994 |
| c. Title of the issue or description of the investment. | Churchill Downs Inc |
| d. CUSIP (if any). | 171484108 |
| At least one of the following other identifiers: |
| - ISIN | US1714841087 |
| - Ticker (if ISIN is not available). | CHDN |
| Balance. (2) |
| a. Balance | 3025.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 579378.250000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5422700383 |
| 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: 46 |
| a. Name of issuer (if any). | Clearway Energy Inc |
| b. LEI (if any) of issuer. (1) | 549300LHAZ9HA9G3XC48 |
| c. Title of the issue or description of the investment. | Clearway Energy Inc |
| d. CUSIP (if any). | 18539C105 |
| At least one of the following other identifiers: |
| - ISIN | US18539C1053 |
| - Ticker (if ISIN is not available). | CWEN/A |
| Balance. (2) |
| a. Balance | 4247.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 135776.590000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1270803256 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 47 |
| a. Name of issuer (if any). | Coherus Biosciences Inc |
| b. LEI (if any) of issuer. (1) | 5493007IL8W5MV932D26 |
| c. Title of the issue or description of the investment. | Coherus Biosciences Inc |
| d. CUSIP (if any). | 19249H103 |
| At least one of the following other identifiers: |
| - ISIN | US19249H1032 |
| - Ticker (if ISIN is not available). | CHRS |
| Balance. (2) |
| a. Balance | 36690.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 265635.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2486220823 |
| 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. | 130320.000000000000 |
| Schedule of Portfolio Investments Record: 48 |
| a. Name of issuer (if any). | Comcast Corp |
| b. LEI (if any) of issuer. (1) | 51M0QTTNCGUN7KFCFZ59 |
| c. Title of the issue or description of the investment. | Comcast Corp |
| d. CUSIP (if any). | 20030N101 |
| At least one of the following other identifiers: |
| - ISIN | US20030N1019 |
| - Ticker (if ISIN is not available). | CMCSA |
| Balance. (2) |
| a. Balance | 21479.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 842835.960000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7888537208 |
| 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: 49 |
| a. Name of issuer (if any). | ContextLogic Inc |
| b. LEI (if any) of issuer. (1) | 549300YZDCRQ367LIE74 |
| c. Title of the issue or description of the investment. | ContextLogic Inc |
| d. CUSIP (if any). | 21077C107 |
| At least one of the following other identifiers: |
| - ISIN | US21077C1071 |
| - Ticker (if ISIN is not available). | WISH |
| Balance. (2) |
| a. Balance | 318310.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 509296.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4766764396 |
| 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. | 494016.000000000000 |
| Schedule of Portfolio Investments Record: 50 |
| a. Name of issuer (if any). | CoStar Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | CoStar Group Inc |
| d. CUSIP (if any). | 22160N109 |
| At least one of the following other identifiers: |
| - ISIN | US22160N1090 |
| - Ticker (if ISIN is not available). | CSGP |
| Balance. (2) |
| a. Balance | 11729.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 708548.890000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6631675140 |
| 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: 51 |
| a. Name of issuer (if any). | Coty Inc |
| b. LEI (if any) of issuer. (1) | 549300BO9IWPF3S48F93 |
| c. Title of the issue or description of the investment. | Coty Inc |
| d. CUSIP (if any). | 222070203 |
| At least one of the following other identifiers: |
| - ISIN | US2220702037 |
| - Ticker (if ISIN is not available). | COTY |
| Balance. (2) |
| a. Balance | 69551.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 557103.510000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5214219583 |
| 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: 52 |
| 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 | 11810.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1990693.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.8631929912 |
| 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: 53 |
| a. Name of issuer (if any). | Cytokinetics Inc |
| b. LEI (if any) of issuer. (1) | 549300BE5DY1HW7IHA64 |
| c. Title of the issue or description of the investment. | Cytokinetics Inc |
| d. CUSIP (if any). | 23282W605 |
| At least one of the following other identifiers: |
| - ISIN | US23282W6057 |
| - Ticker (if ISIN is not available). | CYTK |
| Balance. (2) |
| a. Balance | 5607.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 220299.030000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2061892441 |
| 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. | 213659.020000000000 |
| Schedule of Portfolio Investments Record: 54 |
| a. Name of issuer (if any). | Deciphera Pharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | 529900QR4WAPYY0CBF25 |
| c. Title of the issue or description of the investment. | Deciphera Pharmaceuticals Inc |
| d. CUSIP (if any). | 24344T101 |
| At least one of the following other identifiers: |
| - ISIN | US24344T1016 |
| - Ticker (if ISIN is not available). | DCPH |
| Balance. (2) |
| a. Balance | 27678.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 363965.700000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3406543032 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 55 |
| a. Name of issuer (if any). | 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 | .000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | .000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0000000000 |
| 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. | 0.000000000000 |
| 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: 56 |
| a. Name of issuer (if any). | Easterly Government Properties |
| b. LEI (if any) of issuer. (1) | 549300ERMCEFC6S8HL77 |
| c. Title of the issue or description of the investment. | Easterly Government Properties Inc |
| d. CUSIP (if any). | 27616P103 |
| At least one of the following other identifiers: |
| - ISIN | US27616P1030 |
| - Ticker (if ISIN is not available). | DEA |
| Balance. (2) |
| a. Balance | 14343.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 273090.720000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2555997143 |
| 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. | 264884.480000000000 |
| Schedule of Portfolio Investments Record: 57 |
| 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 | 1510851.200000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1510851.200000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.4140836976 |
| 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: 58 |
| a. Name of issuer (if any). | First Horizon Corp |
| b. LEI (if any) of issuer. (1) | TF3RXI1ZB1TQ30H9JV10 |
| c. Title of the issue or description of the investment. | First Horizon Corp |
| d. CUSIP (if any). | 320517105 |
| At least one of the following other identifiers: |
| - ISIN | US3205171057 |
| - Ticker (if ISIN is not available). | FHN |
| Balance. (2) |
| a. Balance | 42564.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 930449.040000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8708553290 |
| 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: 59 |
| a. Name of issuer (if any). | Forward Air Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Forward Air Corp |
| d. CUSIP (if any). | 349853101 |
| At least one of the following other identifiers: |
| - ISIN | US3498531017 |
| - Ticker (if ISIN is not available). | FWRD |
| Balance. (2) |
| a. Balance | 2156.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 198265.760000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1855671684 |
| 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: 60 |
| a. Name of issuer (if any). | Fulgent Genetics Inc |
| b. LEI (if any) of issuer. (1) | 549300CL6P01M68QJ404 |
| c. Title of the issue or description of the investment. | Fulgent Genetics Inc |
| d. CUSIP (if any). | 359664109 |
| At least one of the following other identifiers: |
| - ISIN | US3596641098 |
| - Ticker (if ISIN is not available). | FLGT |
