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Name | Symbol | Market | Type |
---|---|---|---|
GAMCO Natural Resources Gold and Income Trust | NYSE:GNT-A | NYSE | Preference Share |
Price Change | % Change | Price | High Price | Low Price | Open Price | Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 21.59 | 0 | 01:00:00 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
Confidential | ☐ |
Filer CIK | 0001438893 |
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 | GAMCO Natural Resources, Gold & Income Trust |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-22216 |
c. CIK number of Registrant | 0001438893 |
d. LEI of Registrant | 23EBEGZ81713Q1VCP222 |
e. Address and telephone number of Registrant: |
i. Street Address 1 | One Corporate Center |
ii. Street Address 2 | |
iii. City | Rye |
iv. State, if applicable | |
v. Foreign country, if applicable | |
vi. Zip / Postal Code | 10580-1422 |
vii. Telephone number | 1-800-422-3554 |
a. Name of Series. | GAMCO Natural Resources, Gold & Income Trust |
b. EDGAR series identifier (if any). | |
c. LEI of Series. | 23EBEGZ81713Q1VCP222 |
a. Date of fiscal year-end. | 2020-12-31 |
b. Date as of which information is reported. | 2020-06-30 |
a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
Report the following information for the Fund and its consolidated subsidiaries. |
a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 162395401.88 |
b. Total liabilities. | 45232277.81 |
c. Net assets. | 117163124.07 |
a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.00000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)]. |
Amounts payable within one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
Amounts payable after one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis. |
(i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
(ii) On a standby commitment basis: | 0.00000000 |
e. Liquidation preference of outstanding preferred stock issued by the Fund. | 29252550.00000000 |
f. Cash and cash equivalents not reported in Parts C and D. | 437088.77000000 |
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 | 22.43000000 | 2.13000000 | 2.33000000 | C000000000 |
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 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Credit Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Equity Contracts | -698698.11000000 | -5198774.85000000 | -978757.52000000 | 1031917.20000000 | 676669.54000000 | -1055919.89000000 | |
Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Option | -698698.11000000 | -5198774.85000000 | -978757.52000000 | 1031917.20000000 | 676669.54000000 | -1055919.89000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Foreign Exchange Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Interest Rate Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other Contracts | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Forward | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Future | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Option | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swaption | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Swap | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Warrant | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | |
Other | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 |
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 | 1114994.81000000 | 24292154.28000000 |
Month 2 | 1694184.57000000 | 5095966.64000000 |
Month 3 | -298490.08000000 | 4493116.04000000 |
a. Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
Month | Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions) | Total net asset value of shares sold in connection with reinvestments of dividends and distributions | Total net asset value of shares redeemed or repurchased, including exchanges |
---|---|---|---|
Month 1 | 0.00000000 | 0.00000000 | 0.00000000 |
Month 2 | 0.00000000 | 0.00000000 | -192755.90000000 |
Month 3 | 0.00000000 | 0.00000000 | -301130.99000000 |
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 segregated to cover or pledged to satisfy margin requirements 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 | |
Classification |
—
|
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). | Tyson Foods Inc |
b. LEI (if any) of issuer. (1) | WD6L6041MNRW1JE49D58 |
c. Title of the issue or description of the investment. | Tyson Foods Inc |
d. CUSIP (if any). | 902494103 |
At least one of the following other identifiers: |
- ISIN | US9024941034 |
- Ticker (if ISIN is not available). | TSN |
Balance. (2) |
a. Balance | 39000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2328690.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.987562228716 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | MONTREAL EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ENDEAVOUR MINING CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | EDV 11 C28.5 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TCB45G5 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -90.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -40936.21000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | -0.03493950022 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MONTREAL EXCHANGE | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Endeavour Mining Corp |
Title of issue. | Endeavour Mining Corp |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | KYG3040R1589 |
- Ticker (if CUSIP and ISIN are not available). | EDV |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | BDGN4L2 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 28.50000000 |
vi. Exercise Price Currency Code |
Canada Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -31587.22000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 3 |
a. Name of issuer (if any). | RBC CAPITAL MARKETS, LLC |
b. LEI (if any) of issuer. (1) | 549300LCO2FLSSVFFR64 |
c. Title of the issue or description of the investment. | VANECK VECTORS GOLD MINERS ETF |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8499723 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -1700.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -139905.58000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.11941093335 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | RBC CAPITAL MARKETS, LLC | 549300LCO2FLSSVFFR64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | VanEck Vectors Gold Miners ETF |
Title of issue. | VanEck Vectors Gold Miners ETF |
At least one of the following other identifiers: |
- CUSIP. | 92189F106 |
- ISIN (if CUSIP is not available). | US92189F1066 |
- Ticker (if CUSIP and ISIN are not available). | GDX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 28.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 165180.33000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 4 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | FRANCO-NEVADA CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8511707 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -180.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -247942.48000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.21162160190 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Franco-Nevada Corp |
Title of issue. | Franco-Nevada Corp |
At least one of the following other identifiers: |
- CUSIP. | 351858105 |
- ISIN (if CUSIP is not available). | CA3518581051 |
- Ticker (if CUSIP and ISIN are not available). | FNV |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 145.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 106470.73000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 5 |
a. Name of issuer (if any). | Barrick Gold Corp |
b. LEI (if any) of issuer. (1) | 0O4KBQCJZX82UKGCBV73 |
c. Title of the issue or description of the investment. | Barrick Gold Corp |
d. CUSIP (if any). | 067901108 |
At least one of the following other identifiers: |
- ISIN | CA0679011084 |
- Ticker (if ISIN is not available). | GOLD |
Balance. (2) |
a. Balance | 280694.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7561896.36000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 6.454160743854 |
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: 6 |
a. Name of issuer (if any). | CREDIT SUISSE SECURITIES (USA) LLC |
b. LEI (if any) of issuer. (1) | 1V8Y6QCX6YMJ2OELII46 |
c. Title of the issue or description of the investment. | MARATHON PETROLEUM CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8494415 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -67.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -29830.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02546077551 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CREDIT SUISSE SECURITIES (USA) LLC | 1V8Y6QCX6YMJ2OELII46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Marathon Petroleum Corp |
Title of issue. | Marathon Petroleum Corp |
At least one of the following other identifiers: |
- CUSIP. | 56585A102 |
- ISIN (if CUSIP is not available). | US56585A1025 |
- Ticker (if CUSIP and ISIN are not available). | MPC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -9934.17000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 7 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | DEERE & CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8424137 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -85.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -173878.47000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.14840716426 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Deere & Co |
Title of issue. | Deere & Co |
At least one of the following other identifiers: |
- CUSIP. | 244199105 |
- ISIN (if CUSIP is not available). | US2441991054 |
- Ticker (if CUSIP and ISIN are not available). | DE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 150.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -60491.67000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 8 |
a. Name of issuer (if any). | Equinox Gold Corp |
b. LEI (if any) of issuer. (1) | 5493005IN4V1SNP9PN75 |
c. Title of the issue or description of the investment. | Equinox Gold Corp |
d. CUSIP (if any). | 29446Y502 |
At least one of the following other identifiers: |
- ISIN | CA29446Y5020 |
- Ticker (if ISIN is not available). | EQX |
Balance. (2) |
a. Balance | 145000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1626900.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.388576835001 |
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: 9 |
a. Name of issuer (if any). | MONTREAL EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CENTERRA GOLD INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | CG 12 C16 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00VHJGBC6 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -250.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -221898.94000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | -0.18939315741 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MONTREAL EXCHANGE | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Centerra Gold Inc |
Title of issue. | Centerra Gold Inc |
At least one of the following other identifiers: |
- CUSIP. | 152006102 |
- ISIN (if CUSIP is not available). | CA1520061021 |
- Ticker (if CUSIP and ISIN are not available). | CAGDF |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 16.00000000 |
vi. Exercise Price Currency Code |
Canada Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -212355.90000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 10 |
a. Name of issuer (if any). | Helmerich & Payne Inc |
b. LEI (if any) of issuer. (1) | 254900NAOGHJ88RZ4C73 |
c. Title of the issue or description of the investment. | Helmerich & Payne Inc |
d. CUSIP (if any). | 423452101 |
At least one of the following other identifiers: |
- ISIN | US4234521015 |
- Ticker (if ISIN is not available). | HP |
Balance. (2) |
a. Balance | 5000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 97550.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.083259985404 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | KINROSS GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | KGC 11 C10 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00T4JBXS5 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -535.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -21935.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01872176094 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kinross Gold Corp |
Title of issue. | Kinross Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 496902404 |
- ISIN (if CUSIP is not available). | CA4969024047 |
- Ticker (if CUSIP and ISIN are not available). | KGC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 10.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -4396.98000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 12 |
a. Name of issuer (if any). | Newcrest Mining Ltd |
b. LEI (if any) of issuer. (1) | 5299006MN50OZJUJI655 |
c. Title of the issue or description of the investment. | Newcrest Mining Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | AU000000NCM7 |
- Ticker (if ISIN is not available). | NCM |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 6637101 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 180952.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Australia Dollar
|
e. Value. (4) | 3937295.34000000 |
f. Exchange rate. | 1.44907000 |
g. Percentage value compared to net assets of the Fund. | 3.360524372538 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRALIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | CREDIT SUISSE SECURITIES (USA) LLC |
b. LEI (if any) of issuer. (1) | 1V8Y6QCX6YMJ2OELII46 |
c. Title of the issue or description of the investment. | ALAMOS GOLD INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8413773 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -1500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -398353.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.33999878644 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CREDIT SUISSE SECURITIES (USA) LLC | 1V8Y6QCX6YMJ2OELII46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Alamos Gold Inc |
Title of issue. | Alamos Gold Inc |
At least one of the following other identifiers: |
- CUSIP. | 011532108 |
- ISIN (if CUSIP is not available). | CA0115321089 |
- Ticker (if CUSIP and ISIN are not available). | AGI |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 7.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -353409.75000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 14 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | HARMONY GOLD MINING CO LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | HMY 1 C4 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00Q8SF0S5 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -1845.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -175275.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.14959911780 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Harmony Gold Mining Co Ltd |
Title of issue. | Harmony Gold Mining Co Ltd |
At least one of the following other identifiers: |
- CUSIP. | 413216300 |
- ISIN (if CUSIP is not available). | US4132163001 |
- Ticker (if CUSIP and ISIN are not available). | HMY |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 4.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -129202.55000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 15 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | MAG SILVER CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | MAG 12 C10 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00R5YWN68 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -225.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -112500.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.09601997291 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | MAG Silver Corp |
Title of issue. | MAG Silver Corp |
At least one of the following other identifiers: |
- CUSIP. | 55903Q104 |
- ISIN (if CUSIP is not available). | CA55903Q1046 |
- Ticker (if CUSIP and ISIN are not available). | MAG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 10.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -87846.83000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 16 |
a. Name of issuer (if any). | CITIGROUP GLOBAL MARKETS INC. |
b. LEI (if any) of issuer. (1) | MBNUM2BPBDO7JBLYG310 |
c. Title of the issue or description of the investment. | OCCIDENTAL PETROLEUM CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8390431 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -729.44000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00062258496 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CITIGROUP GLOBAL MARKETS INC. | MBNUM2BPBDO7JBLYG310 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Occidental Petroleum Corp |
Title of issue. | Occidental Petroleum Corp |
At least one of the following other identifiers: |
- CUSIP. | 674599105 |
- ISIN (if CUSIP is not available). | US6745991058 |
- Ticker (if CUSIP and ISIN are not available). | OXY |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 35.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6189.05000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 17 |
a. Name of issuer (if any). | RBC CAPITAL MARKETS, LLC |
b. LEI (if any) of issuer. (1) | 549300LCO2FLSSVFFR64 |
c. Title of the issue or description of the investment. | WILLIAMS COS INC/THE |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8421760 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -110.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -19455.26000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01660527589 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | RBC CAPITAL MARKETS, LLC | 549300LCO2FLSSVFFR64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Williams Cos Inc/The |
Title of issue. | Williams Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 969457100 |
- ISIN (if CUSIP is not available). | US9694571004 |
- Ticker (if CUSIP and ISIN are not available). | WMB |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 19.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -12474.41000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 18 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | SCHLUMBERGER LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8453423 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -90.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -29382.38000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02507818072 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Schlumberger Ltd |
Title of issue. | Schlumberger Ltd |
At least one of the following other identifiers: |
- CUSIP. | 806857108 |
- ISIN (if CUSIP is not available). | AN8068571086 |
- Ticker (if CUSIP and ISIN are not available). | SLB |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 18.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -13455.77000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 19 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | CF INDUSTRIES HOLDINGS INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8497129 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -130.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -35686.55000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03045885835 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CF Industries Holdings Inc |
