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Share Name | Share Symbol | Market | Type |
---|---|---|---|
John Hancock Financial Opportunities Fund | NYSE:BTO | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
-0.0367 | -0.11% | 32.6133 | 33.00 | 32.29 | 32.85 | 177,696 | 23:04:33 |
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 | 0000925683 |
Filer CCC | ******** |
Filer Investment Company Type | |
Is this a LIVE or TEST Filing? | ☐ LIVE ☐ TEST |
Would you like a Return Copy? | ☐ |
Is this an electronic copy of an official filing submitted in paper format? | ☐ |
Name | |
Phone | |
E-Mail Address |
Notify via Filing Website only? | ☐ |
Notification E-mail Address | |
Series ID |
Class (Contract) ID |
a. Name of Registrant | John Hancock Financial Opportunities Fund |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-08568 |
c. CIK number of Registrant | 0000925683 |
d. LEI of Registrant | 549300GAIJWXWTEVVK15 |
e. Address and telephone number of Registrant: |
i. Street Address 1 | 200 Berkeley Street |
ii. Street Address 2 | |
iii. City | Boston |
iv. State, if applicable | |
v. Foreign country, if applicable | |
vi. Zip / Postal Code | 02116 |
vii. Telephone number | 617-543-9634 |
a. Name of Series. | John Hancock Financial Opportunities Fund |
b. EDGAR series identifier (if any). | |
c. LEI of Series. | 549300GAIJWXWTEVVK15 |
a. Date of fiscal year-end. | 2023-12-31 |
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. | 635924767.360000000000 |
b. Total liabilities. | 126621623.400000000000 |
c. Net assets. | 509303143.960000000000 |
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. | 125000000.000000000000 |
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. | 10.070000000000 |
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide: |
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
Currency Metric Record | ISO Currency code | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — | — |
---|
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years. |
Credit Spread Risk | 3 month | 1 year | 5 years | 10 years | 30 years | — | — | — | — | — | — |
---|
For purposes of Item B.3., calculate value as the sum of the absolute values of: (i) the value of each debt security, (ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate; (iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and (iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii). Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity. |
a. For each borrower in any securities lending transaction, provide the following information: |
Borrower Information Record | Name of borrower | LEI (if any) of borrower | Aggregate value of all securities on loan to the borrower |
---|---|---|---|
— | — | — | — |
b. Did any securities lending counterparty provide any non-cash collateral? | ☐ Yes ☒ No |
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable. |
Monthly Total Return Record | Monthly total returns of the Fund for each of the preceding three months | Class identification number(s) (if any) of the Class(es) for which returns are reported | ||
Month 1 | Month 2 | Month 3 | ||
#1 | 12.250000000000 | -6.260000000000 | -10.920000000000 |
b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
Asset category | Instrument type | Month 1 | Month 2 | Month 3 | |||
Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | ||
Commodity Contracts | — | — | — | — | — | — | |
Credit Contracts | — | — | — | — | — | — | |
Equity Contracts | — | — | — | — | — | — | |
Foreign Exchange Contracts | — | — | — | — | — | — | |
Interest Rate Contracts | N/A | -1488525.5 | N/A | 1774559 | N/A | -1955659.5 | |
Forward | — | — | — | — | — | — | |
Future | — | — | — | — | — | — | |
Option | — | — | — | — | — | — | |
Swaption | — | — | — | — | — | — | |
Swap | N/A | -1488525.5 | N/A | 1774559 | N/A | -1955659.5 | |
Warrant | — | — | — | — | — | — | |
Other | — | — | — | — | — | — | |
Other Contracts | — | — | — | — | — | — |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
Month | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) |
---|---|---|
Month 1 | 6517353.94 | 23702365.58 |
Month 2 | 907635.1 | -7373670.54 |
Month 3 | -1229041.7 | -134846119.36 |
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 | 444946.190000000000 | 839673.520000000000 | 0.000000000000 |
Month 2 | 416989.320000000000 | 0.000000000000 | 0.000000000000 |
Month 3 | 1054368.070000000000 | 0.000000000000 | 0.000000000000 |
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. | Fund's Designated Reference Portfolio is the Fund's Securities Portfolio |
ii. As applicable, the index identifier for the Fund’s Designated Index. | N/A |
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). | Washington Trust Bancorp Inc. |
b. LEI (if any) of issuer. (1) | J66MZFCNJPP3PERHZW54 |
c. Title of the issue or description of the investment. | WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625 |
d. CUSIP (if any). | 940610108 |
At least one of the following other identifiers: |
- ISIN | US9406101082 |
- Ticker (if ISIN is not available). | WASH |
Balance. (2) |
a. Balance | 73421 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2544771.86 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4996575989 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | EAST BOSTON SAVINGS BANK PPE6L2G55 |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | EAST BOSTON SAVINGS BANK PPE6L2G55 |
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 | 943LEAII9 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 1937.73 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1937.73 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0003804669 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-11-01 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | WALDEN MUTUAL |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | WALDEN MUTUAL |
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 | 943PXU904 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 100000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1963467165 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | ALPINE BANKS OF COLORADO |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ALPINE BANKS OF COLORADO |
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 | 944TAY902 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 175439 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5273270.02 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0353892534 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Wesbanco Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | WESBANCO INC PREFERRED STOCK VAR |
d. CUSIP (if any). | 950810705 |
At least one of the following other identifiers: |
- ISIN | US9508107052 |
- Ticker (if ISIN is not available). | WSBC |
Balance. (2) |
a. Balance | 50000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1154500 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2266822842 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 6 |
a. Name of issuer (if any). | NEWTOWN SAVINGS BANK PPG00PLE3 |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NEWTOWN SAVINGS BANK PPG00PLE3 |
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 | 953BYBII4 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 5969.65 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5969.65 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0011721212 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-08-29 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Salem Five Bancorp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | SALEM FIVE BANCORP PPG04RWM5 |
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 | 953BZAII5 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 1752.23 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1752.23 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0003440446 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-12-19 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Westamerica Bancorporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | WESTAMERICA BANCORPORATION COMMON STOCK |
d. CUSIP (if any). | 957090103 |
At least one of the following other identifiers: |
- ISIN | US9570901036 |
- Ticker (if ISIN is not available). | WABC |
Balance. (2) |
a. Balance | 82899 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3672425.7 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7210687276 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | BREMER FINL B BREMER FINL B |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BREMER FINL B BREMER FINL B |
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 | 965NEC903 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 41667 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4122374.65 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8094147266 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 10 |
a. Name of issuer (if any). | Zions Bancorporation National Association |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ZIONS BANCORP NA COMMON STOCK USD.001 |
d. CUSIP (if any). | 989701107 |
At least one of the following other identifiers: |
- ISIN | US9897011071 |
- Ticker (if ISIN is not available). | ZION |
Balance. (2) |
a. Balance | 246179 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7368137.47 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.4467095987 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 11 |
a. Name of issuer (if any). | Zions Bancorporation National Association |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ZIONS BANCORP NA JR SUBORDINA 12/49 VAR |
d. CUSIP (if any). | 989701BD8 |
At least one of the following other identifiers: |
- ISIN | US989701BD83 |
- Ticker (if ISIN is not available). | ZION |
Balance. (2) |
a. Balance | 187000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 145046.01 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0284793078 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-06-15 |
b. Coupon. |
i. Coupon category. (13) | Variable |
ii. Annualized rate. | 5.800000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | SpareBank 1 SR-Bank ASA |
b. LEI (if any) of issuer. (1) | 549300Q3OIWRHQUQM052 |
c. Title of the issue or description of the investment. | SPAREBANK 1 SR-BANK ASA COMMON STOCK NOK25.0 |
d. CUSIP (if any). | B40JTQ902 |
At least one of the following other identifiers: |
- ISIN | NO0010631567 |
- Ticker (if ISIN is not available). | SRBNK NO |
Balance. (2) |
a. Balance | 127986 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Norway Krone
|
e. Value. (4) | 1479764.77 |
f. Exchange rate. | 10.4698 |
g. Percentage value compared to net assets of the Fund. | 0.2905469537 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NORWAY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Sunshine Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | SUNSHINE FEDERAL SAVINGS 00000000 00000.0000000000 |
d. CUSIP (if any). | 86799Q9R9 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | 86799Q9R9010 |
Balance. (2) |
a. Balance | 2086.89 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2086.89 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0004097540 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-05-10 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 14 |
a. Name of issuer (if any). | Synovus Financial Corp. |
b. LEI (if any) of issuer. (1) | 549300EIUS8UN5JTLE54 |
c. Title of the issue or description of the investment. | SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0 |
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 | 230856 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7117290.48 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.3974566158 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Synovus Financial Corp. |
b. LEI (if any) of issuer. (1) | 549300EIUS8UN5JTLE54 |
c. Title of the issue or description of the investment. | SYNOVUS FINANCIAL CORP PREFERRED STOCK VAR |
d. CUSIP (if any). | 87161C709 |
At least one of the following other identifiers: |
- ISIN | US87161C7092 |
- Ticker (if ISIN is not available). | SNV |
Balance. (2) |
a. Balance | 47222 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1024717.4 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2011998968 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 16 |
a. Name of issuer (if any). | Tectonic Financial Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | TECTONIC FINANCIAL INC PREFERRED STOCK VAR |
d. CUSIP (if any). | 87217L208 |
At least one of the following other identifiers: |
- ISIN | US87217L2088 |
- Ticker (if ISIN is not available). | TECTON |
Balance. (2) |
a. Balance | 186840 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1866531.6 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3664873508 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 17 |