| Balance. (2) |
| a. Balance | 9496.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 517816.880000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4846515715 |
| 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: 61 |
| a. Name of issuer (if any). | Globalstar Inc |
| b. LEI (if any) of issuer. (1) | 549300NEX8I0MSOW0R64 |
| c. Title of the issue or description of the investment. | Globalstar Inc |
| d. CUSIP (if any). | 378973408 |
| At least one of the following other identifiers: |
| - ISIN | US3789734080 |
| - Ticker (if ISIN is not available). | GSAT |
| Balance. (2) |
| a. Balance | 422496.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 519670.080000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4863860771 |
| 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: 62 |
| a. Name of issuer (if any). | GoPro Inc |
| b. LEI (if any) of issuer. (1) | 549300CQJMLT21SZFL16 |
| c. Title of the issue or description of the investment. | GoPro Inc |
| d. CUSIP (if any). | 38268T103 |
| At least one of the following other identifiers: |
| - ISIN | US38268T1034 |
| - Ticker (if ISIN is not available). | GPRO |
| Balance. (2) |
| a. Balance | 15487.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 85643.110000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0801578115 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 63 |
| a. Name of issuer (if any). | Gray Television Inc |
| b. LEI (if any) of issuer. (1) | 529900TM5726KDN7UU35 |
| c. Title of the issue or description of the investment. | Gray Television Inc |
| d. CUSIP (if any). | 389375106 |
| At least one of the following other identifiers: |
| - ISIN | US3893751061 |
| - Ticker (if ISIN is not available). | GTN |
| Balance. (2) |
| a. Balance | 33912.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 572773.680000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5360884800 |
| 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: 64 |
| a. Name of issuer (if any). | Greif Inc |
| b. LEI (if any) of issuer. (1) | 54930070FVGKR0Z1FI24 |
| c. Title of the issue or description of the investment. | Greif Inc |
| d. CUSIP (if any). | 397624107 |
| At least one of the following other identifiers: |
| - ISIN | US3976241071 |
| - Ticker (if ISIN is not available). | GEF |
| Balance. (2) |
| a. Balance | 5905.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 368353.900000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3447614463 |
| 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: 65 |
| a. Name of issuer (if any). | Grid Dynamics Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Grid Dynamics Holdings Inc |
| d. CUSIP (if any). | 39813G109 |
| At least one of the following other identifiers: |
| - ISIN | US39813G1094 |
| - Ticker (if ISIN is not available). | GDYN |
| Balance. (2) |
| a. Balance | 7479.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 125796.780000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1177397058 |
| 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: 66 |
| a. Name of issuer (if any). | Grocery Outlet Holding Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Grocery Outlet Holding Corp |
| d. CUSIP (if any). | 39874R101 |
| At least one of the following other identifiers: |
| - ISIN | US39874R1014 |
| - Ticker (if ISIN is not available). | GO |
| Balance. (2) |
| a. Balance | 9414.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 401318.820000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3756150181 |
| 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: 67 |
| a. Name of issuer (if any). | Guardant Health Inc |
| b. LEI (if any) of issuer. (1) | 254900M8C3E5VC8BR186 |
| c. Title of the issue or description of the investment. | Guardant Health Inc |
| d. CUSIP (if any). | 40131M109 |
| At least one of the following other identifiers: |
| - ISIN | US40131M1099 |
| - Ticker (if ISIN is not available). | GH |
| Balance. (2) |
| a. Balance | 28965.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1168448.100000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.0936109457 |
| 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: 68 |
| a. Name of issuer (if any). | Harsco Corp |
| b. LEI (if any) of issuer. (1) | KAO98FK89NPNNPQGUZ43 |
| c. Title of the issue or description of the investment. | Harsco Corp |
| d. CUSIP (if any). | 415864107 |
| At least one of the following other identifiers: |
| - ISIN | US4158641070 |
| - Ticker (if ISIN is not available). | HSC |
| Balance. (2) |
| a. Balance | 28261.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 200935.710000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1880661125 |
| 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: 69 |
| a. Name of issuer (if any). | Hawaiian Electric Industries I |
| b. LEI (if any) of issuer. (1) | JJ8FWOCWCV22X7GUPJ23 |
| c. Title of the issue or description of the investment. | Hawaiian Electric Industries Inc |
| d. CUSIP (if any). | 419870100 |
| At least one of the following other identifiers: |
| - ISIN | US4198701009 |
| - Ticker (if ISIN is not available). | HE |
| Balance. (2) |
| a. Balance | 8484.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 346995.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3247711099 |
| 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: 70 |
| a. Name of issuer (if any). | Health Catalyst Inc |
| b. LEI (if any) of issuer. (1) | 549300223PL6GWKVJG92 |
| c. Title of the issue or description of the investment. | Health Catalyst Inc |
| d. CUSIP (if any). | 42225T107 |
| At least one of the following other identifiers: |
| - ISIN | US42225T1079 |
| - Ticker (if ISIN is not available). | HCAT |
| Balance. (2) |
| a. Balance | 20003.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 289843.470000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2712794786 |
| 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: 71 |
| a. Name of issuer (if any). | HealthEquity Inc |
| b. LEI (if any) of issuer. (1) | 529900LRJU1RAFQHM467 |
| c. Title of the issue or description of the investment. | HealthEquity Inc |
| d. CUSIP (if any). | 42226A107 |
| At least one of the following other identifiers: |
| - ISIN | US42226A1079 |
| - Ticker (if ISIN is not available). | HQY |
| Balance. (2) |
| a. Balance | 15354.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 942582.060000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8822112493 |
| 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: 72 |
| a. Name of issuer (if any). | Heartland Express Inc |
| b. LEI (if any) of issuer. (1) | 5299005V45FZIQGLOG39 |
| c. Title of the issue or description of the investment. | Heartland Express Inc |
| d. CUSIP (if any). | 422347104 |
| At least one of the following other identifiers: |
| - ISIN | US4223471040 |
| - Ticker (if ISIN is not available). | HTLD |
| Balance. (2) |
| a. Balance | 9198.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 127944.180000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1197495684 |
| 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: 73 |
| a. Name of issuer (if any). | Hershey Co/The |
| b. LEI (if any) of issuer. (1) | 21X2CX66SU2BR6QTAD08 |
| c. Title of the issue or description of the investment. | Hershey Co/The |
| d. CUSIP (if any). | 427866108 |
| At least one of the following other identifiers: |
| - ISIN | US4278661081 |
| - Ticker (if ISIN is not available). | HSY |
| Balance. (2) |
| a. Balance | 6695.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1440496.200000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.3482348181 |
| 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. | 664198.920000000000 |
| Schedule of Portfolio Investments Record: 74 |
| a. Name of issuer (if any). | Humana Inc |
| b. LEI (if any) of issuer. (1) | 529900YLDW34GJAO4J06 |
| c. Title of the issue or description of the investment. | Humana Inc |
| d. CUSIP (if any). | 444859102 |
| At least one of the following other identifiers: |
| - ISIN | US4448591028 |
| - Ticker (if ISIN is not available). | HUM |
| Balance. (2) |
| a. Balance | 2119.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 991840.330000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.9283146092 |
