We could not find any results for:
Make sure your spelling is correct or try broadening your search.
Register for real-time alerts, custom portfolio, and market movers
| 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 | |
|---|---|---|---|---|---|---|---|---|
| -0.1599 | -1.38% | 11.4501 | 11.86 | 11.4301 | 11.70 | 3,399,301 | 00:51:20 |
|
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. | 2023-09-30 |
| b. Date as of which information is reported. | 2023-03-31 |
| 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. | 128254884.080000000000 |
| b. Total liabilities. | 16682727.260000000000 |
| c. Net assets. | 111572156.820000000000 |
| 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 | WELLS FARGO SECURITIES, LLC | VYVVCKR63DVZZN70PB21 | 2114265.020000000000 |
| #2 | MIZUHO SECURITIES USA, LLC | 7TK5RJIZDFROZCA6XF66 | 4673.200000000000 |
| #3 | BMO CAPITAL MARKETS CORP | RUC0QBLBRPRCU4W1NE59 | 913872.460000000000 |
| #4 | GOLDMAN, SACHS & CO | FOR8UP27PHTHYVLBNG30 | 500710.860000000000 |
| #5 | MORGAN STANLEY & CO, LLC | 9R7GPTSO7KV3UQJZQ078 | 3635393.370000000000 |
| #6 | CITIGROUP GLOBAL MARKETS, INC | MBNUM2BPBDO7JBLYG310 | 699500.000000000000 |
| #7 | TD PRIME SERVICES, LLC | 549300ZBQI1JB1844X09 | 484820.380000000000 |
| #8 | BARCLAYS CAPITAL, INC | AC28XWWI3WIBK2824319 | 3525892.760000000000 |
| #9 | RAYMOND JAMES & ASSOCIATES, INC | U4ONQX15J3RO8XCKE979 | 524447.860000000000 |
| #10 | BNP PARIBAS SECURITIES CORP | RCNB6OTYUAMMP879YW96 | 384651.300000000000 |
| #11 | JANNEY MONTGOMERY SCOTT, LLC | 549300QQRY1JCFQHYS08 | 700334.000000000000 |
| #12 | COWEN AND COMPANY, LLC | 549300WR155U7DVMIW58 | 2112302.000000000000 |
| #13 | BOFA SECURITIES, INC | 549300HN4UKV1E2R3U73 | 3530.500000000000 |
| #14 | RBC DOMINION SECURITIES, INC | 549300QJJX6CVVUXLE15 | 581885.840000000000 |
| 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 | 12.800000000000 | -5.260000000000 | -3.990000000000 | 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 | 2859982.750000000000 | 8888227.740000000000 |
| Month 2 | 400768.210000000000 | -7467356.060000000000 |
| Month 3 | -12149511.250000000000 | 7160261.260000000000 |
| 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 | -1496367.500000000000 |
| Month 2 | 22808030.000000000000 | .000000000000 | .000000000000 |
| Month 3 | .000000000000 | .000000000000 | -2869265.000000000000 |
| 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). | AMC Entertainment Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300ZO77UNR6NRBR11 |
| c. Title of the issue or description of the investment. | AMC Entertainment Holdings Inc |
| d. CUSIP (if any). | 00165C104 |
| At least one of the following other identifiers: |
| - ISIN | US00165C1045 |
| - Ticker (if ISIN is not available). | AMC |
| Balance. (2) |
| a. Balance | 228414.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1144354.140000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.0256628290 |
| 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: 2 |
| a. Name of issuer (if any). | Advanced Drainage Systems Inc |
| b. LEI (if any) of issuer. (1) | 6QQTOZ5MF5DHM7K92I60 |
| c. Title of the issue or description of the investment. | Advanced Drainage Systems Inc |
| d. CUSIP (if any). | 00790R104 |
| At least one of the following other identifiers: |
| - ISIN | US00790R1041 |
| - Ticker (if ISIN is not available). | WMS |
| Balance. (2) |
| a. Balance | 2546.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 214398.660000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1921614371 |
| 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: 3 |
| a. Name of issuer (if any). | Affirm Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Affirm Holdings Inc |
| d. CUSIP (if any). | 00827B106 |
| At least one of the following other identifiers: |
| - ISIN | US00827B1061 |
| - Ticker (if ISIN is not available). | AFRM |
| Balance. (2) |
| a. Balance | 500000.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5635000.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 5.0505432185 |
| 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). | Air Products and Chemicals Inc |
| b. LEI (if any) of issuer. (1) | 7QEON6Y1RL5XR3R1W237 |
| c. Title of the issue or description of the investment. | Air Products and Chemicals Inc |
| d. CUSIP (if any). | 009158106 |
| At least one of the following other identifiers: |
| - ISIN | US0091581068 |
| - Ticker (if ISIN is not available). | APD |
| Balance. (2) |
| a. Balance | 10759.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3090092.390000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.7695909787 |
| 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). | Albertsons Cos Inc |
| b. LEI (if any) of issuer. (1) | 549300YKWOC0AOR16R51 |
| c. Title of the issue or description of the investment. | Albertsons Cos Inc |
| d. CUSIP (if any). | 013091103 |
| At least one of the following other identifiers: |
| - ISIN | US0130911037 |
| - Ticker (if ISIN is not available). | ACI |
| Balance. (2) |
| a. Balance | 15441.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 320863.980000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2875842765 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 6 |
| a. Name of issuer (if any). | Alpha Metallurgical Resources |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Alpha Metallurgical Resources Inc |
| d. CUSIP (if any). | 020764106 |
| At least one of the following other identifiers: |
| - ISIN | US0207641061 |
| - Ticker (if ISIN is not available). | AMR |
| Balance. (2) |
| a. Balance | 5767.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 899652.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.8063409596 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 7 |
| a. Name of issuer (if any). | Ameresco Inc |
| b. LEI (if any) of issuer. (1) | 529900NZXZGBCBXYY327 |
| c. Title of the issue or description of the investment. | Ameresco Inc |
| d. CUSIP (if any). | 02361E108 |
| At least one of the following other identifiers: |
| - ISIN | US02361E1082 |
| - Ticker (if ISIN is not available). | AMRC |
| Balance. (2) |
| a. Balance | 5919.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 291333.180000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2611163827 |
| 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). | American Equity Investment Lif |
| b. LEI (if any) of issuer. (1) | 549300RK5RZQ740FPL83 |
| c. Title of the issue or description of the investment. | American Equity Investment Life Holding Co |
| d. CUSIP (if any). | 025676206 |
| At least one of the following other identifiers: |
| - ISIN | US0256762065 |
| - Ticker (if ISIN is not available). | AEL |
| Balance. (2) |
| a. Balance | 8108.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 295860.920000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2651745099 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 9 |
| a. Name of issuer (if any). | APA Corp |
| b. LEI (if any) of issuer. (1) | 549300VCIWLRHYVSHC79 |
| c. Title of the issue or description of the investment. | APA Corp |
| d. CUSIP (if any). | 03743Q108 |
| At least one of the following other identifiers: |
| - ISIN | US03743Q1085 |
| - Ticker (if ISIN is not available). | APA |
| Balance. (2) |
| a. Balance | 34058.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1228131.480000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.1007508638 |
| 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. | 1191278.160000000000 |
| Schedule of Portfolio Investments Record: 10 |
| a. Name of issuer (if any). | AppLovin Corp |
| b. LEI (if any) of issuer. (1) | 549300LLVXMUAOL3SQ07 |
| c. Title of the issue or description of the investment. | AppLovin Corp |
| d. CUSIP (if any). | 03831W108 |
| At least one of the following other identifiers: |
| - ISIN | US03831W1080 |
| - Ticker (if ISIN is not available). | APP |
| Balance. (2) |
| a. Balance | 20906.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 329269.500000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2951179841 |
| 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. | 25200.000000000000 |
| Schedule of Portfolio Investments Record: 11 |
| a. Name of issuer (if any). | ArcBest Corp |
| b. LEI (if any) of issuer. (1) | 5493006S3KBNE8ZS3J23 |
| c. Title of the issue or description of the investment. | ArcBest Corp |
| d. CUSIP (if any). | 03937C105 |
| At least one of the following other identifiers: |
| - ISIN | US03937C1053 |
| - Ticker (if ISIN is not available). | ARCB |
| Balance. (2) |
| a. Balance | 2011.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 185856.620000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1665797501 |
| 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). | Arcus Biosciences Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Arcus Biosciences Inc |
| d. CUSIP (if any). | 03969F109 |
| At least one of the following other identifiers: |
| - ISIN | US03969F1093 |
| - Ticker (if ISIN is not available). | RCUS |
| Balance. (2) |
| a. Balance | 14168.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 258424.320000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2316207980 |
| 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: 13 |
| a. Name of issuer (if any). | ARMOUR Residential REIT Inc |
| b. LEI (if any) of issuer. (1) | 549300K0WA0EJUX74V72 |
| c. Title of the issue or description of the investment. | ARMOUR Residential REIT Inc |
| d. CUSIP (if any). | 042315507 |
| At least one of the following other identifiers: |
| - ISIN | US0423155078 |
| - Ticker (if ISIN is not available). | ARR |
| Balance. (2) |
| a. Balance | 59004.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 309771.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2776418497 |
| 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. | 1842.750000000000 |
| Schedule of Portfolio Investments Record: 14 |
| a. Name of issuer (if any). | Array Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300JM5FECYJQ85V37 |
| c. Title of the issue or description of the investment. | Array Technologies Inc |
| d. CUSIP (if any). | 04271T100 |