a. Name of issuer (if any). | Timberland Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | TIMBERLAND BANCORP INC/WA COMMON STOCK USD.01 |
d. CUSIP (if any). | 887098101 |
At least one of the following other identifiers: |
- ISIN | US8870981011 |
- Ticker (if ISIN is not available). | TSBK |
Balance. (2) |
a. Balance | 113266 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3060447.32 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6009087822 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | TriCo Bancshares |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | TRICO BANCSHARES COMMON STOCK |
d. CUSIP (if any). | 896095106 |
At least one of the following other identifiers: |
- ISIN | US8960951064 |
- Ticker (if ISIN is not available). | TCBK |
Balance. (2) |
a. Balance | 204465 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8503699.35 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.6696734451 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Truist Financial Corporation |
b. LEI (if any) of issuer. (1) | 549300DRQQI75D2JP341 |
c. Title of the issue or description of the investment. | TRUIST FINANCIAL CORP COMMON STOCK USD5.0 |
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 | 228439 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7789769.9 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.5294957419 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | U.S. Bancorp |
b. LEI (if any) of issuer. (1) | N1GZ7BBF3NP8GI976H15 |
c. Title of the issue or description of the investment. | US BANCORP COMMON STOCK USD.01 |
d. CUSIP (if any). | 902973304 |
At least one of the following other identifiers: |
- ISIN | US9029733048 |
- Ticker (if ISIN is not available). | USB |
Balance. (2) |
a. Balance | 250110 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9016465.5 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.7703533950 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | United Bancorporation of Alabama Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | UNITED BANCORPORATION ALAB-A |
d. CUSIP (if any). | 90944R100 |
At least one of the following other identifiers: |
- ISIN | US90944R1005 |
- Ticker (if ISIN is not available). | UBAB |
Balance. (2) |
a. Balance | 170487 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6563749.5 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.2887706620 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | United Community Banks Inc. |
b. LEI (if any) of issuer. (1) | 549300GVW0FV66X3U703 |
c. Title of the issue or description of the investment. | UNITED COMMUNITY BANKS INC/GA PREFERRED STOCK 6.875 |
d. CUSIP (if any). | 90985F205 |
At least one of the following other identifiers: |
- ISIN | US90985F2056 |
- Ticker (if ISIN is not available). | UCBI |
Balance. (2) |
a. Balance | 57500 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1277075 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2507494829 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 23 |
a. Name of issuer (if any). | Hudson City Savings Bank |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | HUDSON SAVINGS 00000000 00000.0000000000 |
d. CUSIP (if any). | 912BUE000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | 912BUE000000 |
Balance. (2) |
a. Balance | 2259.77 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2259.77 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0004436984 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-04-24 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Home Banking Company |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | HOME BANK 00000000 00000.0000000000 |
d. CUSIP (if any). | 912BUF007 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | 912BUF007017 |
Balance. (2) |
a. Balance | 18927.1 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 18927.1 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0037162739 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-11-04 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | University Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | UNIVERSITY BANCORP INC/ANN ARB SUBORDINATED 144A 01/33 VAR |
d. CUSIP (if any). | 914090AA3 |
At least one of the following other identifiers: |
- ISIN | US914090AA35 |
- Ticker (if ISIN is not available). | UNIB |
Balance. (2) |
a. Balance | 2500000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2445125 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4800922651 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2033-01-31 |
b. Coupon. |
i. Coupon category. (13) | Variable |
ii. Annualized rate. | 8.250000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Univest Financial Corporation |
b. LEI (if any) of issuer. (1) | 4WII2HCR8UEWNU03U507 |
c. Title of the issue or description of the investment. | UNIVEST FINANCIAL CORP COMMON STOCK USD5.0 |
d. CUSIP (if any). | 915271100 |
At least one of the following other identifiers: |
- ISIN | US9152711001 |
- Ticker (if ISIN is not available). | UVSP |
Balance. (2) |
a. Balance | 136945 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3251074.3 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6383377638 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | First Bank Richmond |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FIRST BANK RICHMOND 00000000 00000.0000000000 |
d. CUSIP (if any). | 916BLH009 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | 916BLH009009 |
Balance. (2) |
a. Balance | 22465.82 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 22465.82 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0044110900 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-12-05 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Virginia National Bankshares Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | VIRGINIA NATIONAL BANKSHARES C COMMON STOCK USD2.5 |
d. CUSIP (if any). | 928031103 |
At least one of the following other identifiers: |
- ISIN | US9280311039 |
- Ticker (if ISIN is not available). | VABK US |
Balance. (2) |
a. Balance | 82690 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2973532.4 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5838433230 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | WSFS Financial Corporation |
b. LEI (if any) of issuer. (1) | 549300SU7VQHD6QRG886 |
c. Title of the issue or description of the investment. | WSFS FINANCIAL CORP COMMON STOCK USD.01 |
d. CUSIP (if any). | 929328102 |
At least one of the following other identifiers: |
- ISIN | US9293281021 |
- Ticker (if ISIN is not available). | WSFS |
Balance. (2) |
a. Balance | 256994 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9665544.34 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.8977978940 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 30 |
a. Name of issuer (if any). | W.T.B. Financial Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | WTB FINANCIAL CORP COMMON STOCK |
d. CUSIP (if any). | 929334209 |
At least one of the following other identifiers: |
- ISIN | US9293342096 |
- Ticker (if ISIN is not available). | WTBFB US |
Balance. (2) |
a. Balance | 9140 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2943080 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5778640943 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | MutualOne Bank |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | MUTUAL ONE BANK 99E0FT5C3 |
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 | 9353CJ901 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 4265.44 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4265.44 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0008375051 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-11 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | BANK OF IDAHO HOLDING COMPANY BANK OF IDAHO HOLDING COMPANY |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BANK OF IDAHO HOLDING COMPANY BANK OF IDAHO HOLDING COMPANY |
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 | 936UTA901 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 150000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4025034.3 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7903022684 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | AVIDBANK HOLDINGS INC AVIDBANK HOLDINGS INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | AVIDBANK HOLDINGS INC AVIDBANK HOLDINGS INC |
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 | 936UTF900 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 60000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1016805.96 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1996465115 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 34 |
a. Name of issuer (if any). | Washington Federal Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | WASHINGTON FEDERAL INC PREFERRED STOCK 4.875 |
d. CUSIP (if any). | 938824307 |
At least one of the following other identifiers: |
- ISIN | US9388243076 |
- Ticker (if ISIN is not available). | WAFD |
Balance. (2) |
a. Balance | 40250 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 652050 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1280278765 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 35 |
a. Name of issuer (if any). | American National Bankshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | AMERICAN NATIONAL BANKSHARES I COMMON STOCK USD1.0 |
d. CUSIP (if any). | 027745108 |
At least one of the following other identifiers: |
- ISIN | US0277451086 |
- Ticker (if ISIN is not available). | AMNB |
Balance. (2) |
a. Balance | 85338 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2705214.6 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5311600040 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | American Riviera Bancorp. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | AMERICAN RIVIERA BANCORP COMMON STOCK |
d. CUSIP (if any). | 02933K103 |
At least one of the following other identifiers: |
- ISIN | US02933K1034 |
- Ticker (if ISIN is not available). | ARBV US |
Balance. (2) |
a. Balance | 220949 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3579373.8 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7027982926 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Ameris Bancorp |
b. LEI (if any) of issuer. (1) | PBJHNT51T5V6G5UQFV42 |
c. Title of the issue or description of the investment. | AMERIS BANCORP COMMON STOCK USD1.0 |
d. CUSIP (if any). | 03076K108 |
At least one of the following other identifiers: |
- ISIN | US03076K1088 |
- Ticker (if ISIN is not available). | ABCB |
Balance. (2) |
a. Balance | 220072 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8050233.76 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.5806369655 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Ares Management Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ARES MANAGEMENT CORP COMMON STOCK |
d. CUSIP (if any). | 03990B101 |
At least one of the following other identifiers: |
- ISIN | US03990B1017 |
- Ticker (if ISIN is not available). | ARES |
Balance. (2) |
a. Balance | 141104 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11773717.76 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.3117308227 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Atlantic Union Bankshares Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ATLANTIC UNION BANKSHARES CORP COMMON STOCK USD1.33 |
d. CUSIP (if any). | 04911A107 |
At least one of the following other identifiers: |
- ISIN | US04911A1079 |
- Ticker (if ISIN is not available). | AUB |
Balance. (2) |
a. Balance | 219949 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7709212.45 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.5136785511 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Atlantic Union Bankshares Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ATLANTIC UNION BANKSHARES CORP PREFERRED STOCK 6.875 |
d. CUSIP (if any). | 04911A206 |
At least one of the following other identifiers: |
- ISIN | US04911A2069 |
- Ticker (if ISIN is not available). | AUB |
Balance. (2) |
a. Balance | 99675 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2160954 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4242962223 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 41 |
a. Name of issuer (if any). | Avidbank Holdings Inc. |
b. LEI (if any) of issuer. (1) | 54930029UJ8M0B84EE44 |
c. Title of the issue or description of the investment. | AVIDBANK HOLDINGS INC COMMON STOCK |
d. CUSIP (if any). | 05368J103 |
At least one of the following other identifiers: |
- ISIN | US05368J1034 |
- Ticker (if ISIN is not available). | AVBH |
Balance. (2) |
a. Balance | 200000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3398000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6671861425 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | BNP Paribas |