Title of issue. | CF Industries Holdings Inc |
At least one of the following other identifiers: |
- CUSIP. | 125269100 |
- ISIN (if CUSIP is not available). | US1252691001 |
- Ticker (if CUSIP and ISIN are not available). | CF |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -13721.45000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 20 |
a. Name of issuer (if any). | Devon Energy Corp |
b. LEI (if any) of issuer. (1) | 54930042348RKR3ZPN35 |
c. Title of the issue or description of the investment. | Devon Energy Corp |
d. CUSIP (if any). | 25179M103 |
At least one of the following other identifiers: |
- ISIN | US25179M1036 |
- Ticker (if ISIN is not available). | DVN |
Balance. (2) |
a. Balance | 13000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 147420.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.125824572509 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Valero Energy Corp |
b. LEI (if any) of issuer. (1) | 549300XTO5VR8SKV1V74 |
c. Title of the issue or description of the investment. | Valero Energy Corp |
d. CUSIP (if any). | 91913Y100 |
At least one of the following other identifiers: |
- ISIN | US91913Y1001 |
- Ticker (if ISIN is not available). | VLO |
Balance. (2) |
a. Balance | 16300.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 958766.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.818317203139 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ANGLOGOLD ASHANTI LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | AU 10 C24 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RVWZBK0 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -280.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -196280.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.16752711363 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | AngloGold Ashanti Ltd |
Title of issue. | AngloGold Ashanti Ltd |
At least one of the following other identifiers: |
- CUSIP. | 035128206 |
- ISIN (if CUSIP is not available). | US0351282068 |
- Ticker (if CUSIP and ISIN are not available). | AU |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 24.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -106653.40000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 23 |
a. Name of issuer (if any). | CANTOR FITZGERALD & CO. |
b. LEI (if any) of issuer. (1) | 5493004J7H4GCPG6OB62 |
c. Title of the issue or description of the investment. | NUTRIEN LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8454051 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -250.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -18321.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01563734335 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CANTOR FITZGERALD & CO. | 5493004J7H4GCPG6OB62 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Nutrien Ltd |
Title of issue. | Nutrien Ltd |
At least one of the following other identifiers: |
- CUSIP. | 67077M108 |
- ISIN (if CUSIP is not available). | CA67077M1086 |
- Ticker (if CUSIP and ISIN are not available). | NTR |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 21419.37000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 24 |
a. Name of issuer (if any). | RBC CAPITAL MARKETS, LLC |
b. LEI (if any) of issuer. (1) | 549300LCO2FLSSVFFR64 |
c. Title of the issue or description of the investment. | MOSAIC CO/THE |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8413462 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -200.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -13296.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01134903162 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | RBC CAPITAL MARKETS, LLC | 549300LCO2FLSSVFFR64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Mosaic Co/The |
Title of issue. | Mosaic Co/The |
At least one of the following other identifiers: |
- CUSIP. | 61945C103 |
- ISIN (if CUSIP is not available). | US61945C1036 |
- Ticker (if CUSIP and ISIN are not available). | MOS |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 15.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -804.42000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 25 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | CNH INDUSTRIAL NV |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | CNHI 9 C7.5 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RFR94N1 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -490.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -24500.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02091101632 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CNH Industrial NV |
Title of issue. | CNH Industrial NV |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NL0010545661 |
- Ticker (if CUSIP and ISIN are not available). | CNHI |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | BDX85Z1 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 7.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -2655.26000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 26 |
a. Name of issuer (if any). | SOCIETE GENERALE |
b. LEI (if any) of issuer. (1) | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | AGNICO EAGLE MINES LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8543345 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -215.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -128010.46000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.10925831913 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SOCIETE GENERALE | O2RNE8IBXP4R0TD8PU41 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Agnico Eagle Mines Ltd |
Title of issue. | Agnico Eagle Mines Ltd |
At least one of the following other identifiers: |
- CUSIP. | 008474108 |
- ISIN (if CUSIP is not available). | CA0084741085 |
- Ticker (if CUSIP and ISIN are not available). | AEM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -32666.07000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 27 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | HARMONY GOLD MINING CO LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | HMY 8 C5 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00R5Q6M57 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -690.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -14490.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01236737251 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Harmony Gold Mining Co Ltd |
Title of issue. | Harmony Gold Mining Co Ltd |
At least one of the following other identifiers: |
- CUSIP. | 413216300 |
- ISIN (if CUSIP is not available). | US4132163001 |
- Ticker (if CUSIP and ISIN are not available). | HMY |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 5.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-08-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1036.10000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 28 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | CNH INDUSTRIAL NV |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8549375 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -490.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -29749.32000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02539136800 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CNH Industrial NV |
Title of issue. | CNH Industrial NV |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NL0010545661 |
- Ticker (if CUSIP and ISIN are not available). | CNHI |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | BDX85Z1 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 8.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 612.21000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 29 |
a. Name of issuer (if any). | JEFFERIES GROUP LLC |
b. LEI (if any) of issuer. (1) | NY9Q8VBNB6D1L6YV0J84 |
c. Title of the issue or description of the investment. | EOG RESOURCES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8435124 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -50.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -43871.31000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03744463998 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES GROUP LLC | NY9Q8VBNB6D1L6YV0J84 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | EOG Resources Inc |
Title of issue. | EOG Resources Inc |
At least one of the following other identifiers: |
- CUSIP. | 26875P101 |
- ISIN (if CUSIP is not available). | US26875P1012 |
- Ticker (if CUSIP and ISIN are not available). | EOG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -17073.20000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 30 |
a. Name of issuer (if any). | GOLDMAN SACHS & CO. LLC |
b. LEI (if any) of issuer. (1) | FOR8UP27PHTHYVLBNG30 |
c. Title of the issue or description of the investment. | ROYAL DUTCH SHELL PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8443388 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -10.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -3664.47000000 |
f. Exchange rate. | 0.80704000 |
g. Percentage value compared to net assets of the Fund. | -0.00312766497 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS & CO. LLC | FOR8UP27PHTHYVLBNG30 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Royal Dutch Shell PLC |
Title of issue. | Royal Dutch Shell PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB00B03MLX29 |
- Ticker (if CUSIP and ISIN are not available). | RDSA |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | B03MLX2 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1000.00000000 |
v. Exercise price or rate. | 16.00000000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 14913.62000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 31 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | CABOT OIL & GAS CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 127097064 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -80.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -15456.14000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01319198350 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cabot Oil & Gas Corp |
Title of issue. | Cabot Oil & Gas Corp |
At least one of the following other identifiers: |
- CUSIP. | 127097103 |
- ISIN (if CUSIP is not available). | US1270971039 |
- Ticker (if CUSIP and ISIN are not available). | COG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 16.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-08-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -10339.16000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 32 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. LLC |
b. LEI (if any) of issuer. (1) | 9R7GPTSO7KV3UQJZQ078 |
c. Title of the issue or description of the investment. | NEWCREST MINING LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8516171 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -600.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Australia Dollar
|
e. Value. (4) | -69187.54000000 |
f. Exchange rate. | 1.44907000 |
g. Percentage value compared to net assets of the Fund. | -0.05905231748 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. LLC | 9R7GPTSO7KV3UQJZQ078 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Newcrest Mining Ltd |
Title of issue. | Newcrest Mining Ltd |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | AU000000NCM7 |
- Ticker (if CUSIP and ISIN are not available). | NCM |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | 6637101 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 34.00000000 |
vi. Exercise Price Currency Code |
Australia Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -11854.17000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 33 |
a. Name of issuer (if any). | PRETIUM RESOURCES INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Pretium Resources Inc |
d. CUSIP (if any). | 74139CAB8 |
At least one of the following other identifiers: |
- ISIN | US74139CAB81 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDRJD12 |
Description of other unique identifier. | Sedol |
Balance. (2) |
a. Balance | 350000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 325325.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.277668423902 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
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 |
For debt securities, also provide: |
a. Maturity date. | 2022-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.25000000 |
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 | Pretium Resources Inc | Pretium Resources Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 74139C102 | ||
ISIN (if CUSIP is not available) | CA74139C1023 | ||
Ticker (if CUSIP and ISIN are not available) | PVG | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 62.50000000 | 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: 34 |
a. Name of issuer (if any). | UBS SECURITIES LLC |
b. LEI (if any) of issuer. (1) | T6FIZBDPKLYJKFCRVK44 |
c. Title of the issue or description of the investment. | ONEOK INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8414778 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -28498.34000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02432364297 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | UBS SECURITIES LLC | T6FIZBDPKLYJKFCRVK44 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ONEOK Inc |
Title of issue. | ONEOK Inc |
At least one of the following other identifiers: |
- CUSIP. | 682680103 |
- ISIN (if CUSIP is not available). | US6826801036 |
- Ticker (if CUSIP and ISIN are not available). | OKE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 27.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -20579.85000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 35 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | SCHLUMBERGER LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8390413 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -130.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4544.97000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00387918130 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Schlumberger Ltd |
Title of issue. | Schlumberger Ltd |
At least one of the following other identifiers: |
- CUSIP. | 806857108 |
- ISIN (if CUSIP is not available). | AN8068571086 |
- Ticker (if CUSIP and ISIN are not available). | SLB |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 13910.13000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 36 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | RIO TINTO PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8397943 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -170.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -134041.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.11440596268 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Rio Tinto PLC |
Title of issue. | Rio Tinto PLC |
At least one of the following other identifiers: |
- CUSIP. | 767204100 |
- ISIN (if CUSIP is not available). | US7672041008 |
- Ticker (if CUSIP and ISIN are not available). | RIO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 50.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -79818.01000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 37 |
a. Name of issuer (if any). | UBS SECURITIES LLC |
b. LEI (if any) of issuer. (1) | T6FIZBDPKLYJKFCRVK44 |
c. Title of the issue or description of the investment. | HOLLYFRONTIER CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8464797 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -22.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4717.22000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00402619854 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | UBS SECURITIES LLC | T6FIZBDPKLYJKFCRVK44 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | HollyFrontier Corp |
Title of issue. | HollyFrontier Corp |
At least one of the following other identifiers: |
- CUSIP. | 436106108 |
- ISIN (if CUSIP is not available). | US4361061082 |
- Ticker (if CUSIP and ISIN are not available). | HFC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 35.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -54.05000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 38 |
a. Name of issuer (if any). | MONTREAL EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | SEMAFO INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | SMF 12 C4 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TC9THM0 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -660.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -52261.34000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | -0.04460562178 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MONTREAL EXCHANGE | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | SEMAFO Inc |
Title of issue. | SEMAFO Inc |
At least one of the following other identifiers: |
- CUSIP. | 816922108 |
- ISIN (if CUSIP is not available). | CA8169221089 |
- Ticker (if CUSIP and ISIN are not available). | S7U |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 4.00000000 |
vi. Exercise Price Currency Code |
Canada Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -38878.20000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 39 |
a. Name of issuer (if any). | FBN SECURITIES, INC. |
b. LEI (if any) of issuer. (1) | 549300IZFVXL9ZPJFM37 |
c. Title of the issue or description of the investment. | BP PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8407512 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -140.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -7411.08000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00632543734 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | FBN SECURITIES, INC. | 549300IZFVXL9ZPJFM37 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BP PLC |
Title of issue. | BP PLC |
At least one of the following other identifiers: |
- CUSIP. | 055622104 |
- ISIN (if CUSIP is not available). | US0556221044 |
- Ticker (if CUSIP and ISIN are not available). | BP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 24.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6303.64000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 40 |
a. Name of issuer (if any). | NESBITT BURNS |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BARRICK GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8416785 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -504.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -283873.87000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.24228943385 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NESBITT BURNS | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Barrick Gold Corp |
Title of issue. | Barrick Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 067901108 |
- ISIN (if CUSIP is not available). | CA0679011084 |