| At least one of the following other identifiers: |
| - ISIN | US04271T1007 |
| - Ticker (if ISIN is not available). | ARRY |
| Balance. (2) |
| a. Balance | 32109.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 702544.920000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6296776364 |
| 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). | Avis Budget Group Inc |
| b. LEI (if any) of issuer. (1) | 529900E95812SYWMCE44 |
| c. Title of the issue or description of the investment. | Avis Budget Group Inc |
| d. CUSIP (if any). | 053774105 |
| At least one of the following other identifiers: |
| - ISIN | US0537741052 |
| - Ticker (if ISIN is not available). | CAR |
| Balance. (2) |
| a. Balance | 3489.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 679657.200000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6091638088 |
| 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. | 974.000000000000 |
| Schedule of Portfolio Investments Record: 16 |
| a. Name of issuer (if any). | BankUnited Inc |
| b. LEI (if any) of issuer. (1) | 96OVUWEW5D4YX6PFXD91 |
| c. Title of the issue or description of the investment. | BankUnited Inc |
| d. CUSIP (if any). | 06652K103 |
| At least one of the following other identifiers: |
| - ISIN | US06652K1034 |
| - Ticker (if ISIN is not available). | BKU |
| Balance. (2) |
| a. Balance | 18967.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 428274.860000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3838546033 |
| 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: 17 |
| a. Name of issuer (if any). | Baxter International Inc |
| b. LEI (if any) of issuer. (1) | J5OIVXX3P24RJRW5CK77 |
| c. Title of the issue or description of the investment. | Baxter International Inc |
| d. CUSIP (if any). | 071813109 |
| At least one of the following other identifiers: |
| - ISIN | US0718131099 |
| - Ticker (if ISIN is not available). | BAX |
| Balance. (2) |
| a. Balance | 2823.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 114500.880000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1026249588 |
| 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). | BellRing Brands Inc |
| b. LEI (if any) of issuer. (1) | 549300S3BOK5CMTS8054 |
| c. Title of the issue or description of the investment. | BellRing Brands Inc |
| d. CUSIP (if any). | 07831C103 |
| At least one of the following other identifiers: |
| - ISIN | US07831C1036 |
| - Ticker (if ISIN is not available). | BRBR |
| Balance. (2) |
| a. Balance | 7681.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 261154.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2340673582 |
| 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: 19 |
| a. Name of issuer (if any). | Beyond Meat Inc |
| b. LEI (if any) of issuer. (1) | 549300XQ946NCE51DR09 |
| c. Title of the issue or description of the investment. | Beyond Meat Inc |
| d. CUSIP (if any). | 08862E109 |
| At least one of the following other identifiers: |
| - ISIN | US08862E1091 |
| - Ticker (if ISIN is not available). | BYND |
| Balance. (2) |
| a. Balance | 29186.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 473688.780000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4245582352 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 20 |
| a. Name of issuer (if any). | BioCryst Pharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | 549300Z0INP1Z5NP6J59 |
| c. Title of the issue or description of the investment. | BioCryst Pharmaceuticals Inc |
| d. CUSIP (if any). | 09058V103 |
| At least one of the following other identifiers: |
| - ISIN | US09058V1035 |
| - Ticker (if ISIN is not available). | BCRX |
| Balance. (2) |
| a. Balance | 68556.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 571757.040000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5124549496 |
| 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). | 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 | 10750.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 214247.500000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1920259553 |
| 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). | 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 | 2069.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 680080.300000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6095430252 |
| 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: 23 |
| a. Name of issuer (if any). | Bridgebio Pharma Inc |
| b. LEI (if any) of issuer. (1) | 54930028YG89VTY2J114 |
| c. Title of the issue or description of the investment. | Bridgebio Pharma Inc |
| d. CUSIP (if any). | 10806X102 |
| At least one of the following other identifiers: |
| - ISIN | US10806X1028 |
| - Ticker (if ISIN is not available). | BBIO |
| Balance. (2) |
| a. Balance | 13686.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 226913.880000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2033785906 |
| 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). | Brink's Co/The |
| b. LEI (if any) of issuer. (1) | XFP140TFNOQMIVFTVQ13 |
| c. Title of the issue or description of the investment. | Brink's Co/The |
| d. CUSIP (if any). | 109696104 |
| At least one of the following other identifiers: |
| - ISIN | US1096961040 |
| - Ticker (if ISIN is not available). | BCO |
| Balance. (2) |
| a. Balance | 4336.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 289644.800000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2596031199 |
| 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). | Broadridge Financial Solutions |
| b. LEI (if any) of issuer. (1) | 549300KZDJZQ2YIHRC28 |
| c. Title of the issue or description of the investment. | Broadridge Financial Solutions Inc |
| d. CUSIP (if any). | 11133T103 |
| At least one of the following other identifiers: |
| - ISIN | US11133T1034 |
| - Ticker (if ISIN is not available). | BR |
| Balance. (2) |
| a. Balance | 2924.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 428570.680000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3841197412 |
| 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: 26 |
| a. Name of issuer (if any). | Azenta Inc |
| b. LEI (if any) of issuer. (1) | 35ZN6X1ANPH25YN32Y17 |
| c. Title of the issue or description of the investment. | Azenta Inc |
| d. CUSIP (if any). | 114340102 |
| At least one of the following other identifiers: |
| - ISIN | US1143401024 |
| - Ticker (if ISIN is not available). | AZTA |
| Balance. (2) |
| a. Balance | 2983.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 133101.460000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1192963046 |
| 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). | Bruker Corp |
| b. LEI (if any) of issuer. (1) | LEBZ6VLQ6I8XB1NHVY15 |
| c. Title of the issue or description of the investment. | Bruker Corp |
| d. CUSIP (if any). | 116794108 |
| At least one of the following other identifiers: |
| - ISIN | US1167941087 |
| - Ticker (if ISIN is not available). | BRKR |
| Balance. (2) |
| a. Balance | 1193.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 94056.120000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0843007097 |
| 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: 28 |
| a. Name of issuer (if any). | Builders FirstSource Inc |
| b. LEI (if any) of issuer. (1) | 549300W0SKP6L3H7DP63 |
| c. Title of the issue or description of the investment. | Builders FirstSource Inc |
| d. CUSIP (if any). | 12008R107 |
| At least one of the following other identifiers: |
| - ISIN | US12008R1077 |
| - Ticker (if ISIN is not available). | BLDR |
| Balance. (2) |
| a. Balance | 28547.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2534402.660000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.2715368531 |
| 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: 29 |
| 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 | 9025.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 302969.250000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2715455707 |
| 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. | 292159.710000000000 |
| Schedule of Portfolio Investments Record: 30 |
| a. Name of issuer (if any). | Cable One Inc |
| b. LEI (if any) of issuer. (1) | 549300648QS85T0XSH18 |
| c. Title of the issue or description of the investment. | Cable One Inc |
| d. CUSIP (if any). | 12685J105 |
| At least one of the following other identifiers: |
| - ISIN | US12685J1051 |
| - Ticker (if ISIN is not available). | CABO |
| Balance. (2) |
| a. Balance | 546.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 383292.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3435373223 |
| 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). | Cactus Inc |
| b. LEI (if any) of issuer. (1) | 549300J3T8C9F8QFKV08 |
| c. Title of the issue or description of the investment. | Cactus Inc |
| d. CUSIP (if any). | 127203107 |
| At least one of the following other identifiers: |
| - ISIN | US1272031071 |
| - Ticker (if ISIN is not available). | WHD |
| Balance. (2) |
| a. Balance | 4486.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 184957.780000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1657741369 |
| 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). | Callon Petroleum Co |
| b. LEI (if any) of issuer. (1) | 549300EFOWPEB0WLZW21 |
| c. Title of the issue or description of the investment. | Callon Petroleum Co |
| d. CUSIP (if any). | 13123X508 |
| At least one of the following other identifiers: |
| - ISIN | US13123X5086 |
| - Ticker (if ISIN is not available). | CPE |
| Balance. (2) |
| a. Balance | 19054.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 637165.760000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5710795401 |
| 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). | Carvana Co |
| b. LEI (if any) of issuer. (1) | 5493003WEAK2PJ5WS063 |
| c. Title of the issue or description of the investment. | Carvana Co |
| d. CUSIP (if any). | 146869102 |
| At least one of the following other identifiers: |
| - ISIN | US1468691027 |
| - Ticker (if ISIN is not available). | CVNA |
| Balance. (2) |
| a. Balance | 154917.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1516637.430000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.3593332541 |