b. LEI (if any) of issuer. (1) | R0MUWSFPU8MPRO8K5P83 |
c. Title of the issue or description of the investment. | BNP PARIBAS BNP PARIBAS |
d. CUSIP (if any). | 05565AM34 |
At least one of the following other identifiers: |
- ISIN | US05565AM341 |
- Ticker (if ISIN is not available). | BNP |
Balance. (2) |
a. Balance | 2903000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2778751.6 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5455987525 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
FRANCE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2029-08-16 |
b. Coupon. |
i. Coupon category. (13) | Variable |
ii. Annualized rate. | 7.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 43 |
a. Name of issuer (if any). | BNP Paribas |
b. LEI (if any) of issuer. (1) | R0MUWSFPU8MPRO8K5P83 |
c. Title of the issue or description of the investment. | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR |
d. CUSIP (if any). | 05565AS20 |
At least one of the following other identifiers: |
- ISIN | US05565AS207 |
- Ticker (if ISIN is not available). | BNP |
Balance. (2) |
a. Balance | 832000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 844898.15 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1658929775 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
FRANCE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-11-17 |
b. Coupon. |
i. Coupon category. (13) | Variable |
ii. Annualized rate. | 9.250000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 44 |
a. Name of issuer (if any). | Bank of America Corporation |
b. LEI (if any) of issuer. (1) | 9DJT3UXIJIZJI4WXO774 |
c. Title of the issue or description of the investment. | BANK OF AMERICA CORP COMMON STOCK USD.01 |
d. CUSIP (if any). | 060505104 |
At least one of the following other identifiers: |
- ISIN | US0605051046 |
- Ticker (if ISIN is not available). | BAC |
Balance. (2) |
a. Balance | 344090 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9840974 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.9322429317 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Bank of Marin Bancorp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BANK OF MARIN BANCORP COMMON STOCK |
d. CUSIP (if any). | 063425102 |
At least one of the following other identifiers: |
- ISIN | US0634251021 |
- Ticker (if ISIN is not available). | BMRC |
Balance. (2) |
a. Balance | 191744 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4197276.16 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8241213921 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Bank7 Corp. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BANK7 CORP COMMON STOCK USD.01 |
d. CUSIP (if any). | 06652N107 |
At least one of the following other identifiers: |
- ISIN | US06652N1072 |
- Ticker (if ISIN is not available). | BSVN US |
Balance. (2) |
a. Balance | 116363 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2856711.65 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5609059524 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Banner Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BANNER CORP COMMON STOCK USD.01 |
d. CUSIP (if any). | 06652V208 |
At least one of the following other identifiers: |
- ISIN | US06652V2088 |
- Ticker (if ISIN is not available). | BANR |
Balance. (2) |
a. Balance | 34486 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1875003.82 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3681508434 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Bar Harbor Bankshares |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BAR HARBOR BANKSHARES COMMON STOCK USD2.0 |
d. CUSIP (if any). | 066849100 |
At least one of the following other identifiers: |
- ISIN | US0668491006 |
- Ticker (if ISIN is not available). | BHB |
Balance. (2) |
a. Balance | 144017 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3809249.65 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7479336610 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | BayCom Corp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BAYCOM CORP COMMON STOCK |
d. CUSIP (if any). | 07272M107 |
At least one of the following other identifiers: |
- ISIN | US07272M1071 |
- Ticker (if ISIN is not available). | BCML |
Balance. (2) |
a. Balance | 175855 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3003603.4 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5897476651 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Brookfield Corporation |
b. LEI (if any) of issuer. (1) | C6J3FGIWG6MBDGTE8F80 |
c. Title of the issue or description of the investment. | BROOKFIELD CORP COMMON STOCK |
d. CUSIP (if any). | 11271J107 |
At least one of the following other identifiers: |
- ISIN | CA11271J1075 |
- Ticker (if ISIN is not available). | BN US |
Balance. (2) |
a. Balance | 125919 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4103700.21 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8057480616 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 51 |
a. Name of issuer (if any). | Business First Bancshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0 |
d. CUSIP (if any). | 12326C105 |
At least one of the following other identifiers: |
- ISIN | US12326C1053 |
- Ticker (if ISIN is not available). | BFST |
Balance. (2) |
a. Balance | 184537 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3161118.81 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6206752987 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | CandF Financial Corporation |
b. LEI (if any) of issuer. (1) | 549300VFPAZLNS1R0361 |
c. Title of the issue or description of the investment. | CandF FINANCIAL CORP COMMON STOCK USD1.0 |
d. CUSIP (if any). | 12466Q104 |
At least one of the following other identifiers: |
- ISIN | US12466Q1040 |
- Ticker (if ISIN is not available). | CFFI |
Balance. (2) |
a. Balance | 37912 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1960429.52 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3849238991 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | CB Financial Services Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CB FINANCIAL SERVICES INC COMMON STOCK |
d. CUSIP (if any). | 12479G101 |
At least one of the following other identifiers: |
- ISIN | US12479G1013 |
- Ticker (if ISIN is not available). | CBFV US |
Balance. (2) |
a. Balance | 57155 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1240835.05 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2436338877 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | CNB Financial Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CNB FINANCIAL CORP/PA PREFERRED STOCK 7.125 |
d. CUSIP (if any). | 126128206 |
At least one of the following other identifiers: |
- ISIN | US1261282065 |
- Ticker (if ISIN is not available). | CCNE |
Balance. (2) |
a. Balance | 62501 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1375022 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2699810548 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 55 |
a. Name of issuer (if any). | CVB Financial Corp. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CVB FINANCIAL CORP COMMON STOCK |
d. CUSIP (if any). | 126600105 |
At least one of the following other identifiers: |
- ISIN | US1266001056 |
- Ticker (if ISIN is not available). | CVBF |
Balance. (2) |
a. Balance | 193116 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3221174.88 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6324671108 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | California BanCorp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CALIFORNIA BANCORP INC COMMON STOCK |
d. CUSIP (if any). | 13005U101 |
At least one of the following other identifiers: |
- ISIN | US13005U1016 |
- Ticker (if ISIN is not available). | CALB |
Balance. (2) |
a. Balance | 121815 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2376610.65 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4666396974 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 57 |
a. Name of issuer (if any). | Cambridge Bancorp |
b. LEI (if any) of issuer. (1) | 549300Q8HL7EWEE0HW14 |
c. Title of the issue or description of the investment. | CAMBRIDGE BANCORP COMMON STOCK USD1.0 |
d. CUSIP (if any). | 132152109 |
At least one of the following other identifiers: |
- ISIN | US1321521098 |
- Ticker (if ISIN is not available). | CATC |
Balance. (2) |
a. Balance | 85031 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5510859.11 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0820390911 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Camden National Corporation |
b. LEI (if any) of issuer. (1) | 549300ZVEDL2L8UW4F28 |
c. Title of the issue or description of the investment. | CAMDEN NATIONAL CORP COMMON STOCK |
d. CUSIP (if any). | 133034108 |
At least one of the following other identifiers: |
- ISIN | US1330341082 |
- Ticker (if ISIN is not available). | CAC |
Balance. (2) |
a. Balance | 68551 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2480860.69 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4871088505 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Central Pacific Financial Corp. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK |
d. CUSIP (if any). | 154760409 |
At least one of the following other identifiers: |
- ISIN | US1547604090 |
- Ticker (if ISIN is not available). | CPF |
Balance. (2) |
a. Balance | 144201 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2581197.9 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5068097322 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 60 |
a. Name of issuer (if any). | Central Valley Community Bancorp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CENTRAL VALLEY COMMUNITY BANCO COMMON STOCK |
d. CUSIP (if any). | 155685100 |
At least one of the following other identifiers: |
- ISIN | US1556851004 |
- Ticker (if ISIN is not available). | CVCY |
Balance. (2) |
a. Balance | 126760 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2608720.8 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5122137632 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 61 |
a. Name of issuer (if any). | Citizens Financial Group Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 174610105 |
At least one of the following other identifiers: |
- ISIN | US1746101054 |
- Ticker (if ISIN is not available). | CFG |
Balance. (2) |
a. Balance | 303980 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9231872.6 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.8126478718 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Citizens Community Bancorp Inc |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CITIZENS COMMUNITY BANCORP INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 174903104 |
At least one of the following other identifiers: |
- ISIN | US1749031043 |
- Ticker (if ISIN is not available). | CZWI |
Balance. (2) |
a. Balance | 169116 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1794320.76 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3523089895 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Civista Bancshares Inc. |
b. LEI (if any) of issuer. (1) | 5493001LX61Z2UVYSC48 |
c. Title of the issue or description of the investment. | CIVISTA BANCSHARES INC COMMON STOCK |
d. CUSIP (if any). | 178867107 |
At least one of the following other identifiers: |
- ISIN | US1788671071 |
- Ticker (if ISIN is not available). | CIVB |
Balance. (2) |
a. Balance | 183001 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3089056.88 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6065261754 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Coastal Financial Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | COASTAL FINANCIAL CORP/WA COMMON STOCK |
d. CUSIP (if any). | 19046P209 |
At least one of the following other identifiers: |
- ISIN | US19046P2092 |
- Ticker (if ISIN is not available). | CCB |
Balance. (2) |
a. Balance | 134013 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4825808.13 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.9475315806 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 65 |
a. Name of issuer (if any). | Codorus Valley Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5 |
d. CUSIP (if any). | 192025104 |
At least one of the following other identifiers: |
- ISIN | US1920251048 |
- Ticker (if ISIN is not available). | CVLY US |
Balance. (2) |
a. Balance | 99915 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2073236.25 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4070731301 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 66 |
a. Name of issuer (if any). | Colony Bankcorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | COLONY BANKCORP INC COMMON STOCK USD1.0 |
d. CUSIP (if any). | 19623P101 |