- Ticker (if CUSIP and ISIN are not available). | GOLD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 22.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -179060.87000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 41 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | DEERE & CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | DE 9 C155 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RFV5N72 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -35.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -43400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03704237177 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Deere & Co |
Title of issue. | Deere & Co |
At least one of the following other identifiers: |
- CUSIP. | 244199105 |
- ISIN (if CUSIP is not available). | US2441991054 |
- Ticker (if CUSIP and ISIN are not available). | DE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 155.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -21715.81000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 42 |
a. Name of issuer (if any). | Apache Corp |
b. LEI (if any) of issuer. (1) | 72ZZ1XRHOOU9P9X16K08 |
c. Title of the issue or description of the investment. | Apache Corp |
d. CUSIP (if any). | 037411105 |
At least one of the following other identifiers: |
- ISIN | US0374111054 |
- Ticker (if ISIN is not available). | APA |
Balance. (2) |
a. Balance | 11700.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 157950.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.134812041974 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Franco-Nevada Corp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Franco-Nevada Corp |
d. CUSIP (if any). | 351858105 |
At least one of the following other identifiers: |
- ISIN | CA3518581051 |
- Ticker (if ISIN is not available). | FNV |
Balance. (2) |
a. Balance | 41600.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5809024.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 4.958065130227 |
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: 44 |
a. Name of issuer (if any). | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
b. LEI (if any) of issuer. (1) | 8NAV47T0Y26Q87Y0QP81 |
c. Title of the issue or description of the investment. | DEVON ENERGY CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 25179M101 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -60.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -0.94000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00000080230 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | 8NAV47T0Y26Q87Y0QP81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Devon Energy Corp |
Title of issue. | Devon Energy Corp |
At least one of the following other identifiers: |
- CUSIP. | 25179M103 |
- ISIN (if CUSIP is not available). | US25179M1036 |
- Ticker (if CUSIP and ISIN are not available). | DVN |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 26.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 16676.80000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 45 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | DEERE & CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8516357 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -50.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -62190.01000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05307984956 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Deere & Co |
Title of issue. | Deere & Co |
At least one of the following other identifiers: |
- CUSIP. | 244199105 |
- ISIN (if CUSIP is not available). | US2441991054 |
- Ticker (if CUSIP and ISIN are not available). | DE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 155.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -4641.90000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 46 |
a. Name of issuer (if any). | OPPENHEIMER & CO. INC. |
b. LEI (if any) of issuer. (1) | 254900VH02JQR2L8XD64 |
c. Title of the issue or description of the investment. | BHP GROUP LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8454054 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -68782.74000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05870681628 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | OPPENHEIMER & CO. INC. | 254900VH02JQR2L8XD64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BHP Group Ltd |
Title of issue. | BHP Group Ltd |
At least one of the following other identifiers: |
- CUSIP. | 088606108 |
- ISIN (if CUSIP is not available). | US0886061086 |
- Ticker (if CUSIP and ISIN are not available). | BHP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -45986.51000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 47 |
a. Name of issuer (if any). | Fresnillo PLC |
b. LEI (if any) of issuer. (1) | 549300JXWH1UV5J0XV81 |
c. Title of the issue or description of the investment. | Fresnillo PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | GB00B2QPKJ12 |
- Ticker (if ISIN is not available). | FRES |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B2QPKJ1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 124274.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | 1295650.07000000 |
f. Exchange rate. | 0.80704000 |
g. Percentage value compared to net assets of the Fund. | 1.105851418937 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MEXICO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | ConocoPhillips |
b. LEI (if any) of issuer. (1) | WPTL2Z3FIYTHSP5V2253 |
c. Title of the issue or description of the investment. | ConocoPhillips |
d. CUSIP (if any). | 20825C104 |
At least one of the following other identifiers: |
- ISIN | US20825C1045 |
- Ticker (if ISIN is not available). | COP |
Balance. (2) |
a. Balance | 16800.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 705936.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.602524049783 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | UBS SECURITIES LLC |
b. LEI (if any) of issuer. (1) | T6FIZBDPKLYJKFCRVK44 |
c. Title of the issue or description of the investment. | MARATHON PETROLEUM CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8507639 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -62.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -19617.89000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01674408236 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | UBS SECURITIES LLC | T6FIZBDPKLYJKFCRVK44 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Marathon Petroleum Corp |
Title of issue. | Marathon Petroleum Corp |
At least one of the following other identifiers: |
- CUSIP. | 56585A102 |
- ISIN (if CUSIP is not available). | US56585A1025 |
- Ticker (if CUSIP and ISIN are not available). | MPC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 42.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -2012.23000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 50 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | CHEVRON CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | CVX 12 C97.5 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RMMGJR9 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -80.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -46000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03926150003 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Chevron Corp |
Title of issue. | Chevron Corp |
At least one of the following other identifiers: |
- CUSIP. | 166764100 |
- ISIN (if CUSIP is not available). | US1667641005 |
- Ticker (if CUSIP and ISIN are not available). | CVX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 97.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -3635.97000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 51 |
a. Name of issuer (if any). | TREASURY BILL |
b. LEI (if any) of issuer. (1) | 254900HROIFWPRGM1V77 |
c. Title of the issue or description of the investment. | United States Treasury Bill |
d. CUSIP (if any). | 912796TJ8 |
At least one of the following other identifiers: |
- ISIN | US912796TJ85 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJDSXZ9 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 210000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 209948.23000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.179193096519 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
U.S. Treasury
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2020-09-10 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
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: 52 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | CONCHO RESOURCES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | CXO 12 C75 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00T8YSSP4 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -20.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -3400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00290193695 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Concho Resources Inc |
Title of issue. | Concho Resources Inc |
At least one of the following other identifiers: |
- CUSIP. | 20605P101 |
- ISIN (if CUSIP is not available). | US20605P1012 |
- Ticker (if CUSIP and ISIN are not available). | CXO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 75.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 5004.45000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 53 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | MAG SILVER CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | MAG 11 C12.5 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00SPP2BM4 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -230.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -70150.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05987378755 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | MAG Silver Corp |
Title of issue. | MAG Silver Corp |
At least one of the following other identifiers: |
- CUSIP. | 55903Q104 |
- ISIN (if CUSIP is not available). | CA55903Q1046 |
- Ticker (if CUSIP and ISIN are not available). | MAG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 12.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -50908.15000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 54 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | DEVON ENERGY CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | DVN 1 C15 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00MKKDS44 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -63.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -7245.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00618368625 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Devon Energy Corp |
Title of issue. | Devon Energy Corp |
At least one of the following other identifiers: |
- CUSIP. | 25179M103 |
- ISIN (if CUSIP is not available). | US25179M1036 |
- Ticker (if CUSIP and ISIN are not available). | DVN |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 15.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -2232.71000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 55 |
a. Name of issuer (if any). | CANTOR FITZGERALD & CO. |
b. LEI (if any) of issuer. (1) | 5493004J7H4GCPG6OB62 |
c. Title of the issue or description of the investment. | HESS CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8549405 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -23.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -7920.09000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00675988290 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CANTOR FITZGERALD & CO. | 5493004J7H4GCPG6OB62 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Hess Corp |
Title of issue. | Hess Corp |
At least one of the following other identifiers: |
- CUSIP. | 42809H107 |
- ISIN (if CUSIP is not available). | US42809H1077 |
- Ticker (if CUSIP and ISIN are not available). | HES |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 65.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1026.04000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 56 |
a. Name of issuer (if any). | MKM PARTNERS LLC |
b. LEI (if any) of issuer. (1) | 25490041O5W104HFWA62 |
c. Title of the issue or description of the investment. | PILGRIM'S PRIDE CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8414805 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -50.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -2681.58000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00228875767 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MKM PARTNERS LLC | 25490041O5W104HFWA62 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pilgrim's Pride Corp |
Title of issue. | Pilgrim's Pride Corp |
At least one of the following other identifiers: |
- CUSIP. | 72147K108 |
- ISIN (if CUSIP is not available). | US72147K1088 |
- Ticker (if CUSIP and ISIN are not available). | PPC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 22.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3716.54000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 57 |
a. Name of issuer (if any). | NESBITT BURNS |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | KIRKLAND LAKE GOLD LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8457051 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -432.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -171901.22000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.14671955989 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NESBITT BURNS | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kirkland Lake Gold Ltd |
Title of issue. | Kirkland Lake Gold Ltd |
At least one of the following other identifiers: |
- CUSIP. | 49741E100 |
- ISIN (if CUSIP is not available). | CA49741E1007 |
- Ticker (if CUSIP and ISIN are not available). | KL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -25901.51000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 58 |
a. Name of issuer (if any). | SOCIETE GENERALE |
b. LEI (if any) of issuer. (1) | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | DIAMONDBACK ENERGY INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8404851 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -20.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -18292.94000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01561322314 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SOCIETE GENERALE | O2RNE8IBXP4R0TD8PU41 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Diamondback Energy Inc |
Title of issue. | Diamondback Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 25278X109 |
- ISIN (if CUSIP is not available). | US25278X1090 |
- Ticker (if CUSIP and ISIN are not available). | FANG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -11523.69000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 59 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ZOETIS INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | ZTS 1 C125 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00M097NR4 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -180.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -356400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.30419127419 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Zoetis Inc |
Title of issue. | Zoetis Inc |
At least one of the following other identifiers: |
- CUSIP. | 98978V103 |
- ISIN (if CUSIP is not available). | US98978V1035 |
- Ticker (if CUSIP and ISIN are not available). | ZTS |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 125.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -176482.80000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 60 |
a. Name of issuer (if any). | BP PLC |
b. LEI (if any) of issuer. (1) | 213800LH1BZH3DI6G760 |
c. Title of the issue or description of the investment. | BP PLC |
d. CUSIP (if any). | 055622104 |
At least one of the following other identifiers: |
- ISIN | US0556221044 |
- Ticker (if ISIN is not available). | BP |
Balance. (2) |
a. Balance | 52000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1212640.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.035001421842 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 61 |
a. Name of issuer (if any). | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
b. LEI (if any) of issuer. (1) | 8NAV47T0Y26Q87Y0QP81 |
c. Title of the issue or description of the investment. | PIONEER NATURAL RESOURCES CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8364714 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -18.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5.16000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00000440411 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | 8NAV47T0Y26Q87Y0QP81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pioneer Natural Resources Co |
Title of issue. | Pioneer Natural Resources Co |
At least one of the following other identifiers: |
- CUSIP. | 723787107 |
- ISIN (if CUSIP is not available). | US7237871071 |
- Ticker (if CUSIP and ISIN are not available). | PXD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 144.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 18138.16000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 62 |
a. Name of issuer (if any). | IMPERIAL CAPITAL, LLC |
b. LEI (if any) of issuer. (1) | 549300I8X15KSI64Y307 |
c. Title of the issue or description of the investment. | MARATHON PETROLEUM CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8545859 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -60.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -9211.46000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00786208124 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | IMPERIAL CAPITAL, LLC | 549300I8X15KSI64Y307 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Marathon Petroleum Corp |
Title of issue. | Marathon Petroleum Corp |
At least one of the following other identifiers: |
- CUSIP. | 56585A102 |
- ISIN (if CUSIP is not available). | US56585A1025 |
- Ticker (if CUSIP and ISIN are not available). | MPC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 52.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2666.28000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 63 |
a. Name of issuer (if any). | Alamos Gold Inc |
b. LEI (if any) of issuer. (1) | 549300TDOX73YGYXE959 |
c. Title of the issue or description of the investment. | Alamos Gold Inc |
d. CUSIP (if any). | 011532108 |
At least one of the following other identifiers: |
- ISIN | CA0115321089 |
- Ticker (if ISIN is not available). | AGI |
Balance. (2) |
a. Balance | 468916.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4398432.08000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.754109592854 |
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: 64 |
a. Name of issuer (if any). | RBC CAPITAL MARKETS, LLC |
b. LEI (if any) of issuer. (1) | 549300LCO2FLSSVFFR64 |
c. Title of the issue or description of the investment. | TOTAL SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8413654 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -125.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -61331.71000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05234728118 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | RBC CAPITAL MARKETS, LLC | 549300LCO2FLSSVFFR64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | TOTAL SA |
Title of issue. | TOTAL SA |