| 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: 75 |
| a. Name of issuer (if any). | Hyliion Holdings Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Hyliion Holdings Corp |
| d. CUSIP (if any). | 449109107 |
| At least one of the following other identifiers: |
| - ISIN | US4491091074 |
| - Ticker (if ISIN is not available). | HYLN |
| Balance. (2) |
| a. Balance | 61779.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 198928.380000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1861873487 |
| 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: 76 |
| a. Name of issuer (if any). | IDACORP Inc |
| b. LEI (if any) of issuer. (1) | N134NUJDWN8UEFA8B673 |
| c. Title of the issue or description of the investment. | IDACORP Inc |
| d. CUSIP (if any). | 451107106 |
| At least one of the following other identifiers: |
| - ISIN | US4511071064 |
| - Ticker (if ISIN is not available). | IDA |
| Balance. (2) |
| a. Balance | 4571.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 484160.320000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4531506581 |
| 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: 77 |
| a. Name of issuer (if any). | Ingersoll Rand Inc |
| b. LEI (if any) of issuer. (1) | 5299004C02FMZCUOIR50 |
| c. Title of the issue or description of the investment. | Ingersoll Rand Inc |
| d. CUSIP (if any). | 45687V106 |
| At least one of the following other identifiers: |
| - ISIN | US45687V1061 |
| - Ticker (if ISIN is not available). | IR |
| Balance. (2) |
| a. Balance | 15767.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 663475.360000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6209808685 |
| 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: 78 |
| a. Name of issuer (if any). | Ingevity Corp |
| b. LEI (if any) of issuer. (1) | 5493009UTFC4B5IMGF87 |
| c. Title of the issue or description of the investment. | Ingevity Corp |
| d. CUSIP (if any). | 45688C107 |
| At least one of the following other identifiers: |
| - ISIN | US45688C1071 |
| - Ticker (if ISIN is not available). | NGVT |
| Balance. (2) |
| a. Balance | 8188.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 516990.320000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4838779513 |
| 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. | 501457.880000000000 |
| Schedule of Portfolio Investments Record: 79 |
| a. Name of issuer (if any). | Inspire Medical Systems Inc |
| b. LEI (if any) of issuer. (1) | 549300XQQCQ7HCJKTW25 |
| c. Title of the issue or description of the investment. | Inspire Medical Systems Inc |
| d. CUSIP (if any). | 457730109 |
| At least one of the following other identifiers: |
| - ISIN | US4577301090 |
| - Ticker (if ISIN is not available). | INSP |
| Balance. (2) |
| a. Balance | 4268.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 779635.560000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7297012012 |
| 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: 80 |
| a. Name of issuer (if any). | Insulet Corp |
| b. LEI (if any) of issuer. (1) | 549300TZTYD2PYN92D43 |
| c. Title of the issue or description of the investment. | Insulet Corp |
| d. CUSIP (if any). | 45784P101 |
| At least one of the following other identifiers: |
| - ISIN | US45784P1012 |
| - Ticker (if ISIN is not available). | PODD |
| Balance. (2) |
| a. Balance | 4841.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1055047.540000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.9874735027 |
| 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. | 1023228.300000000000 |
| Schedule of Portfolio Investments Record: 81 |
| a. Name of issuer (if any). | Intellia Therapeutics Inc |
| b. LEI (if any) of issuer. (1) | 5493002T5BCPE5DZC723 |
| c. Title of the issue or description of the investment. | Intellia Therapeutics Inc |
| d. CUSIP (if any). | 45826J105 |
| At least one of the following other identifiers: |
| - ISIN | US45826J1051 |
| - Ticker (if ISIN is not available). | NTLA |
| Balance. (2) |
| a. Balance | 18663.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 965996.880000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.9041263891 |
| 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. | 631472.000000000000 |
| Schedule of Portfolio Investments Record: 82 |
| a. Name of issuer (if any). | Iovance Biotherapeutics Inc |
| b. LEI (if any) of issuer. (1) | 549300220Z2GHH33XL82 |
| c. Title of the issue or description of the investment. | Iovance Biotherapeutics Inc |
| d. CUSIP (if any). | 462260100 |
| At least one of the following other identifiers: |
| - ISIN | US4622601007 |
| - Ticker (if ISIN is not available). | IOVA |
| Balance. (2) |
| a. Balance | 114431.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1263318.240000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.1824048113 |
| 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. | 408480.000000000000 |
| Schedule of Portfolio Investments Record: 83 |
| a. Name of issuer (if any). | KAR Auction Services Inc |
| b. LEI (if any) of issuer. (1) | 5493004HKD20LBSG7D03 |
| c. Title of the issue or description of the investment. | KAR Auction Services Inc |
| d. CUSIP (if any). | 48238T109 |
| At least one of the following other identifiers: |
| - ISIN | US48238T1097 |
| - Ticker (if ISIN is not available). | KAR |
| Balance. (2) |
| a. Balance | 29257.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 432125.890000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4044489466 |
| 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: 84 |
| a. Name of issuer (if any). | Knight-Swift Transportation Ho |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Knight-Swift Transportation Holdings Inc |
| d. CUSIP (if any). | 499049104 |
| At least one of the following other identifiers: |
| - ISIN | US4990491049 |
| - Ticker (if ISIN is not available). | KNX |
| Balance. (2) |
| a. Balance | 15328.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 709533.120000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6640887057 |
| 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. | 195390.090000000000 |
| Schedule of Portfolio Investments Record: 85 |
| a. Name of issuer (if any). | Kohl's Corp |
| b. LEI (if any) of issuer. (1) | 549300JF6LPRTRJ0FH50 |
| c. Title of the issue or description of the investment. | Kohl's Corp |
| d. CUSIP (if any). | 500255104 |
| At least one of the following other identifiers: |
| - ISIN | US5002551043 |
| - Ticker (if ISIN is not available). | KSS |
| Balance. (2) |
| a. Balance | 35549.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1268743.810000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.1874828826 |
| 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: 86 |
| a. Name of issuer (if any). | Kroger Co/The |
| b. LEI (if any) of issuer. (1) | 6CPEOKI6OYJ13Q6O7870 |
| c. Title of the issue or description of the investment. | Kroger Co/The |
| d. CUSIP (if any). | 501044101 |
| At least one of the following other identifiers: |
| - ISIN | US5010441013 |
| - Ticker (if ISIN is not available). | KR |
| Balance. (2) |
| a. Balance | 3596.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 170198.680000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1592977381 |
| 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. | 165087.040000000000 |
| Schedule of Portfolio Investments Record: 87 |
| a. Name of issuer (if any). | Kymera Therapeutics Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Kymera Therapeutics Inc |
| d. CUSIP (if any). | 501575104 |
| At least one of the following other identifiers: |
| - ISIN | US5015751044 |
| - Ticker (if ISIN is not available). | KYMR |
| Balance. (2) |
| a. Balance | 26611.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 523970.590000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4904111466 |
| 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. | 503985.240000000000 |
| Schedule of Portfolio Investments Record: 88 |
| a. Name of issuer (if any). | Ladder Capital Corp |
| b. LEI (if any) of issuer. (1) | 549300Q6LLV2QCV67C06 |
| c. Title of the issue or description of the investment. | Ladder Capital Corp |
| d. CUSIP (if any). | 505743104 |
| At least one of the following other identifiers: |