At least one of the following other identifiers: |
- ISIN | US19623P1012 |
- Ticker (if ISIN is not available). | CBAN US |
Balance. (2) |
a. Balance | 86996 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 887359.2 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1742300652 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Columbia Banking System Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | COLUMBIA BANKING SYSTEM INC COMMON STOCK |
d. CUSIP (if any). | 197236102 |
At least one of the following other identifiers: |
- ISIN | US1972361026 |
- Ticker (if ISIN is not available). | COLB |
Balance. (2) |
a. Balance | 219901 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4710279.42 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.9248478977 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Comerica Incorporated |
b. LEI (if any) of issuer. (1) | I9Q57JVPWHHZ3ZGBW498 |
c. Title of the issue or description of the investment. | COMERICA INC COMMON STOCK USD5.0 |
d. CUSIP (if any). | 200340107 |
At least one of the following other identifiers: |
- ISIN | US2003401070 |
- Ticker (if ISIN is not available). | CMA |
Balance. (2) |
a. Balance | 165325 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7178411.5 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.4094575274 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Comerica Incorporated |
b. LEI (if any) of issuer. (1) | I9Q57JVPWHHZ3ZGBW498 |
c. Title of the issue or description of the investment. | COMERICA INC 12/99 1 |
d. CUSIP (if any). | 200340AU1 |
At least one of the following other identifiers: |
- ISIN | US200340AU17 |
- Ticker (if ISIN is not available). | CMA |
Balance. (2) |
a. Balance | 250000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 209575 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0411493631 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-07-01 |
b. Coupon. |
i. Coupon category. (13) | Variable |
ii. Annualized rate. | 5.625000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Communities First Financial Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | COMMUNITIES FIRST FINANCIAL CO COMMON STOCK |
d. CUSIP (if any). | 20344D104 |
At least one of the following other identifiers: |
- ISIN | US20344D1046 |
- Ticker (if ISIN is not available). | CFST |
Balance. (2) |
a. Balance | 99506 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6258927.4 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.2289198436 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | The Community Financial Corporation |
b. LEI (if any) of issuer. (1) | 549300IM1P8BVV642449 |
c. Title of the issue or description of the investment. | COMMUNITY FINANCIAL CORP/THE COMMON STOCK USD.01 |
d. CUSIP (if any). | 20368X101 |
At least one of the following other identifiers: |
- ISIN | US20368X1019 |
- Ticker (if ISIN is not available). | TCFC |
Balance. (2) |
a. Balance | 89596 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2968315.48 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5828189979 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Community Heritage Financial Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | COMMUNITY HERITAGE FINANCIAL I COMMON STOCK |
d. CUSIP (if any). | 20370L103 |
At least one of the following other identifiers: |
- ISIN | US20370L1035 |
- Ticker (if ISIN is not available). | CMHF US |
Balance. (2) |
a. Balance | 134000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2425400 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4762193261 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | ConnectOne Bancorp Inc. |
b. LEI (if any) of issuer. (1) | 549300E2M5ZYAZKUK134 |
c. Title of the issue or description of the investment. | CONNECTONE BANCORP INC COMMON STOCK |
d. CUSIP (if any). | 20786W107 |
At least one of the following other identifiers: |
- ISIN | US20786W1071 |
- Ticker (if ISIN is not available). | CNOB |
Balance. (2) |
a. Balance | 85763 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1516289.84 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2977185313 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Cullen/Frost Bankers Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CULLEN/FROST BANKERS INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 229899109 |
At least one of the following other identifiers: |
- ISIN | US2298991090 |
- Ticker (if ISIN is not available). | CFR |
Balance. (2) |
a. Balance | 88344 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9306156.96 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.8272333620 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Discover Financial Services |
b. LEI (if any) of issuer. (1) | Z1YLO2USPORE63VVUL20 |
c. Title of the issue or description of the investment. | DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 |
d. CUSIP (if any). | 254709108 |
At least one of the following other identifiers: |
- ISIN | US2547091080 |
- Ticker (if ISIN is not available). | DFS |
Balance. (2) |
a. Balance | 57696 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5702672.64 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.1197010479 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Eagle Bancorp Montana Inc. |
b. LEI (if any) of issuer. (1) | 549300P2SVRIY3YU1412 |
c. Title of the issue or description of the investment. | EAGLE BANCORP MONTANA INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 26942G100 |
At least one of the following other identifiers: |
- ISIN | US26942G1004 |
- Ticker (if ISIN is not available). | EBMT |
Balance. (2) |
a. Balance | 127715 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1802058.65 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3538282988 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | East West Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | EAST WEST BANCORP INC COMMON STOCK USD.001 |
d. CUSIP (if any). | 27579R104 |
At least one of the following other identifiers: |
- ISIN | US27579R1041 |
- Ticker (if ISIN is not available). | EWBC |
Balance. (2) |
a. Balance | 43408 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2409144 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4730275139 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Enterprise Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ENTERPRISE BANCORP INC/MA COMMON STOCK USD.01 |
d. CUSIP (if any). | 293668109 |
At least one of the following other identifiers: |
- ISIN | US2936681095 |
- Ticker (if ISIN is not available). | EBTC US |
Balance. (2) |
a. Balance | 68371 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2150951.66 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4223322957 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Equity Bancshares Inc. |
b. LEI (if any) of issuer. (1) | 549300BPQ2EJNU4WF694 |
c. Title of the issue or description of the investment. | EQUITY BANCSHARES INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 29460X109 |
At least one of the following other identifiers: |
- ISIN | US29460X1090 |
- Ticker (if ISIN is not available). | EQBK |
Balance. (2) |
a. Balance | 148933 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3629497.21 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7126398596 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 80 |
a. Name of issuer (if any). | ESSA Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ESSA BANCORP INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 29667D104 |
At least one of the following other identifiers: |
- ISIN | US29667D1046 |
- Ticker (if ISIN is not available). | ESSA |
Balance. (2) |
a. Balance | 94578 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1486766.16 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2919216537 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Evans Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | EVANS BANCORP INC COMMON STOCK USD.5 |
d. CUSIP (if any). | 29911Q208 |
At least one of the following other identifiers: |
- ISIN | US29911Q2084 |
- Ticker (if ISIN is not available). | EVBN |
Balance. (2) |
a. Balance | 69760 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2341494.4 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4597447371 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Farmers and Merchants Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FARMERS and MERCHANTS BANCORP IN COMMON STOCK |
d. CUSIP (if any). | 30779N105 |
At least one of the following other identifiers: |
- ISIN | US30779N1054 |
- Ticker (if ISIN is not available). | FMAO US |
Balance. (2) |
a. Balance | 114822 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2792471.04 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5482925195 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Farmers National Banc Corp. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FARMERS NATIONAL BANC CORP COMMON STOCK |
d. CUSIP (if any). | 309627107 |
At least one of the following other identifiers: |
- ISIN | US3096271073 |
- Ticker (if ISIN is not available). | FMNB |
Balance. (2) |
a. Balance | 162398 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2052710.72 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4030430097 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Fifth Third Bancorp |
b. LEI (if any) of issuer. (1) | THRNG6BD57P9QWTQLG42 |
c. Title of the issue or description of the investment. | FIFTH THIRD BANCORP COMMON STOCK |
d. CUSIP (if any). | 316773100 |
At least one of the following other identifiers: |
- ISIN | US3167731005 |
- Ticker (if ISIN is not available). | FITB |
Balance. (2) |
a. Balance | 353510 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9417506.4 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.8490964589 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 85 |
a. Name of issuer (if any). | The First Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FIRST BANCORP INC/ME COMMON STOCK USD.01 |
d. CUSIP (if any). | 31866P102 |
At least one of the following other identifiers: |
- ISIN | US31866P1021 |
- Ticker (if ISIN is not available). | FNLC |
Balance. (2) |
a. Balance | 245664 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6360240.96 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.2488124284 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | The First Bancshares Inc. |
b. LEI (if any) of issuer. (1) | 5493006DL5RXJODMAF36 |
c. Title of the issue or description of the investment. | FIRST BANCSHARES INC/THE COMMON STOCK USD1.0 |
d. CUSIP (if any). | 318916103 |
At least one of the following other identifiers: |
- ISIN | US3189161033 |
- Ticker (if ISIN is not available). | FBMS |
Balance. (2) |
a. Balance | 197940 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5112790.2 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0038795677 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | First Business Financial Services Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01 |
d. CUSIP (if any). | 319390100 |
At least one of the following other identifiers: |
- ISIN | US3193901002 |
- Ticker (if ISIN is not available). | FBIZ |
Balance. (2) |
a. Balance | 91858 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2802587.58 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5502788689 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | FIRST BUSINESS FINANCIAL SUBORDINATED 144A 12/99 VAR |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FIRST BUSINESS FINANCIAL SUBORDINATED 144A 12/99 VAR |
d. CUSIP (if any). | 319390209 |
At least one of the following other identifiers: |
- ISIN | US3193902091 |
Balance. (2) |
a. Balance | 4000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3334034.4 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6546267070 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 89 |
a. Name of issuer (if any). | First Citizens BancShares Inc. |
b. LEI (if any) of issuer. (1) | 549300N3Z00ZHE2XC526 |
c. Title of the issue or description of the investment. | FIRST CITIZENS BANCSHARES INC/ COMMON STOCK USD1.0 |
d. CUSIP (if any). | 31946M103 |
At least one of the following other identifiers: |
- ISIN | US31946M1036 |
- Ticker (if ISIN is not available). | FCNCA US |
Balance. (2) |
a. Balance | 1949 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1896571.9 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3723856651 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | First Commonwealth Financial Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0 |
d. CUSIP (if any). | 319829107 |
At least one of the following other identifiers: |
- ISIN | US3198291078 |
- Ticker (if ISIN is not available). | FCF |
Balance. (2) |