At least one of the following other identifiers: |
- CUSIP. | 89151E109 |
- ISIN (if CUSIP is not available). | US89151E1091 |
- Ticker (if CUSIP and ISIN are not available). | TOT |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 35.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -54398.92000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 65 |
a. Name of issuer (if any). | SG COWEN SECURITIES CORPORATION |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | DIAMONDBACK ENERGY INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8535047 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -20.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -4483.35000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00382658796 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SG COWEN SECURITIES CORPORATION | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Diamondback Energy Inc |
Title of issue. | Diamondback Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 25278X109 |
- ISIN (if CUSIP is not available). | US25278X1090 |
- Ticker (if CUSIP and ISIN are not available). | FANG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4325.90000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 66 |
a. Name of issuer (if any). | Cabot Oil & Gas Corp |
b. LEI (if any) of issuer. (1) | FCNMH6O7VWU7LHXMK351 |
c. Title of the issue or description of the investment. | Cabot Oil & Gas Corp |
d. CUSIP (if any). | 127097103 |
At least one of the following other identifiers: |
- ISIN | US1270971039 |
- Ticker (if ISIN is not available). | COG |
Balance. (2) |
a. Balance | 21300.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 365934.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.312328646837 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | JEFFERIES GROUP LLC |
b. LEI (if any) of issuer. (1) | NY9Q8VBNB6D1L6YV0J84 |
c. Title of the issue or description of the investment. | WILLIAMS COS INC/THE |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8513197 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -27.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1770.38000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00151103857 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES GROUP LLC | NY9Q8VBNB6D1L6YV0J84 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Williams Cos Inc/The |
Title of issue. | Williams Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 969457100 |
- ISIN (if CUSIP is not available). | US9694571004 |
- Ticker (if CUSIP and ISIN are not available). | WMB |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 22.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 982.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 68 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | NUTRIEN LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8497100 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -250.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -26829.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02289944059 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Nutrien Ltd |
Title of issue. | Nutrien Ltd |
At least one of the following other identifiers: |
- CUSIP. | 67077M108 |
- ISIN (if CUSIP is not available). | CA67077M1086 |
- Ticker (if CUSIP and ISIN are not available). | NTR |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 37.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1339.13000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 69 |
a. Name of issuer (if any). | TREASURY BILL |
b. LEI (if any) of issuer. (1) | 254900HROIFWPRGM1V77 |
c. Title of the issue or description of the investment. | United States Treasury Bill |
d. CUSIP (if any). | 9127963A5 |
At least one of the following other identifiers: |
- ISIN | US9127963A52 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BMFKW79 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 7400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7395580.05000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 6.312207965350 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
U.S. Treasury
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2020-11-19 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
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). | Pioneer Natural Resources Co |
b. LEI (if any) of issuer. (1) | FY8JBF7CCL2VE4F1B628 |
c. Title of the issue or description of the investment. | Pioneer Natural Resources Co |
d. CUSIP (if any). | 723787107 |
At least one of the following other identifiers: |
- ISIN | US7237871071 |
- Ticker (if ISIN is not available). | PXD |
Balance. (2) |
a. Balance | 5100.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 498270.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.425278861378 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Mosaic Co/The |
b. LEI (if any) of issuer. (1) | 2YD5STGSJNMUB7H76907 |
c. Title of the issue or description of the investment. | Mosaic Co/The |
d. CUSIP (if any). | 61945C103 |
At least one of the following other identifiers: |
- ISIN | US61945C1036 |
- Ticker (if ISIN is not available). | MOS |
Balance. (2) |
a. Balance | 58500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 731835.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.624629127815 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ENERGY SELECT SECTOR SPDR FUND |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | XLE 9 C35 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RK98KK3 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -139200.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.11880871315 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Energy Select Sector SPDR Fund |
Title of issue. | Energy Select Sector SPDR Fund |
At least one of the following other identifiers: |
- CUSIP. | 81369Y506 |
- ISIN (if CUSIP is not available). | US81369Y5069 |
- Ticker (if CUSIP and ISIN are not available). | XLE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 35.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -106662.10000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 73 |
a. Name of issuer (if any). | CIBC WORLD MARKETS CORP. |
b. LEI (if any) of issuer. (1) | 549300445CON3DBMU275 |
c. Title of the issue or description of the investment. | SUNCOR ENERGY INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8533170 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -75.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1882.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00160681956 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CIBC WORLD MARKETS CORP. | 549300445CON3DBMU275 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Suncor Energy Inc |
Title of issue. | Suncor Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 867224107 |
- ISIN (if CUSIP is not available). | CA8672241079 |
- Ticker (if CUSIP and ISIN are not available). | SU |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 25.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6289.57000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 74 |
a. Name of issuer (if any). | CITIGROUP GLOBAL MARKETS INC. |
b. LEI (if any) of issuer. (1) | MBNUM2BPBDO7JBLYG310 |
c. Title of the issue or description of the investment. | OCCIDENTAL PETROLEUM CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8390427 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -41.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -0.81000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00000069134 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CITIGROUP GLOBAL MARKETS INC. | MBNUM2BPBDO7JBLYG310 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Occidental Petroleum Corp |
Title of issue. | Occidental Petroleum Corp |
At least one of the following other identifiers: |
- CUSIP. | 674599105 |
- ISIN (if CUSIP is not available). | US6745991058 |
- Ticker (if CUSIP and ISIN are not available). | OXY |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 35.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6270.64000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 75 |
a. Name of issuer (if any). | CITIGROUP GLOBAL MARKETS INC. |
b. LEI (if any) of issuer. (1) | MBNUM2BPBDO7JBLYG310 |
c. Title of the issue or description of the investment. | NEWMONT CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8511737 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -225.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -118999.73000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.10156756312 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CITIGROUP GLOBAL MARKETS INC. | MBNUM2BPBDO7JBLYG310 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Newmont Corp |
Title of issue. | Newmont Corp |
At least one of the following other identifiers: |
- CUSIP. | 651639106 |
- ISIN (if CUSIP is not available). | US6516391066 |
- Ticker (if CUSIP and ISIN are not available). | NEM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 65.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 50641.79000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 76 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | TYSON FOODS INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8413556 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -120.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -18062.35000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01541641206 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Tyson Foods Inc |
Title of issue. | Tyson Foods Inc |
At least one of the following other identifiers: |
- CUSIP. | 902494103 |
- ISIN (if CUSIP is not available). | US9024941034 |
- Ticker (if CUSIP and ISIN are not available). | TSN |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 25613.13000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 77 |
a. Name of issuer (if any). | Agnico Eagle Mines Ltd |
b. LEI (if any) of issuer. (1) | YGE0EUBRF7IJOB3QRX76 |
c. Title of the issue or description of the investment. | Agnico Eagle Mines Ltd |
d. CUSIP (if any). | 008474108 |
At least one of the following other identifiers: |
- ISIN | CA0084741085 |
- Ticker (if ISIN is not available). | AEM |
Balance. (2) |
a. Balance | 70000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4484200.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.827313444903 |
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: 78 |
a. Name of issuer (if any). | Dundee Precious Metals Inc |
b. LEI (if any) of issuer. (1) | 549300LATVTU0EIUMD45 |
c. Title of the issue or description of the investment. | Dundee Precious Metals Inc |
d. CUSIP (if any). | 265269209 |
At least one of the following other identifiers: |
- ISIN | CA2652692096 |
- Ticker (if ISIN is not available). | DPM |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B00VD03 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 75000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 493886.27000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | 0.421537300170 |
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: 79 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | B2GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8413766 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -2500.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -379768.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.32413675635 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | B2Gold Corp |
Title of issue. | B2Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 11777Q209 |
- ISIN (if CUSIP is not available). | CA11777Q2099 |
- Ticker (if CUSIP and ISIN are not available). | BTG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 4.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -314863.00000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 80 |
a. Name of issuer (if any). | Kinder Morgan Inc |
b. LEI (if any) of issuer. (1) | 549300WR7IX8XE0TBO16 |
c. Title of the issue or description of the investment. | Kinder Morgan Inc |
d. CUSIP (if any). | 49456B101 |
At least one of the following other identifiers: |
- ISIN | US49456B1017 |
- Ticker (if ISIN is not available). | KMI |
Balance. (2) |
a. Balance | 69682.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1057075.94000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.902225805594 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Wheaton Precious Metals Corp |
b. LEI (if any) of issuer. (1) | 549300XSFG5ZCGVYD886 |
c. Title of the issue or description of the investment. | Wheaton Precious Metals Corp |
d. CUSIP (if any). | 962879102 |
At least one of the following other identifiers: |
- ISIN | CA9628791027 |
- Ticker (if ISIN is not available). | WPM |
Balance. (2) |
a. Balance | 120750.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5319037.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 4.539856326144 |
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: 82 |
a. Name of issuer (if any). | OSISKO GOLD ROYALTIES |
b. LEI (if any) of issuer. (1) | 549300TJZTXZMPQ6K004 |
c. Title of the issue or description of the investment. | Osisko Gold Royalties Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BF8J122 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | 350000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 261455.88000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | 0.223155435701 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
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 |
For debt securities, also provide: |
a. Maturity date. | 2022-12-31 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.00000000 |
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 | OSISKO GOLD ROYALTIES LTD | OSISKO GOLD ROYALTIES LTD | Canada Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 68827L101 | ||
ISIN (if CUSIP is not available) | CA68827L1013 | ||
Ticker (if CUSIP and ISIN are not available) | OR | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 43.68720000 | Canada 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: 83 |
a. Name of issuer (if any). | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
b. LEI (if any) of issuer. (1) | 8NAV47T0Y26Q87Y0QP81 |
c. Title of the issue or description of the investment. | MOSAIC CO/THE |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8426454 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -200.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5586.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00476822382 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | 8NAV47T0Y26Q87Y0QP81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Mosaic Co/The |
Title of issue. | Mosaic Co/The |
At least one of the following other identifiers: |
- CUSIP. | 61945C103 |
- ISIN (if CUSIP is not available). | US61945C1036 |
- Ticker (if CUSIP and ISIN are not available). | MOS |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 16.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-08-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -794.14000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 84 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | CF INDUSTRIES HOLDINGS INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8419810 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -10060.65000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00858687413 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CF Industries Holdings Inc |
Title of issue. | CF Industries Holdings Inc |
At least one of the following other identifiers: |
- CUSIP. | 125269100 |
- ISIN (if CUSIP is not available). | US1252691001 |
- Ticker (if CUSIP and ISIN are not available). | CF |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 35.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 8635.58000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 85 |
a. Name of issuer (if any). | FBN SECURITIES, INC. |
b. LEI (if any) of issuer. (1) | 549300IZFVXL9ZPJFM37 |
c. Title of the issue or description of the investment. | PAN AMERICAN SILVER CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8543433 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -146.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -100538.84000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.08581099283 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | FBN SECURITIES, INC. | 549300IZFVXL9ZPJFM37 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pan American Silver Corp |
Title of issue. | Pan American Silver Corp |
At least one of the following other identifiers: |
- CUSIP. | 697900108 |
- ISIN (if CUSIP is not available). | CA6979001089 |
- Ticker (if CUSIP and ISIN are not available). | PAAS |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 28.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-03-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -36596.34000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 86 |
a. Name of issuer (if any). | Pretium Resources Inc |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Pretium Resources Inc |
d. CUSIP (if any). | 74139C102 |
At least one of the following other identifiers: |
- ISIN | CA74139C1023 |
- Ticker (if ISIN is not available). | PVG |
Balance. (2) |
a. Balance | 126000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1058400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.903355905197 |
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: 87 |
a. Name of issuer (if any). | OceanaGold Corp |
b. LEI (if any) of issuer. (1) | 549300CBMSE8I9N3E232 |
c. Title of the issue or description of the investment. | OceanaGold Corp |
d. CUSIP (if any). | 675222103 |
At least one of the following other identifiers: |
- ISIN | CA6752221037 |
- Ticker (if ISIN is not available). | OGC |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B1Z7L21 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 359975.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 837891.13000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | 0.715149187639 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRALIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Occidental Petroleum Corp |
b. LEI (if any) of issuer. (1) | IM7X0T3ECJW4C1T7ON55 |
c. Title of the issue or description of the investment. | Occidental Petroleum Corp |
d. CUSIP (if any). | 674599105 |
At least one of the following other identifiers: |
- ISIN | US6745991058 |
- Ticker (if ISIN is not available). | OXY |
Balance. (2) |
a. Balance | 8098.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 148193.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.126484677816 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | B2Gold Corp |
b. LEI (if any) of issuer. (1) | 549300F7OK456M5NLM05 |
c. Title of the issue or description of the investment. | B2Gold Corp |
d. CUSIP (if any). | 11777Q209 |
At least one of the following other identifiers: |
- ISIN | CA11777Q2099 |
- Ticker (if ISIN is not available). | BTG |
Balance. (2) |
a. Balance | 483500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2751115.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.348106558131 |