| 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. | 1467736.380000000000 |
| Schedule of Portfolio Investments Record: 34 |
| 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 | 37565.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 393305.550000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3525122765 |
| 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. | 381505.860000000000 |
| Schedule of Portfolio Investments Record: 35 |
| a. Name of issuer (if any). | Chart Industries Inc |
| b. LEI (if any) of issuer. (1) | EM7QGKC1GYOF3LSZSL80 |
| c. Title of the issue or description of the investment. | Chart Industries Inc |
| d. CUSIP (if any). | 16115Q308 |
| At least one of the following other identifiers: |
| - ISIN | US16115Q3083 |
| - Ticker (if ISIN is not available). | GTLS |
| Balance. (2) |
| a. Balance | 4636.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 581354.400000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5210568806 |
| 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). | Chimera Investment Corp |
| b. LEI (if any) of issuer. (1) | 2JBBQFJOL123LOUBE657 |
| c. Title of the issue or description of the investment. | Chimera Investment Corp |
| d. CUSIP (if any). | 16934Q208 |
| At least one of the following other identifiers: |
| - ISIN | US16934Q2084 |
| - Ticker (if ISIN is not available). | CIM |
| Balance. (2) |
| a. Balance | 72397.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 408319.080000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3659686177 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 37 |
| a. Name of issuer (if any). | Cinemark Holdings Inc |
| b. LEI (if any) of issuer. (1) | 549300LL2QMPTYIE0K55 |
| c. Title of the issue or description of the investment. | Cinemark Holdings Inc |
| d. CUSIP (if any). | 17243V102 |
| At least one of the following other identifiers: |
| - ISIN | US17243V1026 |
| - Ticker (if ISIN is not available). | CNK |
| Balance. (2) |
| a. Balance | 28758.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 425330.820000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3812159163 |
| 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). | Clearfield Inc |
| b. LEI (if any) of issuer. (1) | 529900M4S2OQ1ADPR537 |
| c. Title of the issue or description of the investment. | Clearfield Inc |
| d. CUSIP (if any). | 18482P103 |
| At least one of the following other identifiers: |
| - ISIN | US18482P1030 |
| - Ticker (if ISIN is not available). | CLFD |
| Balance. (2) |
| a. Balance | 1738.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 80956.040000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0725593574 |
| 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). | Cloudflare Inc |
| b. LEI (if any) of issuer. (1) | 5493007DY18BGNLDWU14 |
| c. Title of the issue or description of the investment. | Cloudflare Inc |
| d. CUSIP (if any). | 18915M107 |
| At least one of the following other identifiers: |
| - ISIN | US18915M1071 |
| - Ticker (if ISIN is not available). | NET |
| Balance. (2) |
| a. Balance | 5953.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 367061.980000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3289906644 |
| 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). | Coca-Cola Consolidated Inc |
| b. LEI (if any) of issuer. (1) | 57VG5X0E00X0QJU7CQ58 |
| c. Title of the issue or description of the investment. | Coca-Cola Consolidated Inc |
| d. CUSIP (if any). | 191098102 |
| At least one of the following other identifiers: |
| - ISIN | US1910981026 |
| - Ticker (if ISIN is not available). | COKE |
| Balance. (2) |
| a. Balance | 967.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 517422.360000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4637558104 |
| 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). | CONMED Corp |
| b. LEI (if any) of issuer. (1) | Z6C0YCECH9DCU5ZIQW84 |
| c. Title of the issue or description of the investment. | CONMED Corp |
| d. CUSIP (if any). | 207410101 |
| At least one of the following other identifiers: |
| - ISIN | US2074101013 |
| - Ticker (if ISIN is not available). | CNMD |
| Balance. (2) |
| a. Balance | 2293.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 238150.980000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2134501894 |
| 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). | CONSOL Energy Inc |
| b. LEI (if any) of issuer. (1) | 549300YJCTPJBTK7IJ81 |
| c. Title of the issue or description of the investment. | CONSOL Energy Inc |
| d. CUSIP (if any). | 20854L108 |
| At least one of the following other identifiers: |
| - ISIN | US20854L1089 |
| - Ticker (if ISIN is not available). | CEIX |
| Balance. (2) |
| a. Balance | 6603.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 384756.810000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3448502036 |
| 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. | 373161.080000000000 |
| Schedule of Portfolio Investments Record: 43 |
| 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 | 36319.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 438007.140000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3925774606 |
| 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. | 1013.040000000000 |
| Schedule of Portfolio Investments Record: 44 |
| a. Name of issuer (if any). | Cross Country Healthcare Inc |
| b. LEI (if any) of issuer. (1) | 54930037L0NBIPZ5S663 |
| c. Title of the issue or description of the investment. | Cross Country Healthcare Inc |
| d. CUSIP (if any). | 227483104 |
| At least one of the following other identifiers: |
| - ISIN | US2274831047 |
| - Ticker (if ISIN is not available). | CCRN |
| Balance. (2) |
| a. Balance | 3380.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 75441.600000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0676168698 |
| 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). | DXC Technology Co |
| b. LEI (if any) of issuer. (1) | 549300DOVZ3EDJB7O259 |
| c. Title of the issue or description of the investment. | DXC Technology Co |
| d. CUSIP (if any). | 23355L106 |
| At least one of the following other identifiers: |
| - ISIN | US23355L1061 |
| - Ticker (if ISIN is not available). | DXC |
| Balance. (2) |
| a. Balance | 30948.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 791030.880000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7089859178 |
| 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). | Deckers Outdoor Corp |
| b. LEI (if any) of issuer. (1) | 5493008LG4W3I6K8J118 |
| c. Title of the issue or description of the investment. | Deckers Outdoor Corp |
| d. CUSIP (if any). | 243537107 |
| At least one of the following other identifiers: |
| - ISIN | US2435371073 |
| - Ticker (if ISIN is not available). | DECK |
| Balance. (2) |
| a. Balance | 314.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 141158.700000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1265178554 |
| 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). | Denbury Inc |
| b. LEI (if any) of issuer. (1) | 549300KCWA5W52MS5559 |
| c. Title of the issue or description of the investment. | Denbury Inc |
| d. CUSIP (if any). | 24790A101 |
| At least one of the following other identifiers: |
| - ISIN | US24790A1016 |
| - Ticker (if ISIN is not available). | DEN |
| Balance. (2) |
| a. Balance | 5443.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 476970.090000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4274992109 |
| 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: 48 |
| a. Name of issuer (if any). | Digital Turbine Inc |
| b. LEI (if any) of issuer. (1) | 549300D0WZR1VI2QGB24 |
| c. Title of the issue or description of the investment. | Digital Turbine Inc |
| d. CUSIP (if any). | 25400W102 |
| At least one of the following other identifiers: |
| - ISIN | US25400W1027 |
| - Ticker (if ISIN is not available). | APPS |
| Balance. (2) |
| a. Balance | 30755.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 380131.800000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3407048952 |
| 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). | DoubleVerify Holdings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | DoubleVerify Holdings Inc |
| d. CUSIP (if any). | 25862V105 |
| At least one of the following other identifiers: |
| - ISIN | US25862V1052 |
| - Ticker (if ISIN is not available). | DV |
| Balance. (2) |
| a. Balance | 5818.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 175412.700000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1572190634 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 50 |
| a. Name of issuer (if any). | elf Beauty Inc |
| b. LEI (if any) of issuer. (1) | 549300U2K9TCON25C029 |
| c. Title of the issue or description of the investment. | elf Beauty Inc |
| d. CUSIP (if any). | 26856L103 |
| At least one of the following other identifiers: |
| - ISIN | US26856L1035 |
| - Ticker (if ISIN is not available). | ELF |
| Balance. (2) |
| a. Balance | 2577.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 212215.950000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1902051157 |
| 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). | ETFMG Sit Ultra Short ETF |
| b. LEI (if any) of issuer. (1) | 549300GKNILOXP5WYO32 |
| 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: 52 |
| a. Name of issuer (if any). | Earthstone Energy Inc |
| b. LEI (if any) of issuer. (1) | 54930081UTV7CK45XG14 |
| c. Title of the issue or description of the investment. | Earthstone Energy Inc |
| d. CUSIP (if any). | 27032D304 |
| At least one of the following other identifiers: |
| - ISIN | US27032D3044 |
| - Ticker (if ISIN is not available). | ESTE |
| Balance. (2) |
| a. Balance | 34278.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 445956.780000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3997025716 |
| 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). | Electronic Arts Inc |
| b. LEI (if any) of issuer. (1) | 549300O7A67PUEYKDL45 |
| c. Title of the issue or description of the investment. | Electronic Arts Inc |
| d. CUSIP (if any). | 285512109 |