| - ISIN | US5057431042 |
| - Ticker (if ISIN is not available). | LADR |
| Balance. (2) |
| a. Balance | 12981.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 136819.740000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1280566636 |
| 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: 89 |
| a. Name of issuer (if any). | Lancaster Colony Corp |
| b. LEI (if any) of issuer. (1) | 529900X4O13HED1ZAS58 |
| c. Title of the issue or description of the investment. | Lancaster Colony Corp |
| d. CUSIP (if any). | 513847103 |
| At least one of the following other identifiers: |
| - ISIN | US5138471033 |
| - Ticker (if ISIN is not available). | LANC |
| Balance. (2) |
| a. Balance | 2813.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 362258.140000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3390561096 |
| 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: 90 |
| 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 | 57058.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1472666.980000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.3783451132 |
| 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: 91 |
| a. Name of issuer (if any). | MYR Group Inc |
| b. LEI (if any) of issuer. (1) | 529900G1IMMZHOQ17I54 |
| c. Title of the issue or description of the investment. | MYR Group Inc |
| d. CUSIP (if any). | 55405W104 |
| At least one of the following other identifiers: |
| - ISIN | US55405W1045 |
| - Ticker (if ISIN is not available). | MYRG |
| Balance. (2) |
| a. Balance | 3903.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 343971.390000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3219405955 |
| 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: 92 |
| a. Name of issuer (if any). | Madrigal Pharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | 549300CHIMT2EUSNJB60 |
| c. Title of the issue or description of the investment. | Madrigal Pharmaceuticals Inc |
| d. CUSIP (if any). | 558868105 |
| At least one of the following other identifiers: |
| - ISIN | US5588681057 |
| - Ticker (if ISIN is not available). | MDGL |
| Balance. (2) |
| a. Balance | 6518.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 466558.440000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4366761492 |
| 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: 93 |
| a. Name of issuer (if any). | Magnite Inc |
| b. LEI (if any) of issuer. (1) | 54930018FR2YX1HHSB02 |
| c. Title of the issue or description of the investment. | Magnite Inc |
| d. CUSIP (if any). | 55955D100 |
| At least one of the following other identifiers: |
| - ISIN | US55955D1000 |
| - Ticker (if ISIN is not available). | MGNI |
| Balance. (2) |
| a. Balance | 75354.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 669143.520000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6262859923 |
| 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: 94 |
| a. Name of issuer (if any). | Meritor Inc |
| b. LEI (if any) of issuer. (1) | 5LTG829X630QFHTFBO82 |
| c. Title of the issue or description of the investment. | Meritor Inc |
| d. CUSIP (if any). | 59001K100 |
| At least one of the following other identifiers: |
| - ISIN | US59001K1007 |
| - Ticker (if ISIN is not available). | MTOR |
| Balance. (2) |
| a. Balance | 7538.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 273855.540000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2563155489 |
| 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: 95 |
| a. Name of issuer (if any). | Microsoft Corp |
| b. LEI (if any) of issuer. (1) | INR2EJN1ERAN0W5ZP974 |
| c. Title of the issue or description of the investment. | Microsoft Corp |
| d. CUSIP (if any). | 594918104 |
| At least one of the following other identifiers: |
| - ISIN | US5949181045 |
| - Ticker (if ISIN is not available). | MSFT |
| Balance. (2) |
| a. Balance | 4976.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1277986.080000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.1961332006 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 96 |
| a. Name of issuer (if any). | Minerals Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300D3I1QU67GP6403 |
| c. Title of the issue or description of the investment. | Minerals Technologies Inc |
| d. CUSIP (if any). | 603158106 |
| At least one of the following other identifiers: |
| - ISIN | US6031581068 |
| - Ticker (if ISIN is not available). | MTX |
| Balance. (2) |
| a. Balance | 3572.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 219106.480000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2050730750 |
| 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: 97 |
| a. Name of issuer (if any). | Myriad Genetics Inc |
| b. LEI (if any) of issuer. (1) | 52990044IHUOUMETT163 |
| c. Title of the issue or description of the investment. | Myriad Genetics Inc |
| d. CUSIP (if any). | 62855J104 |
| At least one of the following other identifiers: |
| - ISIN | US62855J1043 |
| - Ticker (if ISIN is not available). | MYGN |
| Balance. (2) |
| a. Balance | 21976.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 399303.920000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3737291691 |
| 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: 98 |
| a. Name of issuer (if any). | NGM Biopharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | 5493008V5DSDZIGQOP17 |
| c. Title of the issue or description of the investment. | NGM Biopharmaceuticals Inc |
| d. CUSIP (if any). | 62921N105 |
| At least one of the following other identifiers: |
| - ISIN | US62921N1054 |
| - Ticker (if ISIN is not available). | NGM |
| Balance. (2) |
| a. Balance | 15271.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 195774.220000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1832352073 |
| 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: 99 |
| a. Name of issuer (if any). | Natera Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Natera Inc |
| d. CUSIP (if any). | 632307104 |
| At least one of the following other identifiers: |
| - ISIN | US6323071042 |
| - Ticker (if ISIN is not available). | NTRA |
| Balance. (2) |
| a. Balance | 32806.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1162644.640000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.0881791876 |
| 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. | 329592.000000000000 |
| Schedule of Portfolio Investments Record: 100 |
| a. Name of issuer (if any). | Nevro Corp |
| b. LEI (if any) of issuer. (1) | 254900SH91I4BOYKUE38 |
| c. Title of the issue or description of the investment. | Nevro Corp |
| d. CUSIP (if any). | 64157F103 |
| At least one of the following other identifiers: |
| - ISIN | US64157F1030 |
| - Ticker (if ISIN is not available). | NVRO |
| Balance. (2) |
| a. Balance | 17197.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 753744.510000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7054684298 |
| 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: 101 |
| a. Name of issuer (if any). | New Relic Inc |
| b. LEI (if any) of issuer. (1) | 549300AB8FY2HQILL804 |
| c. Title of the issue or description of the investment. | New Relic Inc |
| d. CUSIP (if any). | 64829B100 |
| At least one of the following other identifiers: |
| - ISIN | US64829B1008 |
| - Ticker (if ISIN is not available). | NEWR |
| Balance. (2) |
| a. Balance | 16252.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 813412.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7613148780 |
| 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: 102 |
| a. Name of issuer (if any). | Newell Brands Inc |
| b. LEI (if any) of issuer. (1) | 549300LWGYFM1TVO1Z12 |
| c. Title of the issue or description of the investment. | Newell Brands Inc |
| d. CUSIP (if any). | 651229106 |
| At least one of the following other identifiers: |
| - ISIN | US6512291062 |
| - Ticker (if ISIN is not available). | NWL |
| Balance. (2) |
| a. Balance | 38303.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 729289.120000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6825793668 |
| 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: 103 |
| a. Name of issuer (if any). | Ocugen Inc |
| b. LEI (if any) of issuer. (1) | 549300JVNUI9CXWJLR09 |