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: 90 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | NEWMONT CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | NEM 12 C75 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00T9K35C4 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -225.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -71325.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.06087666282 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Newmont Corp |
Title of issue. | Newmont Corp |
At least one of the following other identifiers: |
- CUSIP. | 651639106 |
- ISIN (if CUSIP is not available). | US6516391066 |
- Ticker (if CUSIP and ISIN are not available). | NEM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 75.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 20158.44000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 91 |
a. Name of issuer (if any). | SOCIETE GENERALE |
b. LEI (if any) of issuer. (1) | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | BP PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8443652 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -11802.68000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01007371567 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SOCIETE GENERALE | O2RNE8IBXP4R0TD8PU41 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BP PLC |
Title of issue. | BP PLC |
At least one of the following other identifiers: |
- CUSIP. | 055622104 |
- ISIN (if CUSIP is not available). | US0556221044 |
- Ticker (if CUSIP and ISIN are not available). | BP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 26.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 16643.55000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 92 |
a. Name of issuer (if any). | FBN SECURITIES, INC. |
b. LEI (if any) of issuer. (1) | 549300IZFVXL9ZPJFM37 |
c. Title of the issue or description of the investment. | CONOCOPHILLIPS |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8453472 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -50.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -37645.31000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03213068130 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | FBN SECURITIES, INC. | 549300IZFVXL9ZPJFM37 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ConocoPhillips |
Title of issue. | ConocoPhillips |
At least one of the following other identifiers: |
- CUSIP. | 20825C104 |
- ISIN (if CUSIP is not available). | US20825C1045 |
- Ticker (if CUSIP and ISIN are not available). | COP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 37.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -25447.20000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 93 |
a. Name of issuer (if any). | CITIGROUP GLOBAL MARKETS INC. |
b. LEI (if any) of issuer. (1) | MBNUM2BPBDO7JBLYG310 |
c. Title of the issue or description of the investment. | NEWMONT CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8416769 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -225.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -291124.51000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.24847793391 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CITIGROUP GLOBAL MARKETS INC. | MBNUM2BPBDO7JBLYG310 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Newmont Corp |
Title of issue. | Newmont Corp |
At least one of the following other identifiers: |
- CUSIP. | 651639106 |
- ISIN (if CUSIP is not available). | US6516391066 |
- Ticker (if CUSIP and ISIN are not available). | NEM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 50.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -155458.00000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 94 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | RIO TINTO PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8497122 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -170.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -119506.23000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.10199986638 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Rio Tinto PLC |
Title of issue. | Rio Tinto PLC |
At least one of the following other identifiers: |
- CUSIP. | 767204100 |
- ISIN (if CUSIP is not available). | US7672041008 |
- Ticker (if CUSIP and ISIN are not available). | RIO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 50.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -83727.64000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 95 |
a. Name of issuer (if any). | FORTUNA SILVER MINES INC |
b. LEI (if any) of issuer. (1) | 5493003Q88RVK7CW4735 |
c. Title of the issue or description of the investment. | Fortuna Silver Mines Inc |
d. CUSIP (if any). | 349915AA6 |
At least one of the following other identifiers: |
- ISIN | CA349915AA62 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK58X98 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 200000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 223620.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.190862100831 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
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 |
For debt securities, also provide: |
a. Maturity date. | 2024-10-31 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.65000000 |
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 | Fortuna Silver Mines Inc | Fortuna Silver Mines Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 349915108 | ||
ISIN (if CUSIP is not available) | CA3499151080 | ||
Ticker (if CUSIP and ISIN are not available) | FVI | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 200.00000000 | 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: 96 |
a. Name of issuer (if any). | SOCIETE GENERALE SA |
b. LEI (if any) of issuer. (1) | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | NOBLE ENERGY INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8359486 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -30.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -204.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00017445762 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SOCIETE GENERALE SA | O2RNE8IBXP4R0TD8PU41 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Noble Energy Inc |
Title of issue. | Noble Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 655044105 |
- ISIN (if CUSIP is not available). | US6550441058 |
- Ticker (if CUSIP and ISIN are not available). | NBL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 20.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-08-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4309.47000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 97 |
a. Name of issuer (if any). | Schlumberger Ltd |
b. LEI (if any) of issuer. (1) | 213800ZUA17OK3QLGM62 |
c. Title of the issue or description of the investment. | Schlumberger Ltd |
d. CUSIP (if any). | 806857108 |
At least one of the following other identifiers: |
- ISIN | AN8068571086 |
- Ticker (if ISIN is not available). | SLB |
Balance. (2) |
a. Balance | 51970.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 955728.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.815724493168 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NOMURA SECURITIES INTERNATIONAL, INC. |
b. LEI (if any) of issuer. (1) | OXTKY6Q8X53C9ILVV871 |
c. Title of the issue or description of the investment. | TYSON FOODS INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8443839 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -120.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -29415.47000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02510642340 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NOMURA SECURITIES INTERNATIONAL, INC. | OXTKY6Q8X53C9ILVV871 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Tyson Foods Inc |
Title of issue. | Tyson Foods Inc |
At least one of the following other identifiers: |
- CUSIP. | 902494103 |
- ISIN (if CUSIP is not available). | US9024941034 |
- Ticker (if CUSIP and ISIN are not available). | TSN |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 16300.01000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 99 |
a. Name of issuer (if any). | Deere & Co |
b. LEI (if any) of issuer. (1) | PWFTNG3EI0Y73OXWDH08 |
c. Title of the issue or description of the investment. | Deere & Co |
d. CUSIP (if any). | 244199105 |
At least one of the following other identifiers: |
- ISIN | US2441991054 |
- Ticker (if ISIN is not available). | DE |
Balance. (2) |
a. Balance | 24300.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3818745.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.259340368662 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Newmont Corp |
b. LEI (if any) of issuer. (1) | 549300VSP3RIX7FGDZ51 |
c. Title of the issue or description of the investment. | Newmont Corp |
d. CUSIP (if any). | 651639106 |
At least one of the following other identifiers: |
- ISIN | US6516391066 |
- Ticker (if ISIN is not available). | NEM |
Balance. (2) |
a. Balance | 75156.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4640131.44000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.960402623975 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | HollyFrontier Corp |
b. LEI (if any) of issuer. (1) | 549300J3U2WK73C9ZK26 |
c. Title of the issue or description of the investment. | HollyFrontier Corp |
d. CUSIP (if any). | 436106108 |
At least one of the following other identifiers: |
- ISIN | US4361061082 |
- Ticker (if ISIN is not available). | HFC |
Balance. (2) |
a. Balance | 6500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 189800.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.161996363195 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | BARRICK GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8465984 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -550.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -206653.32000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.17638085501 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Barrick Gold Corp |
Title of issue. | Barrick Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 067901108 |
- ISIN (if CUSIP is not available). | CA0679011084 |
- Ticker (if CUSIP and ISIN are not available). | GOLD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 26.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12775.95000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 103 |
a. Name of issuer (if any). | MONTREAL EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ENDEAVOUR MINING CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | EDV 1 C34 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TWT89W4 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -280.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -76826.75000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | -0.06557246626 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MONTREAL EXCHANGE | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Endeavour Mining Corp |
Title of issue. | Endeavour Mining Corp |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | KYG3040R1589 |
- Ticker (if CUSIP and ISIN are not available). | EDV |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | BDGN4L2 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 34.00000000 |
vi. Exercise Price Currency Code |
Canada Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -27291.06000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 104 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | ROYAL GOLD INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8457095 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -55.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -105883.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.09037304257 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Royal Gold Inc |
Title of issue. | Royal Gold Inc |
At least one of the following other identifiers: |
- CUSIP. | 780287108 |
- ISIN (if CUSIP is not available). | US7802871084 |
- Ticker (if CUSIP and ISIN are not available). | RGLD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 115.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -28940.95000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 105 |
a. Name of issuer (if any). | GOLDMAN SACHS & CO. LLC |
b. LEI (if any) of issuer. (1) | FOR8UP27PHTHYVLBNG30 |
c. Title of the issue or description of the investment. | KUBOTA CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8566546 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -800.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Japan Yen
|
e. Value. (4) | -143409.11000000 |
f. Exchange rate. | 107.97500000 |
g. Percentage value compared to net assets of the Fund. | -0.12240123429 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS & CO. LLC | FOR8UP27PHTHYVLBNG30 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kubota Corp |
Title of issue. | Kubota Corp |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | JP3266400005 |
- Ticker (if CUSIP and ISIN are not available). | 6326 |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | 6497509 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 1525.00000000 |
vi. Exercise Price Currency Code |
Japan Yen
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -21794.55000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 106 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ENERGY SELECT SECTOR SPDR FUND |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | XLE 12 C40 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TB39613 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -85.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -27200.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02321549567 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Energy Select Sector SPDR Fund |
Title of issue. | Energy Select Sector SPDR Fund |
At least one of the following other identifiers: |
- CUSIP. | 81369Y506 |
- ISIN (if CUSIP is not available). | US81369Y5069 |
- Ticker (if CUSIP and ISIN are not available). | XLE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3787.09000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 107 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | CIMAREX ENERGY CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 171798028 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -15.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -836.78000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00071420082 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cimarex Energy Co |
Title of issue. | Cimarex Energy Co |
At least one of the following other identifiers: |
- CUSIP. | 171798101 |
- ISIN (if CUSIP is not available). | US1717981013 |
- Ticker (if CUSIP and ISIN are not available). | XEC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6122.66000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 108 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | APACHE CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8411836 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -39.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -15941.84000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01360653373 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Apache Corp |
Title of issue. | Apache Corp |
At least one of the following other identifiers: |
- CUSIP. | 037411105 |
- ISIN (if CUSIP is not available). | US0374111054 |
- Ticker (if CUSIP and ISIN are not available). | APA |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 12.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -13447.31000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 109 |
a. Name of issuer (if any). | AngloGold Ashanti Ltd |
b. LEI (if any) of issuer. (1) | 378900EF3BA9A5F42A59 |
c. Title of the issue or description of the investment. | AngloGold Ashanti Ltd |
d. CUSIP (if any). | 035128206 |
At least one of the following other identifiers: |
- ISIN | US0351282068 |
- Ticker (if ISIN is not available). | AU |
Balance. (2) |
a. Balance | 78000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2300220.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.963262774237 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SOUTH AFRICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | VANECK VECTORS GOLD MINERS ETF |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | GDX 1 P18 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00LZYBTD0 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -460.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -6440.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00549661000 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | VanEck Vectors Gold Miners ETF |
Title of issue. | VanEck Vectors Gold Miners ETF |
At least one of the following other identifiers: |
- CUSIP. | 92189F106 |
- ISIN (if CUSIP is not available). | US92189F1066 |
- Ticker (if CUSIP and ISIN are not available). | GDX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 18.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 111115.86000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 111 |
a. Name of issuer (if any). | IDEXX Laboratories Inc |
b. LEI (if any) of issuer. (1) | OGMTXK0LUU1HKV2P0J84 |
c. Title of the issue or description of the investment. | IDEXX Laboratories Inc |
d. CUSIP (if any). | 45168D104 |
At least one of the following other identifiers: |
- ISIN | US45168D1046 |
- Ticker (if ISIN is not available). | IDXX |
Balance. (2) |
a. Balance | 12900.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4259064.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.635157421592 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | TREASURY BILL |
b. LEI (if any) of issuer. (1) | 254900HROIFWPRGM1V77 |
c. Title of the issue or description of the investment. | United States Treasury Bill |
d. CUSIP (if any). | 912796WZ8 |
At least one of the following other identifiers: |
- ISIN | US912796WZ80 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKDHQ32 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 175000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 174980.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.149347972230 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
U.S. Treasury
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2020-08-06 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
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: 113 |
a. Name of issuer (if any). | Bunge Ltd |
b. LEI (if any) of issuer. (1) | 5493007M0RIN8HY3MM77 |
c. Title of the issue or description of the investment. | Bunge Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | BMG169621056 |
- Ticker (if ISIN is not available). | BG |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2788713 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 30500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1254465.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.070699513995 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Suncor Energy Inc |
b. LEI (if any) of issuer. (1) | 549300W70ZOQDVLCHY06 |
c. Title of the issue or description of the investment. | Suncor Energy Inc |
d. CUSIP (if any). | 867224107 |