a. Balance | 315271 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3918818.53 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7694471508 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Assured Guaranty Ltd. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ASSURED GUARANTY LTD COMMON STOCK USD.01 |
d. CUSIP (if any). | G0585R106 |
At least one of the following other identifiers: |
- ISIN | BMG0585R1060 |
- Ticker (if ISIN is not available). | AGO |
Balance. (2) |
a. Balance | 92812 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4665659.24 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.9160868719 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BERMUDA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 92 |
a. Name of issuer (if any). | Eastern Bank |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | EASTERN BANK 00000000 00000.0000000000 |
d. CUSIP (if any). | 73099E009 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | 73099E009002 |
Balance. (2) |
a. Balance | 1962.1 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1962.1 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0003852519 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-04-24 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Popular Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | POPULAR INC COMMON STOCK USD.01 |
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 | 142766 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8196196.06 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.6092961839 |
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: 94 |
a. Name of issuer (if any). | Premier Financial Corp. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | PREMIER FINANCIAL CORP COMMON STOCK |
d. CUSIP (if any). | 74052F108 |
At least one of the following other identifiers: |
- ISIN | US74052F1084 |
- Ticker (if ISIN is not available). | PFC |
Balance. (2) |
a. Balance | 352115 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7299343.95 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.4332022169 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 95 |
a. Name of issuer (if any). | Prime Meridian Holding Company |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | PRIME MERIDIAN HOLDING CO COMMON STOCK |
d. CUSIP (if any). | 74164R107 |
At least one of the following other identifiers: |
- ISIN | US74164R1077 |
- Ticker (if ISIN is not available). | PMHG |
Balance. (2) |
a. Balance | 125087 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2751914 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5403292779 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Private Bancorp of America Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | PRIVATE BANCORP OF AMERICA INC COMMON STOCK |
d. CUSIP (if any). | 74274F100 |
At least one of the following other identifiers: |
- ISIN | US74274F1003 |
- Ticker (if ISIN is not available). | PBAM US |
Balance. (2) |
a. Balance | 118082 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3424378 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6723653762 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Provident Financial Holdings Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | PROVIDENT FINANCIAL HOLDINGS I COMMON STOCK USD.01 |
d. CUSIP (if any). | 743868101 |
At least one of the following other identifiers: |
- ISIN | US7438681014 |
- Ticker (if ISIN is not available). | PROV |
Balance. (2) |
a. Balance | 106084 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1445924.92 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2839026103 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | QCR Holdings Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | QCR HOLDINGS INC COMMON STOCK USD1.0 |
d. CUSIP (if any). | 74727A104 |
At least one of the following other identifiers: |
- ISIN | US74727A1043 |
- Ticker (if ISIN is not available). | QCRH |
Balance. (2) |
a. Balance | 76319 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3351167.29 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6579906937 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Red River Bancshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | RED RIVER BANCSHARES INC COMMON STOCK |
d. CUSIP (if any). | 75686R202 |
At least one of the following other identifiers: |
- ISIN | US75686R2022 |
- Ticker (if ISIN is not available). | RRBI |
Balance. (2) |
a. Balance | 58027 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2791678.97 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5481369992 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Redwood Trust Inc. |
b. LEI (if any) of issuer. (1) | DRBV4N1ERQLEMIF11G78 |
c. Title of the issue or description of the investment. | REDWOOD TRUST INC SR UNSECURED 144A 06/27 7.75 |
d. CUSIP (if any). | 758075AE5 |
At least one of the following other identifiers: |
- ISIN | US758075AE56 |
- Ticker (if ISIN is not available). | RWT |
Balance. (2) |
a. Balance | 4179000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3617446.88 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7102738169 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.750000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☒ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
#1 | Redwood Trust, Inc. | Redwood Trust, Inc. | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
ISIN (if CUSIP is not available) | US7580754023 | ||
Ticker (if CUSIP and ISIN are not available) | RWT | ||
Other identifier (if CUSIP, ISIN, and ticker are not available) | EQ0017082900001000 Description: BLOOMBERG | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 95.682300000000 | United States Dollar |
v. Delta (if applicable). | XXXX |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 101 |
a. Name of issuer (if any). | Regions Financial Corporation |
b. LEI (if any) of issuer. (1) | CW05CS5KW59QTC0DG824 |
c. Title of the issue or description of the investment. | REGIONS FINANCIAL CORP COMMON STOCK USD.01 |
d. CUSIP (if any). | 7591EP100 |
At least one of the following other identifiers: |
- ISIN | US7591EP1005 |
- Ticker (if ISIN is not available). | RF |
Balance. (2) |
a. Balance | 542242 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10064011.52 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.9760356164 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Renasant Corporation |
b. LEI (if any) of issuer. (1) | 549300OVE6OZHW2UUH81 |
c. Title of the issue or description of the investment. | RENASANT CORP COMMON STOCK USD5.0 |
d. CUSIP (if any). | 75970E107 |
At least one of the following other identifiers: |
- ISIN | US75970E1073 |
- Ticker (if ISIN is not available). | RNST |
Balance. (2) |
a. Balance | 146291 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4473578.78 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8783725043 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Riverview Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | RIVERVIEW BANCORP INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 769397100 |
At least one of the following other identifiers: |
- ISIN | US7693971001 |
- Ticker (if ISIN is not available). | RVSB |
Balance. (2) |
a. Balance | 344365 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1838909.1 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3610637637 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | SB Financial Group Inc. |
b. LEI (if any) of issuer. (1) | 54930028E6P8OT8CTV58 |
c. Title of the issue or description of the investment. | SB FINANCIAL GROUP INC COMMON STOCK |
d. CUSIP (if any). | 78408D105 |
At least one of the following other identifiers: |
- ISIN | US78408D1054 |
- Ticker (if ISIN is not available). | SBFG |
Balance. (2) |
a. Balance | 260087 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3675029.31 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7215799379 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Shore Bancshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | SHORE BANCSHARES INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 825107105 |
At least one of the following other identifiers: |
- ISIN | US8251071051 |
- Ticker (if ISIN is not available). | SHBI |
Balance. (2) |
a. Balance | 209035 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2985019.8 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5860988363 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Sierra Bancorp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | SIERRA BANCORP COMMON STOCK |
d. CUSIP (if any). | 82620P102 |
At least one of the following other identifiers: |
- ISIN | US82620P1021 |
- Ticker (if ISIN is not available). | BSRR US |
Balance. (2) |
a. Balance | 163038 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2807514.36 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5512462260 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Sixth Street Specialty Lending Inc. |
b. LEI (if any) of issuer. (1) | 549300TX61566GJWCN05 |
c. Title of the issue or description of the investment. | SIXTH STREET SPECIALTY LENDING COMMON STOCK USD.01 |
d. CUSIP (if any). | 83012A109 |
At least one of the following other identifiers: |
- ISIN | US83012A1097 |
- Ticker (if ISIN is not available). | TSLX |
Balance. (2) |
a. Balance | 219531 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4017417.3 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7888066955 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Skyward Specialty Insurance Group Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | SKYWARD SPECIALTY INSURANCE GR COMMON STOCK USD.01 |
d. CUSIP (if any). | 830940102 |
At least one of the following other identifiers: |
- ISIN | US8309401029 |
- Ticker (if ISIN is not available). | SKWD US |
Balance. (2) |
a. Balance | 132000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2886840 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5668215549 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Sotherly Hotels Inc. |
b. LEI (if any) of issuer. (1) | 549300IYTT21F61LSR10 |
c. Title of the issue or description of the investment. | SOTHERLY HOTELS INC PUBLIC |
d. CUSIP (if any). | 83600C301 |
At least one of the following other identifiers: |
- ISIN | US83600C3016 |
- Ticker (if ISIN is not available). | SOHO |
Balance. (2) |
a. Balance | 50424 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1220765.04 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2396932072 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Sotherly Hotels Inc. |
b. LEI (if any) of issuer. (1) | 549300IYTT21F61LSR10 |
c. Title of the issue or description of the investment. | SOTHERLY HOTELS INC PREFERRED STOCK 8.25 |
d. CUSIP (if any). | 83600C509 |
At least one of the following other identifiers: |
- ISIN | US83600C5094 |
- Ticker (if ISIN is not available). | SOHO |
Balance. (2) |
a. Balance | 67358 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1636799.4 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3213801877 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 111 |
a. Name of issuer (if any). | South Atlantic Bancshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | SOUTH ATLANTIC BANCSHARES INC COMMON STOCK |
d. CUSIP (if any). | 83636T104 |
At least one of the following other identifiers: |
- ISIN | US83636T1043 |
- Ticker (if ISIN is not available). | SABK |
Balance. (2) |
a. Balance | 289568 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3802027.84 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7465156823 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | SouthState Corporation |
b. LEI (if any) of issuer. (1) | 549300JZUANXM0YQ4W53 |
c. Title of the issue or description of the investment. | SOUTH STATE CORP COMMON STOCK USD2.5 |
d. CUSIP (if any). | 840441109 |
At least one of the following other identifiers: |
- ISIN | US8404411097 |
- Ticker (if ISIN is not available). | SSB |
Balance. (2) |
a. Balance | 92643 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6601740.18 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.2962300073 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 113 |
a. Name of issuer (if any). | Southern California Bancorp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | SOUTHERN CALIFORNIA BANCORP COMMON STOCK USD.01 |
d. CUSIP (if any). | 84252A106 |
At least one of the following other identifiers: |
- ISIN | US84252A1060 |
- Ticker (if ISIN is not available). | BCAL US |
Balance. (2) |
a. Balance | 264614 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3823645.84 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7507603056 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 114 |
a. Name of issuer (if any). | Southern First Bancshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | SOUTHERN FIRST BANCSHARES INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 842873101 |
At least one of the following other identifiers: |
- ISIN | US8428731017 |