| c. Title of the issue or description of the investment. | Ocugen Inc |
| d. CUSIP (if any). | 67577C105 |
| At least one of the following other identifiers: |
| - ISIN | US67577C1053 |
| - Ticker (if ISIN is not available). | OCGN |
| Balance. (2) |
| a. Balance | 94331.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 214131.370000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2004166125 |
| 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. | 679939.910000000000 |
| Schedule of Portfolio Investments Record: 104 |
| 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 | 15195.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1373628.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.2856494149 |
| 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: 105 |
| a. Name of issuer (if any). | Pegasystems Inc |
| b. LEI (if any) of issuer. (1) | 549300FMCOKPL06FYN26 |
| c. Title of the issue or description of the investment. | Pegasystems Inc |
| d. CUSIP (if any). | 705573103 |
| At least one of the following other identifiers: |
| - ISIN | US7055731035 |
| - Ticker (if ISIN is not available). | PEGA |
| Balance. (2) |
| a. Balance | 13304.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 636463.360000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5956989421 |
| 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: 106 |
| 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 | 18376.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 333340.640000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3119907273 |
| 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: 107 |
| a. Name of issuer (if any). | Post Holdings Inc |
| b. LEI (if any) of issuer. (1) | JM1I5YUAURL6DC8N1468 |
| c. Title of the issue or description of the investment. | Post Holdings Inc |
| d. CUSIP (if any). | 737446104 |
| At least one of the following other identifiers: |
| - ISIN | US7374461041 |
| - Ticker (if ISIN is not available). | POST |
| Balance. (2) |
| a. Balance | 7364.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 606425.400000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5675848634 |
| 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: 108 |
| a. Name of issuer (if any). | Premier Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Premier Inc |
| d. CUSIP (if any). | 74051N102 |
| At least one of the following other identifiers: |
| - ISIN | US74051N1028 |
| - Ticker (if ISIN is not available). | PINC |
| Balance. (2) |
| a. Balance | 9607.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 342777.760000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3208234155 |
| 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: 109 |
| a. Name of issuer (if any). | Progress Software Corp |
| b. LEI (if any) of issuer. (1) | 549300R65B3JG6972S24 |
| c. Title of the issue or description of the investment. | Progress Software Corp |
| d. CUSIP (if any). | 743312100 |
| At least one of the following other identifiers: |
| - ISIN | US7433121008 |
| - Ticker (if ISIN is not available). | PRGS |
| Balance. (2) |
| a. Balance | 9681.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 438549.300000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4104609479 |
| 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. | 425367.000000000000 |
| Schedule of Portfolio Investments Record: 110 |
| a. Name of issuer (if any). | PubMatic Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | PubMatic Inc |
| d. CUSIP (if any). | 74467Q103 |
| At least one of the following other identifiers: |
| - ISIN | US74467Q1031 |
| - Ticker (if ISIN is not available). | PUBM |
| Balance. (2) |
| a. Balance | 31760.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 504666.400000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4723433578 |
| 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: 111 |
| a. Name of issuer (if any). | Quaker Chemical Corp |
| b. LEI (if any) of issuer. (1) | 549300PJQ1R3WCWCPS54 |
| c. Title of the issue or description of the investment. | Quaker Chemical Corp |
| d. CUSIP (if any). | 747316107 |
| At least one of the following other identifiers: |
| - ISIN | US7473161070 |
| - Ticker (if ISIN is not available). | KWR |
| Balance. (2) |
| a. Balance | 621.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 92851.920000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0869049092 |
| 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: 112 |
| a. Name of issuer (if any). | RLX Technology Inc |
| b. LEI (if any) of issuer. (1) | 984500EG5DBB2F7F4002 |
| c. Title of the issue or description of the investment. | RLX Technology Inc |
| d. CUSIP (if any). | 74969N103 |
| At least one of the following other identifiers: |
| - ISIN | US74969N1037 |
| - Ticker (if ISIN is not available). | RLX |
| Balance. (2) |
| a. Balance | 112560.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 239752.800000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2243970326 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
CHINA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 113 |
| a. Name of issuer (if any). | Ralph Lauren Corp |
| b. LEI (if any) of issuer. (1) | HO1QNWM0IXBZ0QSMMO20 |
| c. Title of the issue or description of the investment. | Ralph Lauren Corp |
| d. CUSIP (if any). | 751212101 |
| At least one of the following other identifiers: |
| - ISIN | US7512121010 |
| - Ticker (if ISIN is not available). | RL |
| Balance. (2) |
| a. Balance | 7984.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 715765.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6699220057 |
| 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. | 694249.600000000000 |
| Schedule of Portfolio Investments Record: 114 |
| a. Name of issuer (if any). | Revance Therapeutics Inc |
| b. LEI (if any) of issuer. (1) | 549300N33TFDZHS81H11 |
| c. Title of the issue or description of the investment. | Revance Therapeutics Inc |
| d. CUSIP (if any). | 761330109 |
| At least one of the following other identifiers: |
| - ISIN | US7613301099 |
| - Ticker (if ISIN is not available). | RVNC |
| Balance. (2) |
| a. Balance | 18958.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 261999.560000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2452189246 |
| 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: 115 |
| a. Name of issuer (if any). | Roku Inc |
| b. LEI (if any) of issuer. (1) | 549300KR6ITU0YIR1T71 |
| c. Title of the issue or description of the investment. | Roku Inc |
| d. CUSIP (if any). | 77543R102 |
| At least one of the following other identifiers: |
| - ISIN | US77543R1023 |
| - Ticker (if ISIN is not available). | ROKU |
| Balance. (2) |
| a. Balance | 13667.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1122607.380000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.0507062475 |
| 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. | 1053281.220000000000 |
| Schedule of Portfolio Investments Record: 116 |
| a. Name of issuer (if any). | Rollins Inc |
| b. LEI (if any) of issuer. (1) | 549300F2A0BXT4SGWD84 |
| c. Title of the issue or description of the investment. | Rollins Inc |
| d. CUSIP (if any). | 775711104 |
| At least one of the following other identifiers: |
| - ISIN | US7757111049 |
| - Ticker (if ISIN is not available). | ROL |
| Balance. (2) |
| a. Balance | 23563.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 822819.960000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7701197123 |
| 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. | 798131.520000000000 |
| Schedule of Portfolio Investments Record: 117 |
| a. Name of issuer (if any). | Roper Technologies Inc |
| b. LEI (if any) of issuer. (1) | 54930003T4SXCIWVXY35 |
| c. Title of the issue or description of the investment. | Roper Technologies Inc |
| d. CUSIP (if any). | 776696106 |
| At least one of the following other identifiers: |
| - ISIN | US7766961061 |
| - Ticker (if ISIN is not available). | ROP |
| Balance. (2) |
| a. Balance | 1682.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 663801.300000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6212859326 |
| 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: 118 |
| a. Name of issuer (if any). | Ryder System Inc |