At least one of the following other identifiers: |
- ISIN | CA8672241079 |
- Ticker (if ISIN is not available). | SU |
Balance. (2) |
a. Balance | 21000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 354060.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.302194058762 |
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: 115 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. LLC |
b. LEI (if any) of issuer. (1) | 9R7GPTSO7KV3UQJZQ078 |
c. Title of the issue or description of the investment. | ROYAL DUTCH SHELL PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8570974 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -30.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -18206.90000000 |
f. Exchange rate. | 0.80704000 |
g. Percentage value compared to net assets of the Fund. | -0.01553978706 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. LLC | 9R7GPTSO7KV3UQJZQ078 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Royal Dutch Shell PLC |
Title of issue. | Royal Dutch Shell PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB00B03MLX29 |
- Ticker (if CUSIP and ISIN are not available). | RDSA |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | B03MLX2 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1000.00000000 |
v. Exercise price or rate. | 15.00000000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1674.50000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 116 |
a. Name of issuer (if any). | Diamondback Energy Inc |
b. LEI (if any) of issuer. (1) | 549300R22LSX6OHWEN64 |
c. Title of the issue or description of the investment. | Diamondback Energy Inc |
d. CUSIP (if any). | 25278X109 |
At least one of the following other identifiers: |
- ISIN | US25278X1090 |
- Ticker (if ISIN is not available). | FANG |
Balance. (2) |
a. Balance | 6000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 250920.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.214162947592 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NESBITT BURNS |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BARRICK GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8394676 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -505.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -324346.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.27683309281 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NESBITT BURNS | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Barrick Gold Corp |
Title of issue. | Barrick Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 067901108 |
- ISIN (if CUSIP is not available). | CA0679011084 |
- Ticker (if CUSIP and ISIN are not available). | GOLD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 21.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -176400.34000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 118 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | PIONEER NATURAL RESOURCES CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | PXD 9 C130 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RGP0HF3 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -18.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -2556.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00218157378 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pioneer Natural Resources Co |
Title of issue. | Pioneer Natural Resources Co |
At least one of the following other identifiers: |
- CUSIP. | 723787107 |
- ISIN (if CUSIP is not available). | US7237871071 |
- Ticker (if CUSIP and ISIN are not available). | PXD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 130.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 10215.83000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 119 |
a. Name of issuer (if any). | Royal Dutch Shell PLC |
b. LEI (if any) of issuer. (1) | 21380068P1DRHMJ8KU70 |
c. Title of the issue or description of the investment. | Royal Dutch Shell PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | GB00B03MLX29 |
- Ticker (if ISIN is not available). | RDSA |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B03MLX2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 150500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | 2400048.32000000 |
f. Exchange rate. | 0.80704000 |
g. Percentage value compared to net assets of the Fund. | 2.048467330528 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
NETHERLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 120 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | VANECK VECTORS GOLD MINERS ETF |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | GDX 7 P26 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RF9YC55 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -1850.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1850.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00157899511 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | VanEck Vectors Gold Miners ETF |
Title of issue. | VanEck Vectors Gold Miners ETF |
At least one of the following other identifiers: |
- CUSIP. | 92189F106 |
- ISIN (if CUSIP is not available). | US92189F1066 |
- Ticker (if CUSIP and ISIN are not available). | GDX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 26.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 158452.44000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 121 |
a. Name of issuer (if any). | MONTREAL EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | OCEANAGOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | OGC 10 C2.5 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RT3BLZ5 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -1800.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -114024.75000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | -0.09732136361 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MONTREAL EXCHANGE | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | OceanaGold Corp |
Title of issue. | OceanaGold Corp |
At least one of the following other identifiers: |
- CUSIP. | 675222103 |
- ISIN (if CUSIP is not available). | CA6752221037 |
- Ticker (if CUSIP and ISIN are not available). | 0VAQ |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 2.50000000 |
vi. Exercise Price Currency Code |
Canada Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -92223.67000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 122 |
a. Name of issuer (if any). | Zoetis Inc |
b. LEI (if any) of issuer. (1) | 549300HD9Q1LOC9KLJ48 |
c. Title of the issue or description of the investment. | Zoetis Inc |
d. CUSIP (if any). | 98978V103 |
At least one of the following other identifiers: |
- ISIN | US98978V1035 |
- Ticker (if ISIN is not available). | ZTS |
Balance. (2) |
a. Balance | 46000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6303840.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 5.380395965059 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ELDORADO GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | EGO 10 C11 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RW7XC60 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -265.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -27825.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02374893996 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Eldorado Gold Corp |
Title of issue. | Eldorado Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 284902509 |
- ISIN (if CUSIP is not available). | CA2849025093 |
- Ticker (if CUSIP and ISIN are not available). | EGO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 11.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -6487.12000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 124 |
a. Name of issuer (if any). | Royal Gold Inc |
b. LEI (if any) of issuer. (1) | 5493001NGRU6SFL04184 |
c. Title of the issue or description of the investment. | Royal Gold Inc |
d. CUSIP (if any). | 780287108 |
At least one of the following other identifiers: |
- ISIN | US7802871084 |
- Ticker (if ISIN is not available). | RGLD |
Balance. (2) |
a. Balance | 13900.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1728048.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.474907752517 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | RBC CAPITAL MARKETS, LLC |
b. LEI (if any) of issuer. (1) | 549300LCO2FLSSVFFR64 |
c. Title of the issue or description of the investment. | EXXON MOBIL CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8419943 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -196.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -45855.59000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03913824453 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | RBC CAPITAL MARKETS, LLC | 549300LCO2FLSSVFFR64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Exxon Mobil Corp |
Title of issue. | Exxon Mobil Corp |
At least one of the following other identifiers: |
- CUSIP. | 30231G102 |
- ISIN (if CUSIP is not available). | US30231G1022 |
- Ticker (if CUSIP and ISIN are not available). | XOM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 46.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -14012.98000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 126 |
a. Name of issuer (if any). | TREASURY BILL |
b. LEI (if any) of issuer. (1) | 254900HROIFWPRGM1V77 |
c. Title of the issue or description of the investment. | United States Treasury Bill |
d. CUSIP (if any). | 912796XF1 |
At least one of the following other identifiers: |
- ISIN | US912796XF18 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLLCYW1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 7160000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7158806.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 6.110119286101 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
U.S. Treasury
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2020-08-20 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
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: 127 |
a. Name of issuer (if any). | INTL TRADING INC |
b. LEI (if any) of issuer. (1) | 529900BLZT9AG15BKB77 |
c. Title of the issue or description of the investment. | ONEOK INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8380441 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -65.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -0.02000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00000001707 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | INTL TRADING INC | 529900BLZT9AG15BKB77 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ONEOK Inc |
Title of issue. | ONEOK Inc |
At least one of the following other identifiers: |
- CUSIP. | 682680103 |
- ISIN (if CUSIP is not available). | US6826801036 |
- Ticker (if CUSIP and ISIN are not available). | OKE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 18522.53000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 128 |
a. Name of issuer (if any). | CREDIT SUISSE SECURITIES (USA) LLC |
b. LEI (if any) of issuer. (1) | 1V8Y6QCX6YMJ2OELII46 |
c. Title of the issue or description of the investment. | WILLIAMS COS INC/THE |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8518519 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -175.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -3261.42000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00278365742 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CREDIT SUISSE SECURITIES (USA) LLC | 1V8Y6QCX6YMJ2OELII46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Williams Cos Inc/The |
Title of issue. | Williams Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 969457100 |
- ISIN (if CUSIP is not available). | US9694571004 |
- Ticker (if CUSIP and ISIN are not available). | WMB |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 24.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4431.98000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 129 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | ENERGY SELECT SECTOR SPDR FUND |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8541728 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -452.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -129286.33000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.11034728804 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Energy Select Sector SPDR Fund |
Title of issue. | Energy Select Sector SPDR Fund |
At least one of the following other identifiers: |
- CUSIP. | 81369Y506 |
- ISIN (if CUSIP is not available). | US81369Y5069 |
- Ticker (if CUSIP and ISIN are not available). | XLE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 32.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -4551.37000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 130 |
a. Name of issuer (if any). | Kirkland Lake Gold Ltd |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Kirkland Lake Gold Ltd |
d. CUSIP (if any). | 49741E100 |
At least one of the following other identifiers: |
- ISIN | CA49741E1007 |
- Ticker (if ISIN is not available). | KL |
Balance. (2) |
a. Balance | 145126.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5984996.24000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 5.108259349950 |
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: 131 |
a. Name of issuer (if any). | Teranga Gold Corp |
b. LEI (if any) of issuer. (1) | 549300GNFZCBV9864W15 |
c. Title of the issue or description of the investment. | Teranga Gold Corp |
d. CUSIP (if any). | 880797204 |
At least one of the following other identifiers: |
- ISIN | CA8807972044 |
- Ticker (if ISIN is not available). | TGZ |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD1FRN6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 66000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 597967.00000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | 0.510371334621 |
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: 132 |
a. Name of issuer (if any). | OPPENHEIMER & CO. INC. |
b. LEI (if any) of issuer. (1) | 254900VH02JQR2L8XD64 |
c. Title of the issue or description of the investment. | KINDER MORGAN INC/DE |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8412053 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -180.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -14189.38000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01211079007 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | OPPENHEIMER & CO. INC. | 254900VH02JQR2L8XD64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kinder Morgan Inc |
Title of issue. | Kinder Morgan Inc |
At least one of the following other identifiers: |
- CUSIP. | 49456B101 |
- ISIN (if CUSIP is not available). | US49456B1017 |
- Ticker (if CUSIP and ISIN are not available). | KMI |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 17.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1643.83000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 133 |
a. Name of issuer (if any). | U S BANCORP PIPER JAFFRAY INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | PHILLIPS 66 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8457292 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -42.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -35359.53000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03017974322 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | U S BANCORP PIPER JAFFRAY INC | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Phillips 66 |
Title of issue. | Phillips 66 |
At least one of the following other identifiers: |
- CUSIP. | 718546104 |
- ISIN (if CUSIP is not available). | US7185461040 |
- Ticker (if CUSIP and ISIN are not available). | PSX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -18225.11000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 134 |
a. Name of issuer (if any). | Kinross Gold Corp |
b. LEI (if any) of issuer. (1) | 549300UEBMAQDN0K0R06 |
c. Title of the issue or description of the investment. | Kinross Gold Corp |
d. CUSIP (if any). | 496902404 |
At least one of the following other identifiers: |
- ISIN | CA4969024047 |
- Ticker (if ISIN is not available). | KGC |
Balance. (2) |
a. Balance | 53500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 386270.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.329685643896 |
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: 135 |
a. Name of issuer (if any). | Perseus Mining Ltd |
b. LEI (if any) of issuer. (1) | 54930054ZDGKBCW3SM26 |
c. Title of the issue or description of the investment. | Perseus Mining Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | AU000000PRU3 |
- Ticker (if ISIN is not available). | PRU |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B02FBC1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 600000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Australia Dollar
|
e. Value. (4) | 542416.86000000 |
f. Exchange rate. | 1.44907000 |
g. Percentage value compared to net assets of the Fund. | 0.462958686280 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRALIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | ROYAL GOLD INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8457091 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -54.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -80534.78000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.06873731017 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Royal Gold Inc |
Title of issue. | Royal Gold Inc |
At least one of the following other identifiers: |
- CUSIP. | 780287108 |
- ISIN (if CUSIP is not available). | US7802871084 |
- Ticker (if CUSIP and ISIN are not available). | RGLD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 115.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -20920.82000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 137 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | HESS CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8543718 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -24.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -13142.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01121683985 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Hess Corp |
Title of issue. | Hess Corp |
At least one of the following other identifiers: |
- CUSIP. | 42809H107 |
- ISIN (if CUSIP is not available). | US42809H1077 |
- Ticker (if CUSIP and ISIN are not available). | HES |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 60.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -950.90000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 138 |
a. Name of issuer (if any). | IMPERIAL CAPITAL, LLC |
b. LEI (if any) of issuer. (1) | 549300I8X15KSI64Y307 |
c. Title of the issue or description of the investment. | CONCHO RESOURCES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8457237 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -20.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5759.06000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00491542031 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | IMPERIAL CAPITAL, LLC | 549300I8X15KSI64Y307 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Concho Resources Inc |
Title of issue. | Concho Resources Inc |
At least one of the following other identifiers: |