| At least one of the following other identifiers: |
| - ISIN | US2855121099 |
| - Ticker (if ISIN is not available). | EA |
| Balance. (2) |
| a. Balance | 4095.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 493242.750000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4420840863 |
| 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: 54 |
| a. Name of issuer (if any). | EPAM Systems Inc |
| b. LEI (if any) of issuer. (1) | 549300XCR4R530HJP604 |
| c. Title of the issue or description of the investment. | EPAM Systems Inc |
| d. CUSIP (if any). | 29414B104 |
| At least one of the following other identifiers: |
| - ISIN | US29414B1044 |
| - Ticker (if ISIN is not available). | EPAM |
| Balance. (2) |
| a. Balance | 2399.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 717301.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6429032300 |
| 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. | 294216.000000000000 |
| Schedule of Portfolio Investments Record: 55 |
| a. Name of issuer (if any). | Exact Sciences Corp |
| b. LEI (if any) of issuer. (1) | 549300VM3X1FYD4N9Z14 |
| c. Title of the issue or description of the investment. | Exact Sciences Corp |
| d. CUSIP (if any). | 30063P105 |
| At least one of the following other identifiers: |
| - ISIN | US30063P1057 |
| - Ticker (if ISIN is not available). | EXAS |
| Balance. (2) |
| a. Balance | 6718.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 455547.580000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4082986230 |
| 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: 56 |
| a. Name of issuer (if any). | Fastly Inc |
| b. LEI (if any) of issuer. (1) | 549300E2FZC83FJ3H565 |
| c. Title of the issue or description of the investment. | Fastly Inc |
| d. CUSIP (if any). | 31188V100 |
| At least one of the following other identifiers: |
| - ISIN | US31188V1008 |
| - Ticker (if ISIN is not available). | FSLY |
| Balance. (2) |
| a. Balance | 33721.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 598884.960000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5367691878 |
| 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. | 580911.840000000000 |
| Schedule of Portfolio Investments Record: 57 |
| a. Name of issuer (if any). | Fate Therapeutics Inc |
| b. LEI (if any) of issuer. (1) | 549300L14Q4UHOODLA90 |
| c. Title of the issue or description of the investment. | Fate Therapeutics Inc |
| d. CUSIP (if any). | 31189P102 |
| At least one of the following other identifiers: |
| - ISIN | US31189P1021 |
| - Ticker (if ISIN is not available). | FATE |
| Balance. (2) |
| a. Balance | 6400.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 36480.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0326963295 |
| 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: 58 |
| 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 | 526324.020000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 526324.020000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4717341987 |
| 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: 59 |
| a. Name of issuer (if any). | First Republic Bank/CA |
| b. LEI (if any) of issuer. (1) | YWC0TIKBQM2JV8L4IV08 |
| c. Title of the issue or description of the investment. | First Republic Bank/CA |
| d. CUSIP (if any). | 33616C100 |
| At least one of the following other identifiers: |
| - ISIN | US33616C1009 |
| - Ticker (if ISIN is not available). | FRC |
| Balance. (2) |
| a. Balance | 241612.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3380151.880000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.0295657773 |
| 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. | 3242294.420000000000 |
| Schedule of Portfolio Investments Record: 60 |
| a. Name of issuer (if any). | Fisker Inc |
| b. LEI (if any) of issuer. (1) | 549300UUN5RWU44MBX79 |
| c. Title of the issue or description of the investment. | Fisker Inc |
| d. CUSIP (if any). | 33813J106 |
| At least one of the following other identifiers: |
| - ISIN | US33813J1060 |
| - Ticker (if ISIN is not available). | FSR |
| Balance. (2) |
| a. Balance | 84664.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 519836.960000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4659199704 |
| 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. | 504241.360000000000 |
| Schedule of Portfolio Investments Record: 61 |
| a. Name of issuer (if any). | Fortinet Inc |
| b. LEI (if any) of issuer. (1) | 549300O0QJWDBAS0QX03 |
| c. Title of the issue or description of the investment. | Fortinet Inc |
| d. CUSIP (if any). | 34959E109 |
| At least one of the following other identifiers: |
| - ISIN | US34959E1091 |
| - Ticker (if ISIN is not available). | FTNT |
| Balance. (2) |
| a. Balance | 8424.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 559859.040000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5017909987 |
| 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). | Freshpet Inc |
| b. LEI (if any) of issuer. (1) | 549300S4ZK8ZQ6HNPN59 |
| c. Title of the issue or description of the investment. | Freshpet Inc |
| d. CUSIP (if any). | 358039105 |
| At least one of the following other identifiers: |
| - ISIN | US3580391056 |
| - Ticker (if ISIN is not available). | FRPT |
| Balance. (2) |
| a. Balance | 7077.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 468426.630000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4198418704 |
| 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). | GXO Logistics Inc |
| b. LEI (if any) of issuer. (1) | 5493007CNWMXN78JRN66 |
| c. Title of the issue or description of the investment. | GXO Logistics Inc |
| d. CUSIP (if any). | 36262G101 |
| At least one of the following other identifiers: |
| - ISIN | US36262G1013 |
| - Ticker (if ISIN is not available). | GXO |
| Balance. (2) |
| a. Balance | 7694.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 388239.240000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3479714393 |
| 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). | GameStop Corp |
| b. LEI (if any) of issuer. (1) | 549300505KLOET039L77 |
| c. Title of the issue or description of the investment. | GameStop Corp |
| d. CUSIP (if any). | 36467W109 |
| At least one of the following other identifiers: |
| - ISIN | US36467W1099 |
| - Ticker (if ISIN is not available). | GME |
| Balance. (2) |
| a. Balance | 173949.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4004305.980000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.5889832142 |
| 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. | 3242044.720000000000 |
| Schedule of Portfolio Investments Record: 65 |
| a. Name of issuer (if any). | General Mills Inc |
| b. LEI (if any) of issuer. (1) | 2TGYMUGI08PO8X8L6150 |
| c. Title of the issue or description of the investment. | General Mills Inc |
| d. CUSIP (if any). | 370334104 |
| At least one of the following other identifiers: |
| - ISIN | US3703341046 |
| - Ticker (if ISIN is not available). | GIS |
| Balance. (2) |
| a. Balance | 8145.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 696071.700000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6238758126 |
| 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. | 675134.000000000000 |
| Schedule of Portfolio Investments Record: 66 |
| a. Name of issuer (if any). | Glaukos Corp |
| b. LEI (if any) of issuer. (1) | 5299004JA1LHE21M6T14 |
| c. Title of the issue or description of the investment. | Glaukos Corp |
| d. CUSIP (if any). | 377322102 |
| At least one of the following other identifiers: |
| - ISIN | US3773221029 |
| - Ticker (if ISIN is not available). | GKOS |
| Balance. (2) |
| a. Balance | 7687.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 385118.700000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3451745588 |
| 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). | Graphic Packaging Holding Co |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Graphic Packaging Holding Co |
| d. CUSIP (if any). | 388689101 |
| At least one of the following other identifiers: |
| - ISIN | US3886891015 |
| - Ticker (if ISIN is not available). | GPK |
| Balance. (2) |
| a. Balance | 26086.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 664932.140000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5959660178 |
| 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). | Green Brick Partners Inc |
| b. LEI (if any) of issuer. (1) | 549300R7SCIV7FQI6T56 |
| c. Title of the issue or description of the investment. | Green Brick Partners Inc |
| d. CUSIP (if any). | 392709101 |
| At least one of the following other identifiers: |
| - ISIN | US3927091013 |
| - Ticker (if ISIN is not available). | GRBK |
| Balance. (2) |
| a. Balance | 4473.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 156823.380000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1405578098 |
| 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). | Greenbrier Cos Inc/The |
| b. LEI (if any) of issuer. (1) | 5493001GAGGFR30BP390 |
| c. Title of the issue or description of the investment. | Greenbrier Cos Inc/The |
| d. CUSIP (if any). | 393657101 |
| At least one of the following other identifiers: |
| - ISIN | US3936571013 |
| - Ticker (if ISIN is not available). | GBX |
| Balance. (2) |
| a. Balance | 8017.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 257906.890000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2311570354 |
| 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). | 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 | 5786.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 163512.360000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1465530153 |
| 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). | Hannon Armstrong Sustainable I |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Hannon Armstrong Sustainable Infrastructure Capital Inc |
| d. CUSIP (if any). | 41068X100 |
| At least one of the following other identifiers: |
| - ISIN | US41068X1000 |
| - Ticker (if ISIN is not available). | HASI |
| Balance. (2) |
| a. Balance | 21640.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 618904.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5547118722 |