| b. LEI (if any) of issuer. (1) | ZXJ6Y2OSPZXIVGRILD15 |
| c. Title of the issue or description of the investment. | Ryder System Inc |
| d. CUSIP (if any). | 783549108 |
| At least one of the following other identifiers: |
| - ISIN | US7835491082 |
| - Ticker (if ISIN is not available). | R |
| Balance. (2) |
| a. Balance | 9013.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 640463.780000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5994431418 |
| 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: 119 |
| a. Name of issuer (if any). | Ryman Hospitality Properties I |
| b. LEI (if any) of issuer. (1) | 529900GCCWW9SRMPJR11 |
| c. Title of the issue or description of the investment. | Ryman Hospitality Properties Inc |
| d. CUSIP (if any). | 78377T107 |
| At least one of the following other identifiers: |
| - ISIN | US78377T1079 |
| - Ticker (if ISIN is not available). | RHP |
| Balance. (2) |
| a. Balance | 10619.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 807362.570000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7556523424 |
| 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: 120 |
| a. Name of issuer (if any). | Shoals Technologies Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Shoals Technologies Group Inc |
| d. CUSIP (if any). | 82489W107 |
| At least one of the following other identifiers: |
| - ISIN | US82489W1071 |
| - Ticker (if ISIN is not available). | SHLS |
| Balance. (2) |
| a. Balance | 28435.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 468608.800000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4385951870 |
| 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. | 454534.880000000000 |
| Schedule of Portfolio Investments Record: 121 |
| a. Name of issuer (if any). | Snowflake Inc |
| b. LEI (if any) of issuer. (1) | 254900CJNSY1K7T53Z16 |
| c. Title of the issue or description of the investment. | Snowflake Inc |
| d. CUSIP (if any). | 833445109 |
| At least one of the following other identifiers: |
| - ISIN | US8334451098 |
| - Ticker (if ISIN is not available). | SNOW |
| Balance. (2) |
| a. Balance | 6594.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 916961.640000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8582317745 |
| 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. | 889427.760000000000 |
| Schedule of Portfolio Investments Record: 122 |
| 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 | 29178.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 299074.500000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2799192765 |
| 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. | 290095.500000000000 |
| Schedule of Portfolio Investments Record: 123 |
| a. Name of issuer (if any). | Sonoco Products Co |
| b. LEI (if any) of issuer. (1) | GKOMIK4RDJGHEF0VNP11 |
| c. Title of the issue or description of the investment. | Sonoco Products Co |
| d. CUSIP (if any). | 835495102 |
| At least one of the following other identifiers: |
| - ISIN | US8354951027 |
| - Ticker (if ISIN is not available). | SON |
| Balance. (2) |
| a. Balance | 11245.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 641414.800000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6003332506 |
| 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: 124 |
| a. Name of issuer (if any). | Spirit Airlines Inc |
| b. LEI (if any) of issuer. (1) | 549300DCAFIXFNFR3304 |
| c. Title of the issue or description of the investment. | Spirit Airlines Inc |
| d. CUSIP (if any). | 848577102 |
| At least one of the following other identifiers: |
| - ISIN | US8485771021 |
| - Ticker (if ISIN is not available). | SAVE |
| Balance. (2) |
| a. Balance | 65422.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1559660.480000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.4597668245 |
| 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: 125 |
| a. Name of issuer (if any). | SpringWorks Therapeutics Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | SpringWorks Therapeutics Inc |
| d. CUSIP (if any). | 85205L107 |
| At least one of the following other identifiers: |
| - ISIN | US85205L1070 |
| - Ticker (if ISIN is not available). | SWTX |
| Balance. (2) |
| a. Balance | 15681.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 386066.220000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3613393218 |
| 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. | 184650.000000000000 |
| Schedule of Portfolio Investments Record: 126 |
| a. Name of issuer (if any). | STAAR Surgical Co |
| b. LEI (if any) of issuer. (1) | 5299006LRHI7OJ8BY308 |
| c. Title of the issue or description of the investment. | STAAR Surgical Co |
| d. CUSIP (if any). | 852312305 |
| At least one of the following other identifiers: |
| - ISIN | US8523123052 |
| - Ticker (if ISIN is not available). | STAA |
| Balance. (2) |
| a. Balance | 18857.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1337527.010000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.2518606332 |
| 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. | 107033.370000000000 |
| Schedule of Portfolio Investments Record: 127 |
| a. Name of issuer (if any). | SunPower Corp |
| b. LEI (if any) of issuer. (1) | 549300TXO070764WUH65 |
| c. Title of the issue or description of the investment. | SunPower Corp |
| d. CUSIP (if any). | 867652406 |
| At least one of the following other identifiers: |
| - ISIN | US8676524064 |
| - Ticker (if ISIN is not available). | SPWR |
| Balance. (2) |
| a. Balance | 39107.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 618281.670000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5786817590 |
| 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. | 599720.730000000000 |
| Schedule of Portfolio Investments Record: 128 |
| a. Name of issuer (if any). | Take-Two Interactive Software |
| b. LEI (if any) of issuer. (1) | BOMSTHHJK882EWYX3334 |
| c. Title of the issue or description of the investment. | Take-Two Interactive Software Inc |
| d. CUSIP (if any). | 874054109 |
| At least one of the following other identifiers: |
| - ISIN | US8740541094 |
| - Ticker (if ISIN is not available). | TTWO |
| Balance. (2) |
| a. Balance | 14151.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1733922.030000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.6228672125 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 129 |
| a. Name of issuer (if any). | Teladoc Health Inc |
| b. LEI (if any) of issuer. (1) | 549300I2PVFBC9MFAC61 |
| c. Title of the issue or description of the investment. | Teladoc Health Inc |
| d. CUSIP (if any). | 87918A105 |
| At least one of the following other identifiers: |
| - ISIN | US87918A1051 |
| - Ticker (if ISIN is not available). | TDOC |
| Balance. (2) |
| a. Balance | 37820.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1256002.200000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.1755573515 |
| 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. | 21652.920000000000 |
| Schedule of Portfolio Investments Record: 130 |
| 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 | 20452.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 928725.320000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8692420104 |
| 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. | 900843.580000000000 |
| Schedule of Portfolio Investments Record: 131 |
| a. Name of issuer (if any). | Tootsie Roll Industries Inc |
| b. LEI (if any) of issuer. (1) | 529900SBKOV9XX4M4Q35 |
| c. Title of the issue or description of the investment. | Tootsie Roll Industries Inc |
| d. CUSIP (if any). | 890516107 |
| At least one of the following other identifiers: |
| - ISIN | US8905161076 |
| - Ticker (if ISIN is not available). | TR |
| Balance. (2) |
| a. Balance | 5912.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 208989.200000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1956037899 |
| 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: 132 |
| a. Name of issuer (if any). | Tractor Supply Co |
| b. LEI (if any) of issuer. (1) | 549300OJ9VZHZRO6I137 |
| c. Title of the issue or description of the investment. | Tractor Supply Co |
| d. CUSIP (if any). | 892356106 |
| At least one of the following other identifiers: |