- Ticker (if ISIN is not available). | SFST |
Balance. (2) |
a. Balance | 131586 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4039690.2 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7931799063 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Southern Missouri Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 843380106 |
At least one of the following other identifiers: |
- ISIN | US8433801060 |
- Ticker (if ISIN is not available). | SMBC |
Balance. (2) |
a. Balance | 105980 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3964711.8 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7784581436 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Stock Yards Bancorp Inc. |
b. LEI (if any) of issuer. (1) | 549300YERP9H5TDIQW16 |
c. Title of the issue or description of the investment. | STOCK YARDS BANCORP INC COMMON STOCK |
d. CUSIP (if any). | 861025104 |
At least one of the following other identifiers: |
- ISIN | US8610251048 |
- Ticker (if ISIN is not available). | SYBT |
Balance. (2) |
a. Balance | 80738 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4451893.32 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8741146354 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 117 |
a. Name of issuer (if any). | German American Bancorp Inc. |
b. LEI (if any) of issuer. (1) | 5493002JDOI3GTNVUD76 |
c. Title of the issue or description of the investment. | GERMAN AMERICAN BANCORP INC COMMON STOCK |
d. CUSIP (if any). | 373865104 |
At least one of the following other identifiers: |
- ISIN | US3738651047 |
- Ticker (if ISIN is not available). | GABC |
Balance. (2) |
a. Balance | 125538 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4189203.06 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8225362654 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Great Southern Bancorp Inc. |
b. LEI (if any) of issuer. (1) | 5493000ZL7DLNMN1AB26 |
c. Title of the issue or description of the investment. | GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 390905107 |
At least one of the following other identifiers: |
- ISIN | US3909051076 |
- Ticker (if ISIN is not available). | GSBC |
Balance. (2) |
a. Balance | 40257 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2040224.76 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4005914325 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 119 |
a. Name of issuer (if any). | HBT Financial Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | HBT FINANCIAL INC COMMON STOCK |
d. CUSIP (if any). | 404111106 |
At least one of the following other identifiers: |
- ISIN | US4041111067 |
- Ticker (if ISIN is not available). | HBT |
Balance. (2) |
a. Balance | 211830 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4177287.6 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8201967040 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Hancock Whitney Corporation |
b. LEI (if any) of issuer. (1) | 549300GRNBWY8HIICT41 |
c. Title of the issue or description of the investment. | HANCOCK WHITNEY CORP COMMON STOCK USD3.33 |
d. CUSIP (if any). | 410120109 |
At least one of the following other identifiers: |
- ISIN | US4101201097 |
- Ticker (if ISIN is not available). | HWC |
Balance. (2) |
a. Balance | 235476 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8571326.4 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.6829517944 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Heritage Commerce Corp |
b. LEI (if any) of issuer. (1) | 549300CLIS851ELSR406 |
c. Title of the issue or description of the investment. | HERITAGE COMMERCE CORP COMMON STOCK |
d. CUSIP (if any). | 426927109 |
At least one of the following other identifiers: |
- ISIN | US4269271098 |
- Ticker (if ISIN is not available). | HTBK |
Balance. (2) |
a. Balance | 519533 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4327709.89 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8497316267 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Horizon Bancorp Inc. |
b. LEI (if any) of issuer. (1) | 549300U2OQ2EIT5MXG39 |
c. Title of the issue or description of the investment. | HORIZON BANCORP INC/IN COMMON STOCK |
d. CUSIP (if any). | 440407104 |
At least one of the following other identifiers: |
- ISIN | US4404071049 |
- Ticker (if ISIN is not available). | HBNC |
Balance. (2) |
a. Balance | 415676 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4597376.56 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.9026797919 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Huntington Bancshares Incorporated |
b. LEI (if any) of issuer. (1) | 549300XTVCVV9I7B5T19 |
c. Title of the issue or description of the investment. | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01 |
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 | 870915 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9754248 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.9152145663 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | InBankshares Corp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | INBANKSHARES CORP COMMON STOCK |
d. CUSIP (if any). | 45332V105 |
At least one of the following other identifiers: |
- ISIN | US45332V1052 |
- Ticker (if ISIN is not available). | INBC US |
Balance. (2) |
a. Balance | 207676 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1817165 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3567943810 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Independent Bank Corp. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | INDEPENDENT BANK CORP COMMON STOCK USD.01 |
d. CUSIP (if any). | 453836108 |
At least one of the following other identifiers: |
- ISIN | US4538361084 |
- Ticker (if ISIN is not available). | INDB |
Balance. (2) |
a. Balance | 79360 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5207603.2 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0224957890 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Independent Bank Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0 |
d. CUSIP (if any). | 453838609 |
At least one of the following other identifiers: |
- ISIN | US4538386099 |
- Ticker (if ISIN is not available). | IBCP |
Balance. (2) |
a. Balance | 163971 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2913764.67 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5721081255 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Invesco Mortgage Capital Inc. |
b. LEI (if any) of issuer. (1) | PV3BDP2HFZL2FNXQBL39 |
c. Title of the issue or description of the investment. | INVESCO MORTGAGE CAPITAL INC REIT |
d. CUSIP (if any). | 46131B407 |
At least one of the following other identifiers: |
- ISIN | US46131B4077 |
- Ticker (if ISIN is not available). | IVR |
Balance. (2) |
a. Balance | 99000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1990890 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3909047143 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Oba Federal Savings and Loan Association |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | OBA FEDERAL SAVINGS + LOAN CD 00000000 00000.0000000000 |
d. CUSIP (if any). | 465992006 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | 465992006010 |
Balance. (2) |
a. Balance | 1368.03 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1368.03 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0002686082 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-06-17 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | JPMorgan Chase and Co. |
b. LEI (if any) of issuer. (1) | 8I5DZWZKVSZI1NUHU748 |
c. Title of the issue or description of the investment. | JPMORGAN CHASE and CO COMMON STOCK USD1.0 |
d. CUSIP (if any). | 46625H100 |
At least one of the following other identifiers: |
- ISIN | US46625H1005 |
- Ticker (if ISIN is not available). | JPM |
Balance. (2) |
a. Balance | 84188 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10970538.28 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.1540291691 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | KKR and Co. Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | KKR and CO INC COMMON STOCK |
d. CUSIP (if any). | 48251W104 |
At least one of the following other identifiers: |
- ISIN | US48251W1045 |
- Ticker (if ISIN is not available). | KKR |
Balance. (2) |
a. Balance | 225623 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11849719.96 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.3266536051 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | KeyCorp |
b. LEI (if any) of issuer. (1) | RKPI3RZGV1V1FJTH5T61 |
c. Title of the issue or description of the investment. | KEYCORP COMMON STOCK USD1.0 |
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 | 654072 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8188981.44 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.6078796169 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Landmark Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | LANDMARK BANCORP INC/MANHATTAN COMMON STOCK USD.01 |
d. CUSIP (if any). | 51504L107 |
At least one of the following other identifiers: |
- ISIN | US51504L1070 |
- Ticker (if ISIN is not available). | LARK US |
Balance. (2) |
a. Balance | 61696 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1274639.36 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2502712530 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | LendingClub Corporation |
b. LEI (if any) of issuer. (1) | 549300YC50YO7Y1OJR92 |
c. Title of the issue or description of the investment. | LENDINGCLUB CORP COMMON STOCK USD.01 |
d. CUSIP (if any). | 52603A208 |
At least one of the following other identifiers: |
- ISIN | US52603A2087 |
- Ticker (if ISIN is not available). | LCN |
Balance. (2) |
a. Balance | 260870 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1880872.7 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3693031787 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Live Oak Bancshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | LIVE OAK BANCSHARES INC COMMON STOCK NPV |
d. CUSIP (if any). | 53803X105 |
At least one of the following other identifiers: |
- ISIN | US53803X1054 |
- Ticker (if ISIN is not available). | LOB |
Balance. (2) |
a. Balance | 111305 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2712502.85 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5325910280 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | MandT Bank Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | MandT BANK CORP COMMON STOCK USD.5 |
d. CUSIP (if any). | 55261F104 |
At least one of the following other identifiers: |
- ISIN | US55261F1049 |
- Ticker (if ISIN is not available). | MTB |
Balance. (2) |
a. Balance | 81151 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9703225.07 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.9051963816 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Machias Savings Bank |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | MACHIAL SAVINGS BANK SHORT TERM |
d. CUSIP (if any). | 55499Z9Y2 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | 55499Z9Y2005 |
Balance. (2) |
a. Balance | 2019.01 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2019.01 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0003964260 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-05-31 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Milford Federal Bank |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | MILFORD FEDERAL SAVINGS + LOAN 00000000 00000.0000000000 |
d. CUSIP (if any). | 56099E004 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | 56099E004000 |
Balance. (2) |
a. Balance | 1932.92 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1932.92 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0003795225 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-06-12 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | MetroCity Bankshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | METROCITY BANKSHARES INC COMMON STOCK |
d. CUSIP (if any). | 59165J105 |
At least one of the following other identifiers: |
- ISIN | US59165J1051 |
- Ticker (if ISIN is not available). | MCBS |
Balance. (2) |
a. Balance | 65263 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1115344.67 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2189942637 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Mid Penn Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | MID PENN BANCORP INC COMMON STOCK USD1.0 |
d. CUSIP (if any). | 59540G107 |
At least one of the following other identifiers: |
- ISIN | US59540G1076 |
- Ticker (if ISIN is not available). | MPB |
Balance. (2) |
a. Balance | 71323 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1826582.03 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3586433839 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Midland States Bancorp Inc. |