- CUSIP. | 20605P101 |
- ISIN (if CUSIP is not available). | US20605P1012 |
- Ticker (if CUSIP and ISIN are not available). | CXO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 65.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4400.19000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 139 |
a. Name of issuer (if any). | Eldorado Gold Corp |
b. LEI (if any) of issuer. (1) | 5493004PWQ01YDD1IH62 |
c. Title of the issue or description of the investment. | Eldorado Gold Corp |
d. CUSIP (if any). | 284902509 |
At least one of the following other identifiers: |
- ISIN | CA2849025093 |
- Ticker (if ISIN is not available). | EGO |
Balance. (2) |
a. Balance | 53000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 514100.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.438789938456 |
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: 140 |
a. Name of issuer (if any). | Nutrien Ltd |
b. LEI (if any) of issuer. (1) | 5493002QQ7GD21OWF963 |
c. Title of the issue or description of the investment. | Nutrien Ltd |
d. CUSIP (if any). | 67077M108 |
At least one of the following other identifiers: |
- ISIN | CA67077M1086 |
- Ticker (if ISIN is not available). | NTR |
Balance. (2) |
a. Balance | 74990.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2407179.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.054553443421 |
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: 141 |
a. Name of issuer (if any). | Rio Tinto PLC |
b. LEI (if any) of issuer. (1) | 213800YOEO5OQ72G2R82 |
c. Title of the issue or description of the investment. | Rio Tinto PLC |
d. CUSIP (if any). | 767204100 |
At least one of the following other identifiers: |
- ISIN | US7672041008 |
- Ticker (if ISIN is not available). | RIO |
Balance. (2) |
a. Balance | 51000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2865180.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.445462275560 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 142 |
a. Name of issuer (if any). | Centerra Gold Inc |
b. LEI (if any) of issuer. (1) | 549300K0HXTMP5JJ0E62 |
c. Title of the issue or description of the investment. | Centerra Gold Inc |
d. CUSIP (if any). | 152006102 |
At least one of the following other identifiers: |
- ISIN | CA1520061021 |
- Ticker (if ISIN is not available). | CG |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B01NXQ4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 99000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 1104780.49000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | 0.942942157585 |
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: 143 |
a. Name of issuer (if any). | MAG Silver Corp |
b. LEI (if any) of issuer. (1) | 254900LGL904N7F3EL14 |
c. Title of the issue or description of the investment. | MAG Silver Corp |
d. CUSIP (if any). | 55903Q104 |
At least one of the following other identifiers: |
- ISIN | CA55903Q1046 |
- Ticker (if ISIN is not available). | MAG |
Balance. (2) |
a. Balance | 68000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 958800.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.818346222508 |
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: 144 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ELDORADO GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | EGO 1 C11 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TCQ4SM5 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -265.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -42400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03618886090 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Eldorado Gold Corp |
Title of issue. | Eldorado Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 284902509 |
- ISIN (if CUSIP is not available). | CA2849025093 |
- Ticker (if CUSIP and ISIN are not available). | EGO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 11.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -7815.06000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 145 |
a. Name of issuer (if any). | GOLDMAN SACHS & CO. LLC |
b. LEI (if any) of issuer. (1) | FOR8UP27PHTHYVLBNG30 |
c. Title of the issue or description of the investment. | KINDER MORGAN INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8454111 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -190.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -10112.69000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00863129084 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS & CO. LLC | FOR8UP27PHTHYVLBNG30 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kinder Morgan Inc |
Title of issue. | Kinder Morgan Inc |
At least one of the following other identifiers: |
- CUSIP. | 49456B101 |
- ISIN (if CUSIP is not available). | US49456B1017 |
- Ticker (if CUSIP and ISIN are not available). | KMI |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 17.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4510.15000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 146 |
a. Name of issuer (if any). | OPPENHEIMER & CO. INC. |
b. LEI (if any) of issuer. (1) | 254900VH02JQR2L8XD64 |
c. Title of the issue or description of the investment. | EXXON MOBIL CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8541688 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -107.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -12559.34000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01071953321 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | OPPENHEIMER & CO. INC. | 254900VH02JQR2L8XD64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Exxon Mobil Corp |
Title of issue. | Exxon Mobil Corp |
At least one of the following other identifiers: |
- CUSIP. | 30231G102 |
- ISIN (if CUSIP is not available). | US30231G1022 |
- Ticker (if CUSIP and ISIN are not available). | XOM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 55.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12902.63000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 147 |
a. Name of issuer (if any). | US BANCORP PIPER JAFFRAY INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | EOG RESOURCES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8495372 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -60.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -18736.55000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01599184909 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | US BANCORP PIPER JAFFRAY INC | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | EOG Resources Inc |
Title of issue. | EOG Resources Inc |
At least one of the following other identifiers: |
- CUSIP. | 26875P101 |
- ISIN (if CUSIP is not available). | US26875P1012 |
- Ticker (if CUSIP and ISIN are not available). | EOG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 60.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2141.19000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 148 |
a. Name of issuer (if any). | MONTREAL EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ENDEAVOUR MINING CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | EDV 10 C30 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RYR5SZ8 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -220.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -76974.07000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | -0.06569820548 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MONTREAL EXCHANGE | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Endeavour Mining Corp |
Title of issue. | Endeavour Mining Corp |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | KYG3040R1589 |
- Ticker (if CUSIP and ISIN are not available). | EDV |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | BDGN4L2 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.00000000 |
vi. Exercise Price Currency Code |
Canada Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -32869.61000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 149 |
a. Name of issuer (if any). | Archer-Daniels-Midland Co |
b. LEI (if any) of issuer. (1) | 549300LO13MQ9HYSTR83 |
c. Title of the issue or description of the investment. | Archer-Daniels-Midland Co |
d. CUSIP (if any). | 039483102 |
At least one of the following other identifiers: |
- ISIN | US0394831020 |
- Ticker (if ISIN is not available). | ADM |
Balance. (2) |
a. Balance | 52000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2074800.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.770864353839 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | JP MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | AGNICO EAGLE MINES LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8514943 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -162.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -66348.77000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05662939643 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
GERMANY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JP MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Agnico Eagle Mines Ltd |
Title of issue. | Agnico Eagle Mines Ltd |
At least one of the following other identifiers: |
- CUSIP. | 008474108 |
- ISIN (if CUSIP is not available). | CA0084741085 |
- Ticker (if CUSIP and ISIN are not available). | AEM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -8358.88000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 151 |
a. Name of issuer (if any). | IMPERIAL CAPITAL, LLC |
b. LEI (if any) of issuer. (1) | 549300I8X15KSI64Y307 |
c. Title of the issue or description of the investment. | SUNOCO LP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8483226 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -50.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1507.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00128658228 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | IMPERIAL CAPITAL, LLC | 549300I8X15KSI64Y307 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Sunoco LP |
Title of issue. | Sunoco LP |
At least one of the following other identifiers: |
- CUSIP. | 86765K109 |
- ISIN (if CUSIP is not available). | US86765K1097 |
- Ticker (if CUSIP and ISIN are not available). | SUN |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2690.72000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 152 |
a. Name of issuer (if any). | TREASURY BILL |
b. LEI (if any) of issuer. (1) | 254900HROIFWPRGM1V77 |
c. Title of the issue or description of the investment. | United States Treasury Bill |
d. CUSIP (if any). | 9127962H1 |
At least one of the following other identifiers: |
- ISIN | US9127962H15 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BKPSY28 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1275000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1274593.59000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.087879484366 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
U.S. Treasury
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2020-09-24 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
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: 153 |
a. Name of issuer (if any). | MKM PARTNERS LLC |
b. LEI (if any) of issuer. (1) | 25490041O5W104HFWA62 |
c. Title of the issue or description of the investment. | ROYAL GOLD INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8424174 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -30.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -56154.71000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.04792865540 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MKM PARTNERS LLC | 25490041O5W104HFWA62 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Royal Gold Inc |
Title of issue. | Royal Gold Inc |
At least one of the following other identifiers: |
- CUSIP. | 780287108 |
- ISIN (if CUSIP is not available). | US7802871084 |
- Ticker (if CUSIP and ISIN are not available). | RGLD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 105.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -33565.84000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 154 |
a. Name of issuer (if any). | TREASURY BILL |
b. LEI (if any) of issuer. (1) | 254900HROIFWPRGM1V77 |
c. Title of the issue or description of the investment. | United States Treasury Bill |
d. CUSIP (if any). | 912796XH7 |
At least one of the following other identifiers: |
- ISIN | US912796XH73 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK9WFF6 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 360000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 359915.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.307191535610 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
U.S. Treasury
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2020-09-03 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
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: 155 |
a. Name of issuer (if any). | OPPENHEIMER & CO. INC. |
b. LEI (if any) of issuer. (1) | 254900VH02JQR2L8XD64 |
c. Title of the issue or description of the investment. | BHP GROUP LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8497120 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -72007.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.06145949126 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | OPPENHEIMER & CO. INC. | 254900VH02JQR2L8XD64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BHP Group Ltd |
Title of issue. | BHP Group Ltd |
At least one of the following other identifiers: |
- CUSIP. | 088606108 |
- ISIN (if CUSIP is not available). | US0886061086 |
- Ticker (if CUSIP and ISIN are not available). | BHP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -47711.63000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 156 |
a. Name of issuer (if any). | SOCIETE GENERALE |
b. LEI (if any) of issuer. (1) | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | MOSAIC CO/THE |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8541592 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -185.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -13889.71000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01185501847 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SOCIETE GENERALE | O2RNE8IBXP4R0TD8PU41 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Mosaic Co/The |
Title of issue. | Mosaic Co/The |
At least one of the following other identifiers: |
- CUSIP. | 61945C103 |
- ISIN (if CUSIP is not available). | US61945C1036 |
- Ticker (if CUSIP and ISIN are not available). | MOS |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 17.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 5805.82000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 157 |
a. Name of issuer (if any). | CREDIT SUISSE SECURITIES (USA) LLC |
b. LEI (if any) of issuer. (1) | 1V8Y6QCX6YMJ2OELII46 |
c. Title of the issue or description of the investment. | ARCHER-DANIELS-MIDLAND CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8444917 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -270.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -68745.56000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05867508274 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CREDIT SUISSE SECURITIES (USA) LLC | 1V8Y6QCX6YMJ2OELII46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Archer-Daniels-Midland Co |
Title of issue. | Archer-Daniels-Midland Co |
At least one of the following other identifiers: |
- CUSIP. | 039483102 |
- ISIN (if CUSIP is not available). | US0394831020 |
- Ticker (if CUSIP and ISIN are not available). | ADM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -25285.74000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 158 |
a. Name of issuer (if any). | TREASURY BILL |
b. LEI (if any) of issuer. (1) | 254900HROIFWPRGM1V77 |
c. Title of the issue or description of the investment. | United States Treasury Bill |
d. CUSIP (if any). | 912796WX3 |
At least one of the following other identifiers: |
- ISIN | US912796WX33 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BJVB6L7 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 140000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 139990.38000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.119483311076 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
U.S. Treasury
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2020-07-23 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
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: 159 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | IDEXX LABORATORIES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | IDXX 11 C250 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00R0PKV21 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -45.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -405000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.34567190249 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | IDEXX Laboratories Inc |
Title of issue. | IDEXX Laboratories Inc |
At least one of the following other identifiers: |
- CUSIP. | 45168D104 |
- ISIN (if CUSIP is not available). | US45168D1046 |
- Ticker (if CUSIP and ISIN are not available). | IDXX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 250.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -288022.30000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | CNH Industrial NV |
b. LEI (if any) of issuer. (1) | 549300WGC2HZ5J67V817 |
c. Title of the issue or description of the investment. | CNH Industrial NV |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | NL0010545661 |
- Ticker (if ISIN is not available). | CNHI |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDX85Z1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 147000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1033410.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.882026668546 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 161 |
a. Name of issuer (if any). | Torex Gold Resources Inc |
b. LEI (if any) of issuer. (1) | 549300QL07027186GQ85 |
c. Title of the issue or description of the investment. | Torex Gold Resources Inc |
d. CUSIP (if any). | 891054603 |
At least one of the following other identifiers: |
- ISIN | CA8910546032 |
- Ticker (if ISIN is not available). | TXG |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BD2NKY1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 42500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 669619.18000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | 0.571527249136 |
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: 162 |
a. Name of issuer (if any). | JEFFERIES GROUP LLC |
b. LEI (if any) of issuer. (1) | NY9Q8VBNB6D1L6YV0J84 |
c. Title of the issue or description of the investment. | TECHNIPFMC PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | G87110032 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -85.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -0.08000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00000006828 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES GROUP LLC | NY9Q8VBNB6D1L6YV0J84 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | TechnipFMC PLC |
Title of issue. | TechnipFMC PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB00BDSFG982 |