| 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). | Home BancShares Inc/AR |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Home BancShares Inc/AR |
| d. CUSIP (if any). | 436893200 |
| At least one of the following other identifiers: |
| - ISIN | US4368932004 |
| - Ticker (if ISIN is not available). | HOMB |
| Balance. (2) |
| a. Balance | 10382.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 225393.220000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2020156520 |
| 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). | Huntington Bancshares Inc/OH |
| b. LEI (if any) of issuer. (1) | 549300XTVCVV9I7B5T19 |
| c. Title of the issue or description of the investment. | Huntington Bancshares Inc/OH |
| d. CUSIP (if any). | 446150104 |
| At least one of the following other identifiers: |
| - ISIN | US4461501045 |
| - Ticker (if ISIN is not available). | HBAN |
| Balance. (2) |
| a. Balance | 129746.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1453155.200000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.3024353400 |
| 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: 74 |
| a. Name of issuer (if any). | iRhythm Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300FJI72RJGDQS384 |
| c. Title of the issue or description of the investment. | iRhythm Technologies Inc |
| d. CUSIP (if any). | 450056106 |
| At least one of the following other identifiers: |
| - ISIN | US4500561067 |
| - Ticker (if ISIN is not available). | IRTC |
| Balance. (2) |
| a. Balance | 747.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 92650.410000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0830407986 |
| 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). | IFF |
| b. LEI (if any) of issuer. (1) | BZLRL03D3GPGMOGFO832 |
| c. Title of the issue or description of the investment. | International Flavors & Fragrances Inc |
| d. CUSIP (if any). | 459506101 |
| At least one of the following other identifiers: |
| - ISIN | US4595061015 |
| - Ticker (if ISIN is not available). | IFF |
| Balance. (2) |
| a. Balance | 9141.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 840606.360000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7534194766 |
| 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). | Intuitive Surgical Inc |
| b. LEI (if any) of issuer. (1) | 54930052SRG011710797 |
| c. Title of the issue or description of the investment. | Intuitive Surgical Inc |
| d. CUSIP (if any). | 46120E602 |
| At least one of the following other identifiers: |
| - ISIN | US46120E6023 |
| - Ticker (if ISIN is not available). | ISRG |
| Balance. (2) |
| a. Balance | 17889.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4570102.830000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.0960961590 |
| 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). | Kaiser Aluminum Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Kaiser Aluminum Corp |
| d. CUSIP (if any). | 483007704 |
| At least one of the following other identifiers: |
| - ISIN | US4830077040 |
| - Ticker (if ISIN is not available). | KALU |
| Balance. (2) |
| a. Balance | 1879.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 140229.770000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1256852731 |
| 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). | KB Home |
| b. LEI (if any) of issuer. (1) | 549300LGUCWQURMWLG09 |
| c. Title of the issue or description of the investment. | KB Home |
| d. CUSIP (if any). | 48666K109 |
| At least one of the following other identifiers: |
| - ISIN | US48666K1097 |
| - Ticker (if ISIN is not available). | KBH |
| Balance. (2) |
| a. Balance | 11757.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 472396.260000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4233997742 |
| 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: 79 |
| a. Name of issuer (if any). | KeyCorp |
| b. LEI (if any) of issuer. (1) | RKPI3RZGV1V1FJTH5T61 |
| c. Title of the issue or description of the investment. | KeyCorp |
| d. CUSIP (if any). | 493267108 |
| At least one of the following other identifiers: |
| - ISIN | US4932671088 |
| - Ticker (if ISIN is not available). | KEY |
| Balance. (2) |
| a. Balance | 45222.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 566179.440000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5074558529 |
| 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. | 549189.800000000000 |
| Schedule of Portfolio Investments Record: 80 |
| 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 | 6731.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 380839.980000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3413396235 |
| 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: 81 |
| a. Name of issuer (if any). | LGI Homes Inc |
| b. LEI (if any) of issuer. (1) | 549300W02B4WNV8CV109 |
| c. Title of the issue or description of the investment. | LGI Homes Inc |
| d. CUSIP (if any). | 50187T106 |
| At least one of the following other identifiers: |
| - ISIN | US50187T1060 |
| - Ticker (if ISIN is not available). | LGIH |
| Balance. (2) |
| a. Balance | 2567.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 292715.010000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2623548906 |
| 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: 82 |
| a. Name of issuer (if any). | Vital Energy Inc |
| b. LEI (if any) of issuer. (1) | 549300X0PTWU2QSLSL14 |
| c. Title of the issue or description of the investment. | Vital Energy Inc |
| d. CUSIP (if any). | 516806205 |
| At least one of the following other identifiers: |
| - ISIN | US5168062058 |
| - Ticker (if ISIN is not available). | VTLE |
| Balance. (2) |
| a. Balance | 17448.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 794581.920000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7121686473 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 83 |
| a. Name of issuer (if any). | Liberty Media Corp-Liberty For |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Liberty Media Corp-Liberty Formula One |
| d. CUSIP (if any). | 531229854 |
| At least one of the following other identifiers: |
| - ISIN | US5312298541 |
| - Ticker (if ISIN is not available). | FWONK |
| Balance. (2) |
| a. Balance | 2316.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 173306.280000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1553311193 |
| 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). | Lululemon Athletica Inc |
| b. LEI (if any) of issuer. (1) | 549300D9GZ4BMLDW5T40 |
| c. Title of the issue or description of the investment. | Lululemon Athletica Inc |
| d. CUSIP (if any). | 550021109 |
| At least one of the following other identifiers: |
| - ISIN | US5500211090 |
| - Ticker (if ISIN is not available). | LULU |
| Balance. (2) |
| a. Balance | 8523.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3103991.370000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.7820483698 |
| 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 |
| i. If Yes, provide the value of the securities on loan. | 2112302.000000000000 |
| Schedule of Portfolio Investments Record: 85 |
| a. Name of issuer (if any). | Marathon Oil Corp |
| b. LEI (if any) of issuer. (1) | 1FRVQX2CRLGC1XLP5727 |
| c. Title of the issue or description of the investment. | Marathon Oil Corp |
| d. CUSIP (if any). | 565849106 |
| At least one of the following other identifiers: |
| - ISIN | US5658491064 |
| - Ticker (if ISIN is not available). | MRO |
| Balance. (2) |
| a. Balance | 105353.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2524257.880000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.2624442800 |
| 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). | Martin Marietta Materials Inc |
| b. LEI (if any) of issuer. (1) | 5299005MZ4WZECVATV08 |
| c. Title of the issue or description of the investment. | Martin Marietta Materials Inc |
| d. CUSIP (if any). | 573284106 |
| At least one of the following other identifiers: |
| - ISIN | US5732841060 |
| - Ticker (if ISIN is not available). | MLM |
| Balance. (2) |
| a. Balance | 835.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 296475.100000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2657249877 |
| 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: 87 |
| a. Name of issuer (if any). | MasTec Inc |
| b. LEI (if any) of issuer. (1) | 549300TMDIT8WREDOF45 |
| c. Title of the issue or description of the investment. | MasTec Inc |
| d. CUSIP (if any). | 576323109 |
| At least one of the following other identifiers: |
| - ISIN | US5763231090 |
| - Ticker (if ISIN is not available). | MTZ |
| Balance. (2) |
| a. Balance | 2417.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 228261.480000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2045864188 |
| 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: 88 |
| a. Name of issuer (if any). | Match Group Inc |
| b. LEI (if any) of issuer. (1) | 15OMOPB0A8K0EFUVD031 |
| c. Title of the issue or description of the investment. | Match Group Inc |
| d. CUSIP (if any). | 57667L107 |
| At least one of the following other identifiers: |
| - ISIN | US57667L1070 |
| - Ticker (if ISIN is not available). | MTCH |
| Balance. (2) |
| a. Balance | 99336.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3813509.040000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.4179755494 |
| 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). | Netflix Inc |
| b. LEI (if any) of issuer. (1) | 549300Y7VHGU0I7CE873 |
| c. Title of the issue or description of the investment. | Netflix Inc |
| d. CUSIP (if any). | 64110L106 |
| At least one of the following other identifiers: |
| - ISIN | US64110L1061 |
| - Ticker (if ISIN is not available). | NFLX |
| Balance. (2) |
| a. Balance | 7161.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 2473982.280000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.2173832168 |
| 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). | 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 | 8251.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 298273.650000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2673369938 |