b. LEI (if any) of issuer. (1) | 5493006RHXW9TTBWYC94 |
c. Title of the issue or description of the investment. | MIDLAND STATES BANCORP INC PREFERRED STOCK VAR |
d. CUSIP (if any). | 597742303 |
At least one of the following other identifiers: |
- ISIN | US5977423038 |
- Ticker (if ISIN is not available). | MSBI |
Balance. (2) |
a. Balance | 120000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2680800 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5263662775 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 141 |
a. Name of issuer (if any). | MidWestOne Financial Group Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 598511103 |
At least one of the following other identifiers: |
- ISIN | US5985111039 |
- Ticker (if ISIN is not available). | MOFG |
Balance. (2) |
a. Balance | 133914 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3270179.88 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6420890817 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | MIDSTATE FEDERAL SAVINGS+LOAN 00000000 00000.0000000000 |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | MIDSTATE FEDERAL SAVINGS+LOAN 00000000 00000.0000000000 |
d. CUSIP (if any). | 598993004 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | 598993004005 |
Balance. (2) |
a. Balance | 2060.64 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2060.64 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0004045999 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-06-01 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NBT Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NBT BANCORP INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 628778102 |
At least one of the following other identifiers: |
- ISIN | US6287781024 |
- Ticker (if ISIN is not available). | NBTB |
Balance. (2) |
a. Balance | 101770 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3430666.7 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6736001418 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Newburyport Five Cents Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NEWBURYPORT FIVE CENT SVGS BK CD |
d. CUSIP (if any). | 65199C008 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | 65199C008001 |
Balance. (2) |
a. Balance | 2182.95 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2182.95 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0004286151 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-10-19 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 145 |
a. Name of issuer (if any). | Nicolet Bankshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NICOLET BANKSHARES INC COMMON STOCK |
d. CUSIP (if any). | 65406E102 |
At least one of the following other identifiers: |
- ISIN | US65406E1029 |
- Ticker (if ISIN is not available). | NCBS |
Balance. (2) |
a. Balance | 95864 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6044225.2 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.1867637716 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 146 |
a. Name of issuer (if any). | Northpointe Bancshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NORTHPOINTE BANCSHARES I |
d. CUSIP (if any). | 66661N308 |
At least one of the following other identifiers: |
- ISIN | US66661N3089 |
- Ticker (if ISIN is not available). | NRTBNC |
Balance. (2) |
a. Balance | 160000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3120000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6126017554 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 147 |
a. Name of issuer (if any). | Northrim BanCorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NORTHRIM BANCORP INC COMMON STOCK USD1.0 |
d. CUSIP (if any). | 666762109 |
At least one of the following other identifiers: |
- ISIN | US6667621097 |
- Ticker (if ISIN is not available). | NRIM |
Balance. (2) |
a. Balance | 97720 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4610429.6 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.9052427134 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 148 |
a. Name of issuer (if any). | OP Bancorp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | OP BANCORP COMMON STOCK |
d. CUSIP (if any). | 67109R109 |
At least one of the following other identifiers: |
- ISIN | US67109R1095 |
- Ticker (if ISIN is not available). | OPBK |
Balance. (2) |
a. Balance | 170717 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1521088.47 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2986607265 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 149 |
a. Name of issuer (if any). | OAKTREE SPECIALTY LENDING CORP COMMON STOCK USD.01 |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | OAKTREE SPECIALTY LENDING CORP COMMON STOCK USD.01 |
d. CUSIP (if any). | 67401P405 |
At least one of the following other identifiers: |
- ISIN | US67401P4054 |
- Ticker (if ISIN is not available). | OCSL |
Balance. (2) |
a. Balance | 291154 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5464960.58 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0730270655 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 150 |
a. Name of issuer (if any). | Ohio Valley Banc Corp. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | OHIO VALLEY BANC CORP COMMON STOCK USD1.0 |
d. CUSIP (if any). | 677719106 |
At least one of the following other identifiers: |
- ISIN | US6777191064 |
- Ticker (if ISIN is not available). | OVBC US |
Balance. (2) |
a. Balance | 60934 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1426464.94 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2800817071 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 151 |
a. Name of issuer (if any). | Old National Bancorp |
b. LEI (if any) of issuer. (1) | 549300MMK90CL5KMVX16 |
c. Title of the issue or description of the investment. | OLD NATIONAL BANCORP/IN COMMON STOCK |
d. CUSIP (if any). | 680033107 |
At least one of the following other identifiers: |
- ISIN | US6800331075 |
- Ticker (if ISIN is not available). | ONB |
Balance. (2) |
a. Balance | 364040 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5249456.8 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0307136059 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 152 |
a. Name of issuer (if any). | Old Second Bancorp Inc. |
b. LEI (if any) of issuer. (1) | 549300XVJC1MPUT81C04 |
c. Title of the issue or description of the investment. | OLD SECOND BANCORP INC COMMON STOCK USD1.0 |
d. CUSIP (if any). | 680277100 |
At least one of the following other identifiers: |
- ISIN | US6802771005 |
- Ticker (if ISIN is not available). | OSBC |
Balance. (2) |
a. Balance | 318549 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4478798.94 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.8793974656 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 153 |
a. Name of issuer (if any). | Onex Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ONEX CORP COMMON STOCK |
d. CUSIP (if any). | 68272K103 |
At least one of the following other identifiers: |
- ISIN | CA68272K1030 |
- Ticker (if ISIN is not available). | ONEX |
Balance. (2) |
a. Balance | 124888 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 5838271.43 |
f. Exchange rate. | 1.3515 |
g. Percentage value compared to net assets of the Fund. | 1.1463254251 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CANADA (FEDERAL LEVEL)
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 154 |
a. Name of issuer (if any). | Orange County Bancorp Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ORANGE COUNTY BANCORP INC COMMON STOCK USD.5 |
d. CUSIP (if any). | 68417L107 |
At least one of the following other identifiers: |
- ISIN | US68417L1070 |
- Ticker (if ISIN is not available). | OBT US |
Balance. (2) |
a. Balance | 43740 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1924560 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3778810366 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 155 |
a. Name of issuer (if any). | The PNC Financial Services Group Inc. |
b. LEI (if any) of issuer. (1) | CFGNEKW0P8842LEUIA51 |
c. Title of the issue or description of the investment. | PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0 |
d. CUSIP (if any). | 693475105 |
At least one of the following other identifiers: |
- ISIN | US6934751057 |
- Ticker (if ISIN is not available). | PNC |
Balance. (2) |
a. Balance | 76931 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9777930.1 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.9198644689 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 156 |
a. Name of issuer (if any). | PacWest Bancorp |
b. LEI (if any) of issuer. (1) | 549300YI8VMFO7G36V04 |
c. Title of the issue or description of the investment. | PACWEST BANCORP PREFERRED STOCK VAR |
d. CUSIP (if any). | 695263202 |
At least one of the following other identifiers: |
- ISIN | US6952632023 |
- Ticker (if ISIN is not available). | PACW |
Balance. (2) |
a. Balance | 46057 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 682104.17 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1339289141 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 157 |
a. Name of issuer (if any). | Eurazeo SE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | EURAZEO SE COMMON STOCK |
d. CUSIP (if any). | 704239904 |
At least one of the following other identifiers: |
- ISIN | FR0000121121 |
- Ticker (if ISIN is not available). | RF |
Balance. (2) |
a. Balance | 102323 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 7283388.41 |
f. Exchange rate. | 0.922084 |
g. Percentage value compared to net assets of the Fund. | 1.4300693990 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
FRANCE
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 158 |
a. Name of issuer (if any). | Pinnacle Financial Partners Inc. |
b. LEI (if any) of issuer. (1) | 54930098EZ8JMSAZGS24 |
c. Title of the issue or description of the investment. | PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0 |
d. CUSIP (if any). | 72346Q104 |
At least one of the following other identifiers: |
- ISIN | US72346Q1040 |
- Ticker (if ISIN is not available). | PNFP |
Balance. (2) |
a. Balance | 126415 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6973051.4 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.3691357461 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 159 |
a. Name of issuer (if any). | Pinnacle Financial Partners Inc. |
b. LEI (if any) of issuer. (1) | 54930098EZ8JMSAZGS24 |
c. Title of the issue or description of the investment. | PINNACLE FINANCIAL PARTNERS IN PREFERRED STOCK 6.75 |
d. CUSIP (if any). | 72346Q302 |
At least one of the following other identifiers: |
- ISIN | US72346Q3020 |
- Ticker (if ISIN is not available). | PNFP |
Balance. (2) |
a. Balance | 71825 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1734573.75 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3405778603 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 160 |
a. Name of issuer (if any). | Plumas Bancorp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | PLUMAS BANCORP COMMON STOCK |
d. CUSIP (if any). | 729273102 |
At least one of the following other identifiers: |
- ISIN | US7292731020 |
- Ticker (if ISIN is not available). | PLBC US |
Balance. (2) |
a. Balance | 62876 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2141556.56 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4204875987 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 161 |
a. Name of issuer (if any). | Plymouth Industrial REIT Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | PLYMOUTH INDUSTRIAL REIT INC REIT USD.01 |
d. CUSIP (if any). | 729640102 |
At least one of the following other identifiers: |
- ISIN | US7296401026 |
- Ticker (if ISIN is not available). | PLYM |
Balance. (2) |
a. Balance | 179294 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3766966.94 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7396315897 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 162 |
a. Name of issuer (if any). | First Community Corporation |
b. LEI (if any) of issuer. (1) | 549300TC167ECI9SMC70 |
c. Title of the issue or description of the investment. | FIRST COMMUNITY CORP/SC COMMON STOCK USD1.0 |
d. CUSIP (if any). | 319835104 |
At least one of the following other identifiers: |
- ISIN | US3198351047 |
- Ticker (if ISIN is not available). | FCCO |
Balance. (2) |
a. Balance | 132912 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2658240 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.5219366956 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 163 |
a. Name of issuer (if any). | Penn Community Bank |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FIRST SAVINGS BANK OF PERCAISE |