| - ISIN | US8923561067 |
| - Ticker (if ISIN is not available). | TSCO |
| Balance. (2) |
| a. Balance | 5997.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1162518.450000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.0880610799 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 133 |
| a. Name of issuer (if any). | TriNet Group Inc |
| b. LEI (if any) of issuer. (1) | 5299003FJVBETSFKE990 |
| c. Title of the issue or description of the investment. | TriNet Group Inc |
| d. CUSIP (if any). | 896288107 |
| At least one of the following other identifiers: |
| - ISIN | US8962881079 |
| - Ticker (if ISIN is not available). | TNET |
| Balance. (2) |
| a. Balance | 3909.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 303416.580000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2839832535 |
| 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: 134 |
| a. Name of issuer (if any). | TuSimple Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | TuSimple Holdings Inc |
| d. CUSIP (if any). | 90089L108 |
| At least one of the following other identifiers: |
| - ISIN | US90089L1089 |
| - Ticker (if ISIN is not available). | TSP |
| Balance. (2) |
| a. Balance | 123690.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 894278.700000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8370016390 |
| 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. | 205230.780000000000 |
| Schedule of Portfolio Investments Record: 135 |
| a. Name of issuer (if any). | 2U Inc |
| b. LEI (if any) of issuer. (1) | 5493008RVTXVR43PYF84 |
| c. Title of the issue or description of the investment. | 2U Inc |
| d. CUSIP (if any). | 90214J101 |
| At least one of the following other identifiers: |
| - ISIN | US90214J1016 |
| - Ticker (if ISIN is not available). | TWOU |
| Balance. (2) |
| a. Balance | 35900.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 375873.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3517989605 |
| 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: 136 |
| a. Name of issuer (if any). | Ultragenyx Pharmaceutical Inc |
| b. LEI (if any) of issuer. (1) | 529900EV44GVDN1DCX77 |
| c. Title of the issue or description of the investment. | Ultragenyx Pharmaceutical Inc |
| d. CUSIP (if any). | 90400D108 |
| At least one of the following other identifiers: |
| - ISIN | US90400D1081 |
| - Ticker (if ISIN is not available). | RARE |
| Balance. (2) |
| a. Balance | 11142.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 664731.720000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6221567607 |
| 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: 137 |
| a. Name of issuer (if any). | Umpqua Holdings Corp |
| b. LEI (if any) of issuer. (1) | 5299002ENJ7CY215BW86 |
| c. Title of the issue or description of the investment. | Umpqua Holdings Corp |
| d. CUSIP (if any). | 904214103 |
| At least one of the following other identifiers: |
| - ISIN | US9042141039 |
| - Ticker (if ISIN is not available). | UMPQ |
| Balance. (2) |
| a. Balance | 35582.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 596710.140000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5584918496 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 138 |
| a. Name of issuer (if any). | Under Armour Inc |
| b. LEI (if any) of issuer. (1) | 549300D4549QKWETZ406 |
| c. Title of the issue or description of the investment. | Under Armour Inc |
| d. CUSIP (if any). | 904311206 |
| At least one of the following other identifiers: |
| - ISIN | US9043112062 |
| - Ticker (if ISIN is not available). | UA |
| Balance. (2) |
| a. Balance | 103009.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 780808.220000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7307987543 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 139 |
| a. Name of issuer (if any). | Unity Software Inc |
| b. LEI (if any) of issuer. (1) | 549300D1ESJMGNQNG432 |
| c. Title of the issue or description of the investment. | Unity Software Inc |
| d. CUSIP (if any). | 91332U101 |
| At least one of the following other identifiers: |
| - ISIN | US91332U1016 |
| - Ticker (if ISIN is not available). | U |
| Balance. (2) |
| a. Balance | 19182.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 706281.240000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6610451032 |
| 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. | 685072.920000000000 |
| Schedule of Portfolio Investments Record: 140 |
| a. Name of issuer (if any). | Verra Mobility Corp |
| b. LEI (if any) of issuer. (1) | 549300XX5EKGLR0M4152 |
| c. Title of the issue or description of the investment. | Verra Mobility Corp |
| d. CUSIP (if any). | 92511U102 |
| At least one of the following other identifiers: |
| - ISIN | US92511U1025 |
| - Ticker (if ISIN is not available). | VRRM |
| Balance. (2) |
| a. Balance | 15932.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 250291.720000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2342609523 |
| 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: 141 |
| a. Name of issuer (if any). | Vertex Pharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | 54930015RAQRRZ5ZGJ91 |
| c. Title of the issue or description of the investment. | Vertex Pharmaceuticals Inc |
| d. CUSIP (if any). | 92532F100 |
| At least one of the following other identifiers: |
| - ISIN | US92532F1003 |
| - Ticker (if ISIN is not available). | VRTX |
| Balance. (2) |
| a. Balance | 3709.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1045159.110000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.9782184101 |
| 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: 142 |
| a. Name of issuer (if any). | Walgreens Boots Alliance Inc |
| b. LEI (if any) of issuer. (1) | 549300RPTUOIXG4LIH86 |
| c. Title of the issue or description of the investment. | Walgreens Boots Alliance Inc |
| d. CUSIP (if any). | 931427108 |
| At least one of the following other identifiers: |
| - ISIN | US9314271084 |
| - Ticker (if ISIN is not available). | WBA |
| Balance. (2) |
| a. Balance | 14284.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 541363.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5066901633 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 143 |
| a. Name of issuer (if any). | Waste Connections Inc |
| b. LEI (if any) of issuer. (1) | 549300HDLRTPBQU69P29 |
| c. Title of the issue or description of the investment. | Waste Connections Inc |
| d. CUSIP (if any). | 94106B101 |
| At least one of the following other identifiers: |
| - ISIN | CA94106B1013 |
| - Ticker (if ISIN is not available). | WCN |
| Balance. (2) |
| a. Balance | 9395.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1164604.200000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.0900132411 |
| 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: 144 |
| a. Name of issuer (if any). | WEX Inc |
| b. LEI (if any) of issuer. (1) | T9M5IGROL1TL1G5OV478 |
| c. Title of the issue or description of the investment. | WEX Inc |
| d. CUSIP (if any). | 96208T104 |
| At least one of the following other identifiers: |
| - ISIN | US96208T1043 |
| - Ticker (if ISIN is not available). | WEX |
| Balance. (2) |
| a. Balance | 4810.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 748243.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7003198439 |
| 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: 145 |
| a. Name of issuer (if any). | Workiva Inc |
| b. LEI (if any) of issuer. (1) | 529900RTOQ8GRWHY1O58 |
| c. Title of the issue or description of the investment. | Workiva Inc |
| d. CUSIP (if any). | 98139A105 |
| At least one of the following other identifiers: |
| - ISIN | US98139A1051 |
| - Ticker (if ISIN is not available). | WK |
| Balance. (2) |
| a. Balance | 10785.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 711702.150000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6661188129 |
| 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: 146 |
| a. Name of issuer (if any). | XPEL Inc |
| b. LEI (if any) of issuer. (1) | 549300KWSE3IGXLJNW66 |
| c. Title of the issue or description of the investment. | XPEL Inc |
| d. CUSIP (if any). | 98379L100 |
| At least one of the following other identifiers: |
| - ISIN | US98379L1008 |