| 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). | Northern Oil and Gas Inc |
| b. LEI (if any) of issuer. (1) | OKFF0PIZDDMNH4UCYE51 |
| c. Title of the issue or description of the investment. | Northern Oil and Gas Inc |
| d. CUSIP (if any). | 665531307 |
| At least one of the following other identifiers: |
| - ISIN | US6655313079 |
| - Ticker (if ISIN is not available). | NOG |
| Balance. (2) |
| a. Balance | 12310.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 373608.500000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3348581856 |
| 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). | Northrop Grumman Corp |
| b. LEI (if any) of issuer. (1) | RIMU48P07456QXSO0R61 |
| c. Title of the issue or description of the investment. | Northrop Grumman Corp |
| d. CUSIP (if any). | 666807102 |
| At least one of the following other identifiers: |
| - ISIN | US6668071029 |
| - Ticker (if ISIN is not available). | NOC |
| Balance. (2) |
| a. Balance | 2429.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1121517.880000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.0051951239 |
| 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). | Ollie's Bargain Outlet Holding |
| b. LEI (if any) of issuer. (1) | 529900YO5DSQCPEFDZ05 |
| c. Title of the issue or description of the investment. | Ollie's Bargain Outlet Holdings Inc |
| d. CUSIP (if any). | 681116109 |
| At least one of the following other identifiers: |
| - ISIN | US6811161099 |
| - Ticker (if ISIN is not available). | OLLI |
| Balance. (2) |
| a. Balance | 7033.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 407492.020000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3652273395 |
| 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). | Opendoor Technologies Inc |
| b. LEI (if any) of issuer. (1) | 254900KX11YZ4HV5BQ47 |
| c. Title of the issue or description of the investment. | Opendoor Technologies Inc |
| d. CUSIP (if any). | 683712103 |
| At least one of the following other identifiers: |
| - ISIN | US6837121036 |
| - Ticker (if ISIN is not available). | OPEN |
| Balance. (2) |
| a. Balance | 358952.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 631755.520000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.5662304449 |
| 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. | 282300.480000000000 |
| Schedule of Portfolio Investments Record: 95 |
| a. Name of issuer (if any). | Open Lending Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Open Lending Corp |
| d. CUSIP (if any). | 68373J104 |
| At least one of the following other identifiers: |
| - ISIN | US68373J1043 |
| - Ticker (if ISIN is not available). | LPRO |
| Balance. (2) |
| a. Balance | 13461.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 94765.440000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0849364597 |
| 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). | Pacific Biosciences of Califor |
| b. LEI (if any) of issuer. (1) | 529900F1BWRE1M0KZN89 |
| c. Title of the issue or description of the investment. | Pacific Biosciences of California Inc |
| d. CUSIP (if any). | 69404D108 |
| At least one of the following other identifiers: |
| - ISIN | US69404D1081 |
| - Ticker (if ISIN is not available). | PACB |
| Balance. (2) |
| a. Balance | 47345.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 548255.100000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4913906082 |
| 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). | Parsons Corp |
| b. LEI (if any) of issuer. (1) | 549300ZXH0VRBSEPX752 |
| c. Title of the issue or description of the investment. | Parsons Corp |
| d. CUSIP (if any). | 70202L102 |
| At least one of the following other identifiers: |
| - ISIN | US70202L1026 |
| - Ticker (if ISIN is not available). | PSN |
| Balance. (2) |
| a. Balance | 4131.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 184820.940000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1656514898 |
| 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). | Peloton Interactive Inc |
| b. LEI (if any) of issuer. (1) | 5493002YS021166W0339 |
| c. Title of the issue or description of the investment. | Peloton Interactive Inc |
| d. CUSIP (if any). | 70614W100 |
| At least one of the following other identifiers: |
| - ISIN | US70614W1009 |
| - Ticker (if ISIN is not available). | PTON |
| Balance. (2) |
| a. Balance | 31935.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 362142.900000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3245817866 |
| 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). | Performance Food Group Co |
| b. LEI (if any) of issuer. (1) | 549300EUK8GR9IT1YK57 |
| c. Title of the issue or description of the investment. | Performance Food Group Co |
| d. CUSIP (if any). | 71377A103 |
| At least one of the following other identifiers: |
| - ISIN | US71377A1034 |
| - Ticker (if ISIN is not available). | PFGC |
| Balance. (2) |
| a. Balance | 7638.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 460876.920000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4130752090 |
| 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: 100 |
| a. Name of issuer (if any). | Pinterest Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Pinterest Inc |
| d. CUSIP (if any). | 72352L106 |
| At least one of the following other identifiers: |
| - ISIN | US72352L1061 |
| - Ticker (if ISIN is not available). | PINS |
| Balance. (2) |
| a. Balance | 172042.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4691585.340000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.2049786199 |
| 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). | Pioneer Natural Resources Co |
| b. LEI (if any) of issuer. (1) | FY8JBF7CCL2VE4F1B628 |
| c. Title of the issue or description of the investment. | Pioneer Natural Resources Co |
| d. CUSIP (if any). | 723787107 |
| At least one of the following other identifiers: |
| - ISIN | US7237871071 |
| - Ticker (if ISIN is not available). | PXD |
| Balance. (2) |
| a. Balance | 8102.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 1654752.480000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 1.4831231439 |
| 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). | Popular Inc |
| b. LEI (if any) of issuer. (1) | 5493008CARDZMVQ3LO89 |
| c. Title of the issue or description of the investment. | Popular Inc |
| d. CUSIP (if any). | 733174700 |
| At least one of the following other identifiers: |
| - ISIN | PR7331747001 |
| - Ticker (if ISIN is not available). | BPOP |
| Balance. (2) |
| a. Balance | 1655.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 95013.550000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0851588360 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
PUERTO RICO
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | PotlatchDeltic Corp |
| b. LEI (if any) of issuer. (1) | 54930084YA8UJOTXDM59 |
| c. Title of the issue or description of the investment. | PotlatchDeltic Corp |
| d. CUSIP (if any). | 737630103 |
| At least one of the following other identifiers: |
| - ISIN | US7376301039 |
| - Ticker (if ISIN is not available). | PCH |
| Balance. (2) |
| a. Balance | 4159.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 205870.500000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1845178097 |
| 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: 104 |
| a. Name of issuer (if any). | Privia Health Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Privia Health Group Inc |
| d. CUSIP (if any). | 74276R102 |
| At least one of the following other identifiers: |
| - ISIN | US74276R1023 |
| - Ticker (if ISIN is not available). | PRVA |
| Balance. (2) |
| a. Balance | 6839.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 188824.790000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1692400644 |
| 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). | Quest Diagnostics Inc |
| b. LEI (if any) of issuer. (1) | 8MCWUBXQ0WE04KMXBX50 |
| c. Title of the issue or description of the investment. | Quest Diagnostics Inc |
| d. CUSIP (if any). | 74834L100 |
| At least one of the following other identifiers: |
| - ISIN | US74834L1008 |
| - Ticker (if ISIN is not available). | DGX |
| Balance. (2) |
| a. Balance | 2392.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 338420.160000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3033195464 |
| 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). | Range Resources Corp |
| b. LEI (if any) of issuer. (1) | H3Y3WLYCX0BTO1TRW162 |
| c. Title of the issue or description of the investment. | Range Resources Corp |
| d. CUSIP (if any). | 75281A109 |
| At least one of the following other identifiers: |
| - ISIN | US75281A1097 |
| - Ticker (if ISIN is not available). | RRC |
| Balance. (2) |
| a. Balance | 8922.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 236165.340000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2116704980 |
| 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). | RBC Bearings Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | RBC Bearings Inc |
| d. CUSIP (if any). | 75524B104 |
| At least one of the following other identifiers: |
| - ISIN | US75524B1044 |
| - Ticker (if ISIN is not available). | RBC |
| Balance. (2) |
| a. Balance | 1726.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 401691.980000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3600288741 |
| 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). | Ready Capital Corp |
| b. LEI (if any) of issuer. (1) | 549300MYWGZUG7ZUYO87 |
| c. Title of the issue or description of the investment. | Ready Capital Corp |
| d. CUSIP (if any). | 75574U101 |
| At least one of the following other identifiers: |
| - ISIN | US75574U1016 |
| - Ticker (if ISIN is not available). | RC |
| Balance. (2) |
| a. Balance | 11531.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 117270.270000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1051071104 |
| 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). | Regeneron Pharmaceuticals Inc |
| b. LEI (if any) of issuer. (1) | 549300RCBFWIRX3HYQ56 |