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 | 31999X006 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 5138.21 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5138.21 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.0010088707 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-04-05 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.000000000000 |
c. Currently in default? | ☐ Yes ☒ No |
d. Are there any interest payments in arrears? (14) | ☐ Yes ☒ No |
e. Is any portion of the interest paid in kind? (15) | ☐ Yes ☒ No |
f. For convertible securities, also provide: |
i. Mandatory convertible? | ☐ Yes ☐ No |
ii. Contingent convertible? | ☐ Yes ☐ No |
iii. Description of the reference instrument. (16) |
Reference Instrument Record | Name of issuer | Title of issue | Currency in which denominated |
---|---|---|---|
— | — | — | — |
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
— | — | — |
v. Delta (if applicable). |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 164 |
a. Name of issuer (if any). | First Financial Bancorp. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FIRST FINANCIAL BANCORP COMMON STOCK |
d. CUSIP (if any). | 320209109 |
At least one of the following other identifiers: |
- ISIN | US3202091092 |
- Ticker (if ISIN is not available). | FFBC |
Balance. (2) |
a. Balance | 365772 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7962856.44 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.5634807156 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 165 |
a. Name of issuer (if any). | First Interstate BancSystem Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK |
d. CUSIP (if any). | 32055Y201 |
At least one of the following other identifiers: |
- ISIN | US32055Y2019 |
- Ticker (if ISIN is not available). | FIBK |
Balance. (2) |
a. Balance | 175848 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5250821.28 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0309815171 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 166 |
a. Name of issuer (if any). | First Merchants Corporation |
b. LEI (if any) of issuer. (1) | TZTBT0OTGQ2FEK6XMX94 |
c. Title of the issue or description of the investment. | FIRST MERCHANTS CORP COMMON STOCK |
d. CUSIP (if any). | 320817109 |
At least one of the following other identifiers: |
- ISIN | US3208171096 |
- Ticker (if ISIN is not available). | FRME |
Balance. (2) |
a. Balance | 153928 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5071927.6 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.9958563304 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 167 |
a. Name of issuer (if any). | First Merchants Corporation |
b. LEI (if any) of issuer. (1) | TZTBT0OTGQ2FEK6XMX94 |
c. Title of the issue or description of the investment. | FIRST MERCHANTS CORP PREFERRED STOCK 7.5 |
d. CUSIP (if any). | 320817208 |
At least one of the following other identifiers: |
- ISIN | US3208172086 |
- Ticker (if ISIN is not available). | FRME |
Balance. (2) |
a. Balance | 50000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1187500 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.2331617258 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 168 |
a. Name of issuer (if any). | First Mid Bancshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FIRST MID BANCSHARES INC COMMON STOCK USD4.0 |
d. CUSIP (if any). | 320866106 |
At least one of the following other identifiers: |
- ISIN | US3208661062 |
- Ticker (if ISIN is not available). | FMBH |
Balance. (2) |
a. Balance | 76166 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2073238.52 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4070735758 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 169 |
a. Name of issuer (if any). | First Northwest Bancorp |
b. LEI (if any) of issuer. (1) | 549300YDR3VSTKB9DQ65 |
c. Title of the issue or description of the investment. | FIRST NORTHWEST BANCORP COMMON STOCK |
d. CUSIP (if any). | 335834107 |
At least one of the following other identifiers: |
- ISIN | US3358341077 |
- Ticker (if ISIN is not available). | FNWB US |
Balance. (2) |
a. Balance | 62446 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 718129 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1410022711 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 170 |
a. Name of issuer (if any). | First Reliance Bancshares Inc. |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FIRST RELIANCE BANCSHARES INC COMMON STOCK USD.01 |
d. CUSIP (if any). | 33615Q100 |
At least one of the following other identifiers: |
- ISIN | US33615Q1004 |
- Ticker (if ISIN is not available). | FSRL US |
Balance. (2) |
a. Balance | 426454 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3173244.21 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.6230560812 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 171 |
a. Name of issuer (if any). | 1st Source Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | 1ST SOURCE CORP COMMON STOCK |
d. CUSIP (if any). | 336901103 |
At least one of the following other identifiers: |
- ISIN | US3369011032 |
- Ticker (if ISIN is not available). | SRCE |
Balance. (2) |
a. Balance | 121706 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5251613.9 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.0311371454 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 172 |
a. Name of issuer (if any). | Flushing Financial Corporation |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | FLUSHING FINANCIAL CORP COMMON STOCK USD.01 |
d. CUSIP (if any). | 343873105 |
At least one of the following other identifiers: |
- ISIN | US3438731057 |
- Ticker (if ISIN is not available). | FFIC |
Balance. (2) |
a. Balance | 63037 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 938620.93 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.1842951376 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 173 |
a. Name of issuer (if any). | JH COLLATERAL |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | JH COLLATERAL |
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 | 926EMC902 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 173902.59 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1738486.8 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.3413461748 |
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: 174 |
a. Name of issuer (if any). | American Business Bank |
b. LEI (if any) of issuer. (1) | 549300OQ7NQEKOCGWF54 |
c. Title of the issue or description of the investment. | AMERICAN BUSINESS BANK COMMON STOCK |
d. CUSIP (if any). | 02475L105 |
At least one of the following other identifiers: |
- ISIN | US02475L1052 |
- Ticker (if ISIN is not available). | AMBZ |
Balance. (2) |
a. Balance | 74896 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2471568 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4852842613 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 175 |
a. Name of issuer (if any). | IRS USD P 1.08 20200304-20300304 |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | IRS USD P 1.08 20200304-20300304 |
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 | 4158380 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 25000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3750637.5 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7364253578 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-interest rate
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Swap
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Chicago Mercantile Exchange | N/A |
Custom swap Flag | ☒ Yes ☐ No |
1. Description and terms of payments to be received from another party. |
Receipts: Reference Asset, Instrument or Index. |
Receipts: fixed, floating or other. | ☐ Fixed ☒ Floating ☐ Other |
Receipts: Floating rate Index. | USD-LIBOR-BBA 3M |
Receipts: Floating rate Spread. | 0.000000000000 |
Receipt: Floating Rate Reset Dates. | Month |
Receipt: Floating Rate Reset Dates Unit. | 3 |
Receipts: Floating Rate Tenor. | Month |
Receipts: Floating Rate Tenor Unit. | 3 |
Receipts: Base currency. |
United States Dollar
|
Receipts: Amount. | 86527.770000000000 |
2. Description and terms of payments to be paid to another party. |
Payments: Reference Asset, Instrument or Index. |
Payments: fixed, floating or other. | ☒ Fixed ☐ Floating ☐ Other |
Payments: Fixed rate. | 1.076800000000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | 20190 |
ii. Termination or maturity date. | 2030-03-04 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.000000000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.000000000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | 25000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. (24) | 3750637.5 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 176 |
a. Name of issuer (if any). | IRS USD P 1.14 20200303-20300303 |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | IRS USD P 1.14 20200303-20300303 |
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 | 4113694 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 25000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3659367.5 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.7185047930 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-interest rate
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Swap
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Chicago Mercantile Exchange | N/A |
Custom swap Flag | ☒ Yes ☐ No |
1. Description and terms of payments to be received from another party. |
Receipts: Reference Asset, Instrument or Index. |
Receipts: fixed, floating or other. | ☐ Fixed ☒ Floating ☐ Other |
Receipts: Floating rate Index. | USD-LIBOR-BBA 3M |
Receipts: Floating rate Spread. | 0.000000000000 |
Receipt: Floating Rate Reset Dates. | Month |
Receipt: Floating Rate Reset Dates Unit. | 3 |
Receipts: Floating Rate Tenor. | Month |
Receipts: Floating Rate Tenor Unit. | 3 |
Receipts: Base currency. |
United States Dollar
|
Receipts: Amount. | 100314.630000000000 |
2. Description and terms of payments to be paid to another party. |
Payments: Reference Asset, Instrument or Index. |
Payments: fixed, floating or other. | ☒ Fixed ☐ Floating ☐ Other |
Payments: Fixed rate. | 1.136400000000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | 22096.67 |
ii. Termination or maturity date. | 2030-03-03 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.000000000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.000000000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | 25000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. (24) | 3659367.5 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 177 |
a. Name of issuer (if any). | IRS USD P 1.22 20200302-20300302 |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | IRS USD P 1.22 20200302-20300302 |
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 | 4093180 |
Description of other unique identifier. | Custodian Identifier |
Balance. (2) |
a. Balance | 15000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2118697.5 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.4159992973 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-interest rate
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Swap
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | Chicago Mercantile Exchange | N/A |
Custom swap Flag | ☒ Yes ☐ No |
1. Description and terms of payments to be received from another party. |
Receipts: Reference Asset, Instrument or Index. |
Receipts: fixed, floating or other. | ☐ Fixed ☒ Floating ☐ Other |
Receipts: Floating rate Index. | USD-LIBOR-BBA 3M |
Receipts: Floating rate Spread. | 0.000000000000 |
Receipt: Floating Rate Reset Dates. | Month |
Receipt: Floating Rate Reset Dates Unit. | 3 |
Receipts: Floating Rate Tenor. | Month |
Receipts: Floating Rate Tenor Unit. | 3 |
Receipts: Base currency. |
United States Dollar
|
Receipts: Amount. | 62137.500000000000 |
2. Description and terms of payments to be paid to another party. |
Payments: Reference Asset, Instrument or Index. |
Payments: fixed, floating or other. | ☒ Fixed ☐ Floating ☐ Other |
Payments: Fixed rate. | 1.220300000000 |
Payments: Base currency |
United States Dollar
|
Payments: Amount | 14745.29 |
ii. Termination or maturity date. | 2030-03-02 |
iii. Upfront payments or receipts | |
Upfront payments. | 0.000000000000 |
ISO Currency Code. |
United States Dollar
|
Upfront receipts. | 0.000000000000 |
ISO Currency Code. |
United States Dollar
|
iv. Notional amount. | 15000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. (24) | 2118697.5 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as 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: | John Hancock Financial Opportunities Fund |
By (Signature): | /s/Salvatore Schiavone |
Name: | Salvatore Schiavone |
Title: | Treasurer |
Date: | 2023-04-28 |
1 Year John Hancock Financial O... Chart |
1 Month John Hancock Financial O... Chart |
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