| - Ticker (if ISIN is not available). | XPEL |
| Balance. (2) |
| a. Balance | 7203.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 330833.790000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3096444369 |
| 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: 147 |
| a. Name of issuer (if any). | Xperi Holding Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Xperi Holding Corp |
| d. CUSIP (if any). | 98390M103 |
| At least one of the following other identifiers: |
| - ISIN | US98390M1036 |
| - Ticker (if ISIN is not available). | XPER |
| Balance. (2) |
| a. Balance | 4674.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 67445.820000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0631260276 |
| 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: 148 |
| 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 | 4567.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 682812.170000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6390791880 |
| 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. | 662179.790000000000 |
| Schedule of Portfolio Investments Record: 149 |
| a. Name of issuer (if any). | Zuora Inc |
| b. LEI (if any) of issuer. (1) | 549300ISVGC1YZWQJ420 |
| c. Title of the issue or description of the investment. | Zuora Inc |
| d. CUSIP (if any). | 98983V106 |
| At least one of the following other identifiers: |
| - ISIN | US98983V1061 |
| - Ticker (if ISIN is not available). | ZUO |
| Balance. (2) |
| a. Balance | 53647.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 480140.650000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4493884412 |
| 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: 150 |
| 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 | 27424164.010000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 27424164.010000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 25.6676919909 |
| 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. | 27424164.010000000000 |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 151 |
| a. Name of issuer (if any). | Adient PLC |
| b. LEI (if any) of issuer. (1) | 5493002QLDY8O75RTR78 |
| c. Title of the issue or description of the investment. | Adient PLC |
| d. CUSIP (if any). | G0084W101 |
| At least one of the following other identifiers: |
| - ISIN | IE00BD845X29 |
| - Ticker (if ISIN is not available). | ADNT |
| Balance. (2) |
| a. Balance | 17027.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 504510.010000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4721969843 |
| 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: 152 |
| a. Name of issuer (if any). | Argo Group International Holdi |
| b. LEI (if any) of issuer. (1) | 549300M4T8Y5TTWI6O03 |
| c. Title of the issue or description of the investment. | Argo Group International Holdings Ltd |
| d. CUSIP (if any). | G0464B107 |
| At least one of the following other identifiers: |
| - ISIN | BMG0464B1072 |
| - Ticker (if ISIN is not available). | ARGO |
| Balance. (2) |
| a. Balance | 4030.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 148545.800000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1390316890 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
BERMUDA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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: 153 |
| a. Name of issuer (if any). | Assured Guaranty Ltd |
| b. LEI (if any) of issuer. (1) | 549300BBOQUJEPH87M14 |
| c. Title of the issue or description of the investment. | Assured Guaranty Ltd |
| d. CUSIP (if any). | G0585R106 |
| At least one of the following other identifiers: |
| - ISIN | BMG0585R1060 |
| - Ticker (if ISIN is not available). | AGO |
| Balance. (2) |
| a. Balance | 8717.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 486321.430000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4551733526 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
BERMUDA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. 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: 154 |
| a. Name of issuer (if any). | Eaton Corp PLC |
| b. LEI (if any) of issuer. (1) | 549300VDIGTMXUNT7H71 |
| c. Title of the issue or description of the investment. | Eaton Corp PLC |
| d. CUSIP (if any). | G29183103 |
| At least one of the following other identifiers: |
| - ISIN | IE00B8KQN827 |
| - Ticker (if ISIN is not available). | ETN |
| Balance. (2) |
| a. Balance | 5740.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 723182.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6768639592 |
| 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: 155 |
| a. Name of issuer (if any). | Genpact Ltd |
| b. LEI (if any) of issuer. (1) | 529900OSEC6Q0L4L5B35 |
| c. Title of the issue or description of the investment. | Genpact Ltd |
| d. CUSIP (if any). | G3922B107 |
| At least one of the following other identifiers: |
| - ISIN | BMG3922B1072 |
| - Ticker (if ISIN is not available). | G |
| Balance. (2) |
| a. Balance | 18550.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 785778.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7354502281 |
| 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: 156 |
| a. Name of issuer (if any). | Herbalife Nutrition Ltd |
| b. LEI (if any) of issuer. (1) | 549300BA7TYPBSZZIA41 |
| c. Title of the issue or description of the investment. | Herbalife Nutrition Ltd |
| d. CUSIP (if any). | G4412G101 |
| At least one of the following other identifiers: |
| - ISIN | KYG4412G1010 |
| - Ticker (if ISIN is not available). | HLF |
| Balance. (2) |
| a. Balance | 57792.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1181846.400000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.1061511069 |
| 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: 157 |
| a. Name of issuer (if any). | Lazard Ltd |
| b. LEI (if any) of issuer. (1) | 254900RIBCDJSUFG1A11 |
| c. Title of the issue or description of the investment. | Lazard Ltd |
| d. CUSIP (if any). | G54050102 |
| At least one of the following other identifiers: |
| - ISIN | BMG540501027 |
| - Ticker (if ISIN is not available). | LAZ |
| Balance. (2) |
| a. Balance | 15801.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 512110.410000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4793105914 |
| 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: 158 |
| a. Name of issuer (if any). | Prothena Corp PLC |
| b. LEI (if any) of issuer. (1) | 5299009ZXQ8NIIJ8OL30 |
| c. Title of the issue or description of the investment. | Prothena Corp PLC |
| d. CUSIP (if any). | G72800108 |
| At least one of the following other identifiers: |
| - ISIN | IE00B91XRN20 |
| - Ticker (if ISIN is not available). | PRTA |
| Balance. (2) |
| a. Balance | 24869.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 675193.350000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6319483407 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
IRELAND
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 159 |
| a. Name of issuer (if any). | White Mountains Insurance Grou |
| b. LEI (if any) of issuer. (1) | 549300N3FL068JERBG02 |
| c. Title of the issue or description of the investment. | White Mountains Insurance Group Ltd |
| d. CUSIP (if any). | G9618E107 |
| At least one of the following other identifiers: |
| - ISIN | BMG9618E1075 |
| - Ticker (if ISIN is not available). | WTM |
| Balance. (2) |
| a. Balance | 282.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 351408.660000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3289015207 |
| 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: 160 |
| a. Name of issuer (if any). | Teekay Tankers Ltd |
| b. LEI (if any) of issuer. (1) | 549300DE8ZAIYS2T6Q22 |
| c. Title of the issue or description of the investment. | Teekay Tankers Ltd |
| d. CUSIP (if any). | Y8565N300 |
| At least one of the following other identifiers: |
| - ISIN | MHY8565N3002 |
| - Ticker (if ISIN is not available). | TNK |
| Balance. (2) |
| a. Balance | 22336.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 393783.680000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3685624913 |
| 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 |
| 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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