| c. Title of the issue or description of the investment. | Regeneron Pharmaceuticals Inc |
| d. CUSIP (if any). | 75886F107 |
| At least one of the following other identifiers: |
| - ISIN | US75886F1075 |
| - Ticker (if ISIN is not available). | REGN |
| Balance. (2) |
| a. Balance | 254.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 208704.180000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1870575831 |
| 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: 110 |
| a. Name of issuer (if any). | Reliance Steel & Aluminum Co |
| b. LEI (if any) of issuer. (1) | 549300E287ZOFT3C5Z56 |
| c. Title of the issue or description of the investment. | Reliance Steel & Aluminum Co |
| d. CUSIP (if any). | 759509102 |
| At least one of the following other identifiers: |
| - ISIN | US7595091023 |
| - Ticker (if ISIN is not available). | RS |
| Balance. (2) |
| a. Balance | 1961.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 503467.140000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4512480124 |
| 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). | Revolve Group Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Revolve Group Inc |
| d. CUSIP (if any). | 76156B107 |
| At least one of the following other identifiers: |
| - ISIN | US76156B1070 |
| - Ticker (if ISIN is not available). | RVLV |
| Balance. (2) |
| a. Balance | 13548.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 356312.400000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3193560205 |
| 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). | Rocket Cos Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Rocket Cos Inc |
| d. CUSIP (if any). | 77311W101 |
| At least one of the following other identifiers: |
| - ISIN | US77311W1018 |
| - Ticker (if ISIN is not available). | RKT |
| Balance. (2) |
| a. Balance | 11647.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 105521.820000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0945771983 |
| 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. | 102350.820000000000 |
| Schedule of Portfolio Investments Record: 113 |
| a. Name of issuer (if any). | Shockwave Medical Inc |
| b. LEI (if any) of issuer. (1) | 549300LDXO56IC5Y1538 |
| c. Title of the issue or description of the investment. | Shockwave Medical Inc |
| d. CUSIP (if any). | 82489T104 |
| At least one of the following other identifiers: |
| - ISIN | US82489T1043 |
| - Ticker (if ISIN is not available). | SWAV |
| Balance. (2) |
| a. Balance | 1322.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 286649.260000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2569182744 |
| 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. | 43149.170000000000 |
| Schedule of Portfolio Investments Record: 114 |
| a. Name of issuer (if any). | Sinclair Broadcast Group Inc |
| b. LEI (if any) of issuer. (1) | 529900879GWQV880PQ28 |
| c. Title of the issue or description of the investment. | Sinclair Broadcast Group Inc |
| d. CUSIP (if any). | 829226109 |
| At least one of the following other identifiers: |
| - ISIN | US8292261091 |
| - Ticker (if ISIN is not available). | SBGI |
| Balance. (2) |
| a. Balance | 19523.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 335014.680000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3002672795 |
| 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). | Snap Inc |
| b. LEI (if any) of issuer. (1) | 549300JNC0L6VP8A2Q35 |
| c. Title of the issue or description of the investment. | Snap Inc |
| d. CUSIP (if any). | 83304A106 |
| At least one of the following other identifiers: |
| - ISIN | US83304A1060 |
| - Ticker (if ISIN is not available). | SNAP |
| Balance. (2) |
| a. Balance | 13769.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 154350.490000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1383414056 |
| 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: 116 |
| a. Name of issuer (if any). | SoFi Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300SW81JCMVZDDY09 |
| c. Title of the issue or description of the investment. | SoFi Technologies Inc |
| d. CUSIP (if any). | 83406F102 |
| At least one of the following other identifiers: |
| - ISIN | US83406F1021 |
| - Ticker (if ISIN is not available). | SOFI |
| Balance. (2) |
| a. Balance | 120665.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 732436.550000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6564689353 |
| 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. | 710463.150000000000 |
| Schedule of Portfolio Investments Record: 117 |
| a. Name of issuer (if any). | SolarEdge Technologies Inc |
| b. LEI (if any) of issuer. (1) | 5493000K6Y58XXPDF853 |
| c. Title of the issue or description of the investment. | SolarEdge Technologies Inc |
| d. CUSIP (if any). | 83417M104 |
| At least one of the following other identifiers: |
| - ISIN | US83417M1045 |
| - Ticker (if ISIN is not available). | SEDG |
| Balance. (2) |
| a. Balance | 2270.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 689966.500000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6184038381 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
ISRAEL
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 118 |
| a. Name of issuer (if any). | Sprouts Farmers Market Inc |
| b. LEI (if any) of issuer. (1) | 529900P8F4G77Q52XE24 |
| c. Title of the issue or description of the investment. | Sprouts Farmers Market Inc |
| d. CUSIP (if any). | 85208M102 |
| At least one of the following other identifiers: |
| - ISIN | US85208M1027 |
| - Ticker (if ISIN is not available). | SFM |
| Balance. (2) |
| a. Balance | 14767.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 517288.010000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4636353950 |
| 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. | 108137.610000000000 |
| Schedule of Portfolio Investments Record: 119 |
| 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 | 6396.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 409024.200000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3666006033 |
| 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). | Sunrun Inc |
| b. LEI (if any) of issuer. (1) | 54930007SJ77CI66U531 |
| c. Title of the issue or description of the investment. | Sunrun Inc |
| d. CUSIP (if any). | 86771W105 |
| At least one of the following other identifiers: |
| - ISIN | US86771W1053 |
| - Ticker (if ISIN is not available). | RUN |
| Balance. (2) |
| a. Balance | 202088.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 4072073.200000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.6497216833 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| Schedule of Portfolio Investments Record: 121 |
| a. Name of issuer (if any). | Synovus Financial Corp |
| b. LEI (if any) of issuer. (1) | 549300EIUS8UN5JTLE54 |
| c. Title of the issue or description of the investment. | Synovus Financial Corp |
| d. CUSIP (if any). | 87161C501 |
| At least one of the following other identifiers: |
| - ISIN | US87161C5013 |
| - Ticker (if ISIN is not available). | SNV |
| Balance. (2) |
| a. Balance | 26567.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 819060.610000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.7341084311 |
| 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: 122 |
| a. Name of issuer (if any). | Talos Energy Inc |
| b. LEI (if any) of issuer. (1) | 549300OKFHZ84SFJFT95 |
| c. Title of the issue or description of the investment. | Talos Energy Inc |
| d. CUSIP (if any). | 87484T108 |
| At least one of the following other identifiers: |
| - ISIN | US87484T1088 |
| - Ticker (if ISIN is not available). | TALO |
| Balance. (2) |
| a. Balance | 4673.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 69347.320000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.0621546827 |
| 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: 123 |
| a. Name of issuer (if any). | Teleflex Inc |
| b. LEI (if any) of issuer. (1) | UUL85LWXB4NGSWWXIQ25 |
| c. Title of the issue or description of the investment. | Teleflex Inc |
| d. CUSIP (if any). | 879369106 |
| At least one of the following other identifiers: |
| - ISIN | US8793691069 |
| - Ticker (if ISIN is not available). | TFX |
| Balance. (2) |
| a. Balance | 2018.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 511179.580000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4581605255 |
| 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). | 10X Genomics Inc |
| b. LEI (if any) of issuer. (1) | 5493003Z6741WNLG7H43 |
| c. Title of the issue or description of the investment. | 10X Genomics Inc |
| d. CUSIP (if any). | 88025U109 |
| At least one of the following other identifiers: |
| - ISIN | US88025U1097 |
| - Ticker (if ISIN is not available). | TXG |
| Balance. (2) |
| a. Balance | 4286.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 239115.940000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2143150646 |
| 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). | Tesla Inc |
| b. LEI (if any) of issuer. (1) | 54930043XZGB27CTOV49 |
| c. Title of the issue or description of the investment. | Tesla Inc |
| d. CUSIP (if any). | 88160R101 |
| At least one of the following other identifiers: |
| - ISIN | US88160R1014 |
| - Ticker (if ISIN is not available). | TSLA |
| Balance. (2) |
| a. Balance | 18908.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3922653.680000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.5157998122 |
| 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: 126 |
| a. Name of issuer (if any). | Travere Therapeutics Inc |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Travere Therapeutics Inc |
| d. CUSIP (if any). | 89422G107 |
| At least one of the following other identifiers: |
| - ISIN | US89422G1076 |
| - Ticker (if ISIN is not available). | TVTX |
| Balance. (2) |
| a. Balance | 6419.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 144363.310000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1293900863 |
| 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: 127 |
| a. Name of issuer (if any). | Truist Financial Corp |
| b. LEI (if any) of issuer. (1) | 549300DRQQI75D2JP341 |
| c. Title of the issue or description of the investment. | Truist Financial Corp |
| d. CUSIP (if any). | 89832Q109 |
| At least one of the following other identifiers: |
| - ISIN | US89832Q1094 |
| - Ticker (if ISIN is not available). | TFC |
| Balance. (2) |
| a. Balance | 21494.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 732945.400000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.6569250079 |
| 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: 128 |
| a. Name of issuer (if any). | Uber Technologies Inc |
| b. LEI (if any) of issuer. (1) | 549300B2FTG34FILDR98 |
| c. Title of the issue or description of the investment. | Uber Technologies Inc |
| d. CUSIP (if any). | 90353T100 |
| At least one of the following other identifiers: |
| - ISIN | US90353T1007 |
| - Ticker (if ISIN is not available). | UBER |
| Balance. (2) |
| a. Balance | 7593.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 240698.100000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2157331245 |
| 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). | United Natural Foods Inc |
| b. LEI (if any) of issuer. (1) | 549300GKGW6WPZ282D40 |
| c. Title of the issue or description of the investment. | United Natural Foods Inc |
| d. CUSIP (if any). | 911163103 |
| At least one of the following other identifiers: |
| - ISIN | US9111631035 |
| - Ticker (if ISIN is not available). | UNFI |
| Balance. (2) |
| a. Balance | 7846.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 206742.100000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1852990082 |
| 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: 130 |
| a. Name of issuer (if any). | Upwork Inc |
| b. LEI (if any) of issuer. (1) | 5493004QJ6WWBXVE2S70 |
| c. Title of the issue or description of the investment. | Upwork Inc |
| d. CUSIP (if any). | 91688F104 |
| At least one of the following other identifiers: |
| - ISIN | US91688F1049 |
| - Ticker (if ISIN is not available). | UPWK |
| Balance. (2) |
| a. Balance | 31960.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 361787.200000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3242629795 |
| 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: 131 |
| 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 | 16259.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 5122723.130000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 4.5913992129 |
| 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). | Vertex Energy Inc |
| b. LEI (if any) of issuer. (1) | 549300TTMSREGCR7D585 |
| c. Title of the issue or description of the investment. | Vertex Energy Inc |
| d. CUSIP (if any). | 92534K107 |
| At least one of the following other identifiers: |
| - ISIN | US92534K1079 |
| - Ticker (if ISIN is not available). | VTNR |
| Balance. (2) |
| a. Balance | 17263.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 170558.440000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1528682826 |
| 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). | Voya Financial Inc |
| b. LEI (if any) of issuer. (1) | 549300T065Z4KJ686G75 |
| c. Title of the issue or description of the investment. | Voya Financial Inc |
| d. CUSIP (if any). | 929089100 |
| At least one of the following other identifiers: |
| - ISIN | US9290891004 |
| - Ticker (if ISIN is not available). | VOYA |
| Balance. (2) |
| a. Balance | 7501.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 536021.460000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.4804258296 |
| 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). | Warner Music Group Corp |
| b. LEI (if any) of issuer. (1) | N/A |
| c. Title of the issue or description of the investment. | Warner Music Group Corp |
| d. CUSIP (if any). | 934550203 |
| At least one of the following other identifiers: |
| - ISIN | US9345502036 |
| - Ticker (if ISIN is not available). | WMG |
| Balance. (2) |
| a. Balance | 8257.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 275536.090000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2469577517 |
| 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: 135 |
| a. Name of issuer (if any). | Warrior Met Coal Inc |
| b. LEI (if any) of issuer. (1) | 549300152B1S9YKBYV79 |
| c. Title of the issue or description of the investment. | Warrior Met Coal Inc |
| d. CUSIP (if any). | 93627C101 |
| At least one of the following other identifiers: |
| - ISIN | US93627C1018 |
| - Ticker (if ISIN is not available). | HCC |
| Balance. (2) |
| a. Balance | 11748.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 431269.080000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3865382657 |
| 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). | Wayfair Inc |
| b. LEI (if any) of issuer. (1) | 54930027N9ZAVYFDHK53 |
| c. Title of the issue or description of the investment. | Wayfair Inc |
| d. CUSIP (if any). | 94419L101 |
| At least one of the following other identifiers: |
| - ISIN | US94419L1017 |
| - Ticker (if ISIN is not available). | W |
| Balance. (2) |
| a. Balance | 4115.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 141309.100000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1266526560 |
| 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). | Zillow Group Inc |
| b. LEI (if any) of issuer. (1) | 2549002XEELQDIR6FU05 |
| c. Title of the issue or description of the investment. | Zillow Group Inc |
| d. CUSIP (if any). | 98954M101 |
| At least one of the following other identifiers: |
| - ISIN | US98954M1018 |
| - Ticker (if ISIN is not available). | ZG |
| Balance. (2) |
| a. Balance | 9560.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 417772.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3744410899 |
| 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). | Zillow Group Inc |
| b. LEI (if any) of issuer. (1) | 2549002XEELQDIR6FU05 |
| c. Title of the issue or description of the investment. | Zillow Group Inc |
| d. CUSIP (if any). | 98954M200 |
| At least one of the following other identifiers: |
| - ISIN | US98954M2008 |
| - Ticker (if ISIN is not available). | Z |
| Balance. (2) |
| a. Balance | 5831.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 259304.570000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.2324097493 |
| 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). | Zoetis Inc |
| b. LEI (if any) of issuer. (1) | 549300HD9Q1LOC9KLJ48 |
| c. Title of the issue or description of the investment. | Zoetis Inc |
| d. CUSIP (if any). | 98978V103 |
| At least one of the following other identifiers: |
| - ISIN | US98978V1035 |
| - Ticker (if ISIN is not available). | ZTS |
| Balance. (2) |
| a. Balance | 19187.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3193484.280000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 2.8622591613 |
| 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: 140 |
| 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 | 30700.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 3586681.000000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 3.2146738956 |
| 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. | 4673.200000000000 |
| Schedule of Portfolio Investments Record: 141 |
| 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). | N/A |
| 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 | 16131201.510000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 16131201.510000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 14.4580888008 |
| 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. | 16131201.510000000000 |
| b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Essent Group Ltd |
| b. LEI (if any) of issuer. (1) | 254900QUO860OUT6ZF83 |
| c. Title of the issue or description of the investment. | Essent Group Ltd |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - ISIN | BMG3198U1027 |
| - Ticker (if ISIN is not available). | ESNT |
| Balance. (2) |
| a. Balance | 2811.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 112580.550000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1009038036 |
| 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). | Royalty Pharma PLC |
| b. LEI (if any) of issuer. (1) | 549300FGFN7VOK8BZR03 |
| c. Title of the issue or description of the investment. | Royalty Pharma PLC |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - ISIN | GB00BMVP7Y09 |
| - Ticker (if ISIN is not available). | RPRX |
| Balance. (2) |
| a. Balance | 12182.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 438917.460000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.3933933631 |
| 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). | uniQure NV |
| b. LEI (if any) of issuer. (1) | 724500RPCTZLFYJZ3S98 |
| c. Title of the issue or description of the investment. | uniQure NV |
| d. CUSIP (if any). | N/A |
| At least one of the following other identifiers: |
| - ISIN | NL0010696654 |
| - Ticker (if ISIN is not available). | QURE |
| Balance. (2) |
| a. Balance | 5848.000000000000 |
| b. Units |
Number of shares
|
| c. Description of other units. | |
| d. Currency. (3) |
United States Dollar
|
| e. Value. (4) | 117778.720000000000 |
| f. Exchange rate. | |
| g. Percentage value compared to net assets of the Fund. | 0.1055628244 |
| a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
| a. Asset type. (6) |
Equity-common
|
| b. Issuer type. (7) |
Corporate
|
| a. ISO country code. (8) |
NETHERLANDS
|
| b. Investment ISO country code. (9) |
| a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
| a. Liquidity classification information. (10) |
| Category. |
N/A
|
| a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
| N/A |
| N/A |
| N/A |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
| c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
| 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: | 2023-04-25 |
1 Year Amplify Junior Silver Mi... Chart |
1 Month Amplify Junior Silver Mi... Chart |
It looks like you are not logged in. Click the button below to log in and keep track of your recent history.
Support: +44 (0) 203 8794 460 | support@advfn.com
By accessing the services available at ADVFN you are agreeing to be bound by ADVFN's Terms & Conditions
Hot Features
Premium