- Ticker (if CUSIP and ISIN are not available). | FTI |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | BDSFG98 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 19.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3991.72000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 163 |
a. Name of issuer (if any). | Hochschild Mining PLC |
b. LEI (if any) of issuer. (1) | 549300JK10TVQ3CCJQ89 |
c. Title of the issue or description of the investment. | Hochschild Mining PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | GB00B1FW5029 |
- Ticker (if ISIN is not available). | HOC |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B1FW502 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 481500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | 1158645.17000000 |
f. Exchange rate. | 0.80704000 |
g. Percentage value compared to net assets of the Fund. | 0.988916247494 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
PERU
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | CANTOR FITZGERALD & CO. |
b. LEI (if any) of issuer. (1) | 5493004J7H4GCPG6OB62 |
c. Title of the issue or description of the investment. | EXXON MOBIL CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8570982 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -15.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -6793.22000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00579808711 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CANTOR FITZGERALD & CO. | 5493004J7H4GCPG6OB62 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Exxon Mobil Corp |
Title of issue. | Exxon Mobil Corp |
At least one of the following other identifiers: |
- CUSIP. | 30231G102 |
- ISIN (if CUSIP is not available). | US30231G1022 |
- Ticker (if CUSIP and ISIN are not available). | XOM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-05-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 316.22000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 165 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ENERGY SELECT SECTOR SPDR FUND |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | XLE 1 P27 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00S9RKJ96 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -188.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -28576.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02438992663 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Energy Select Sector SPDR Fund |
Title of issue. | Energy Select Sector SPDR Fund |
At least one of the following other identifiers: |
- CUSIP. | 81369Y506 |
- ISIN (if CUSIP is not available). | US81369Y5069 |
- Ticker (if CUSIP and ISIN are not available). | XLE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 27.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 21987.71000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 166 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | KIRKLAND LAKE GOLD LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | KL 10 C40 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RWMXHG5 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -430.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -227900.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.19451512735 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kirkland Lake Gold Ltd |
Title of issue. | Kirkland Lake Gold Ltd |
At least one of the following other identifiers: |
- CUSIP. | 49741E100 |
- ISIN (if CUSIP is not available). | CA49741E1007 |
- Ticker (if CUSIP and ISIN are not available). | KL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -107759.77000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 167 |
a. Name of issuer (if any). | MKM PARTNERS LLC |
b. LEI (if any) of issuer. (1) | 25490041O5W104HFWA62 |
c. Title of the issue or description of the investment. | BUNGE LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8538080 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -150.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -33645.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02871679998 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MKM PARTNERS LLC | 25490041O5W104HFWA62 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bunge Ltd |
Title of issue. | Bunge Ltd |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | BMG169621056 |
- Ticker (if CUSIP and ISIN are not available). | BG |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | 2788713 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 47.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -2751.16000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 168 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | NOBLE ENERGY INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | NBL 11 C12.5 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00SV3PTV2 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -41.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -3485.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00297448538 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Noble Energy Inc |
Title of issue. | Noble Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 655044105 |
- ISIN (if CUSIP is not available). | US6550441058 |
- Ticker (if CUSIP and ISIN are not available). | NBL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 12.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2341.47000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 169 |
a. Name of issuer (if any). | Halliburton Co |
b. LEI (if any) of issuer. (1) | ENYF8GB5SMQZ25S06U51 |
c. Title of the issue or description of the investment. | Halliburton Co |
d. CUSIP (if any). | 406216101 |
At least one of the following other identifiers: |
- ISIN | US4062161017 |
- Ticker (if ISIN is not available). | HAL |
Balance. (2) |
a. Balance | 26600.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 345268.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.294689991190 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | OPPENHEIMER & CO. INC. |
b. LEI (if any) of issuer. (1) | 254900VH02JQR2L8XD64 |
c. Title of the issue or description of the investment. | PHILLIPS 66 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8497163 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -35.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -12279.74000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01048089157 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | OPPENHEIMER & CO. INC. | 254900VH02JQR2L8XD64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Phillips 66 |
Title of issue. | Phillips 66 |
At least one of the following other identifiers: |
- CUSIP. | 718546104 |
- ISIN (if CUSIP is not available). | US7185461040 |
- Ticker (if CUSIP and ISIN are not available). | PSX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 85.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3223.94000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 171 |
a. Name of issuer (if any). | Pan American Silver CVR |
b. LEI (if any) of issuer. (1) | 549300MKTF5851TYIB83 |
c. Title of the issue or description of the investment. | Pan American Silver CVR |
d. CUSIP (if any). | 697900132 |
At least one of the following other identifiers: |
- ISIN | CA6979001329 |
- Ticker (if ISIN is not available). | PAASF |
Balance. (2) |
a. Balance | 90000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 61740.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.052695761136 |
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: 172 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ZOETIS INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | ZTS 7 C135 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00QWYZBL6 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -39000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03328692394 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Zoetis Inc |
Title of issue. | Zoetis Inc |
At least one of the following other identifiers: |
- CUSIP. | 98978V103 |
- ISIN (if CUSIP is not available). | US98978V1035 |
- Ticker (if CUSIP and ISIN are not available). | ZTS |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 135.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 795.32000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 173 |
a. Name of issuer (if any). | SOCIETE GENERALE |
b. LEI (if any) of issuer. (1) | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | EXXON MOBIL CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8394077 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -202.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -34403.85000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02936405995 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SOCIETE GENERALE | O2RNE8IBXP4R0TD8PU41 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Exxon Mobil Corp |
Title of issue. | Exxon Mobil Corp |
At least one of the following other identifiers: |
- CUSIP. | 30231G102 |
- ISIN (if CUSIP is not available). | US30231G1022 |
- Ticker (if CUSIP and ISIN are not available). | XOM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 50.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 27905.53000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 174 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | B2GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | BTG 1 C5 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TTZ8GY6 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -335.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -49915.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.04260299509 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | B2Gold Corp |
Title of issue. | B2Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 11777Q209 |
- ISIN (if CUSIP is not available). | CA11777Q2099 |
- Ticker (if CUSIP and ISIN are not available). | BTG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 5.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -21787.63000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 175 |
a. Name of issuer (if any). | MONTREAL EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CENTERRA GOLD INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | CG 10 C15 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TPQ2QL8 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -250.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -28082.65000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | -0.02396884704 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MONTREAL EXCHANGE | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Centerra Gold Inc |
Title of issue. | Centerra Gold Inc |
At least one of the following other identifiers: |
- CUSIP. | 152006102 |
- ISIN (if CUSIP is not available). | CA1520061021 |
- Ticker (if CUSIP and ISIN are not available). | CAGDF |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 15.00000000 |
vi. Exercise Price Currency Code |
Canada Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -18278.73000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 176 |
a. Name of issuer (if any). | SOCIETE GENERALE |
b. LEI (if any) of issuer. (1) | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | EOG RESOURCES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8404840 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -55.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -24516.52000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02092511632 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SOCIETE GENERALE | O2RNE8IBXP4R0TD8PU41 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | EOG Resources Inc |
Title of issue. | EOG Resources Inc |
At least one of the following other identifiers: |
- CUSIP. | 26875P101 |
- ISIN (if CUSIP is not available). | US26875P1012 |
- Ticker (if CUSIP and ISIN are not available). | EOG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 57.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -14756.09000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 177 |
a. Name of issuer (if any). | Noble Energy Inc |
b. LEI (if any) of issuer. (1) | 02VFQXG2D1LR5ZH3K186 |
c. Title of the issue or description of the investment. | Noble Energy Inc |
d. CUSIP (if any). | 655044105 |
At least one of the following other identifiers: |
- ISIN | US6550441058 |
- Ticker (if ISIN is not available). | NBL |
Balance. (2) |
a. Balance | 7100.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 63616.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.054296947529 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 178 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | MARATHON PETROLEUM CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | MPC 10 C42.5 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RWSHFL8 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -60.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -17700.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01510714240 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Marathon Petroleum Corp |
Title of issue. | Marathon Petroleum Corp |
At least one of the following other identifiers: |
- CUSIP. | 56585A102 |
- ISIN (if CUSIP is not available). | US56585A1025 |
- Ticker (if CUSIP and ISIN are not available). | MPC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 42.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -10824.03000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 179 |
a. Name of issuer (if any). | MONTREAL EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ENDEAVOUR MINING CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | EDV 12 C28 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00T893PG2 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -90.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -44748.08000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | -0.03819297270 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MONTREAL EXCHANGE | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Endeavour Mining Corp |
Title of issue. | Endeavour Mining Corp |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | KYG3040R1589 |
- Ticker (if CUSIP and ISIN are not available). | EDV |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | BDGN4L2 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 28.00000000 |
vi. Exercise Price Currency Code |
Canada Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -34937.59000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 180 |
a. Name of issuer (if any). | Westgold Resources Ltd |
b. LEI (if any) of issuer. (1) | 2549003AMX9BL7CKBQ74 |
c. Title of the issue or description of the investment. | Westgold Resources Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | AU000000WGX6 |
- Ticker (if ISIN is not available). | WGX |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BYVQ673 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 10.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Australia Dollar
|
e. Value. (4) | 14.42000000 |
f. Exchange rate. | 1.44907000 |
g. Percentage value compared to net assets of the Fund. | 0.000012307626 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRALIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 181 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | PRETIUM RESOURCES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | PVG 9 C10 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RGNXPW5 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -310.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -12400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01058353479 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pretium Resources Inc |
Title of issue. | Pretium Resources Inc |
At least one of the following other identifiers: |
- CUSIP. | 74139C102 |
- ISIN (if CUSIP is not available). | CA74139C1023 |
- Ticker (if CUSIP and ISIN are not available). | PVG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 10.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -114.33000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 182 |
a. Name of issuer (if any). | Pilgrim's Pride Corp |
b. LEI (if any) of issuer. (1) | 549300ZSLGV64ZL3HD75 |
c. Title of the issue or description of the investment. | Pilgrim's Pride Corp |
d. CUSIP (if any). | 72147K108 |
At least one of the following other identifiers: |
- ISIN | US72147K1088 |
- Ticker (if ISIN is not available). | PPC |
Balance. (2) |
a. Balance | 15000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 253350.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.216236979007 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 183 |
a. Name of issuer (if any). | MONTREAL EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | TOREX GOLD RESOURCES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | TXG 1 C0 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TT8KFK9 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -175.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -51883.84000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | -0.04428342143 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MONTREAL EXCHANGE | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Torex Gold Resources Inc |
Title of issue. | Torex Gold Resources Inc |
At least one of the following other identifiers: |
- CUSIP. | 891054603 |
- ISIN (if CUSIP is not available). | CA8910546032 |
- Ticker (if CUSIP and ISIN are not available). | 0VL5 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 20.00000000 |
vi. Exercise Price Currency Code |
Canada Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -23543.50000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 184 |
a. Name of issuer (if any). | CITIGROUP GLOBAL MARKETS INC. |
b. LEI (if any) of issuer. (1) | MBNUM2BPBDO7JBLYG310 |
c. Title of the issue or description of the investment. | FRANCO-NEVADA CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8513195 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -132.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -142630.42000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.12173661391 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CITIGROUP GLOBAL MARKETS INC. | MBNUM2BPBDO7JBLYG310 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Franco-Nevada Corp |
Title of issue. | Franco-Nevada Corp |
At least one of the following other identifiers: |
- CUSIP. | 351858105 |
- ISIN (if CUSIP is not available). | CA3518581051 |
- Ticker (if CUSIP and ISIN are not available). | FNV |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 150.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 49820.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 185 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | FRANCO-NEVADA CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | FNV 10 C120 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RWCDRP7 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -104.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -262080.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.22368812890 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Franco-Nevada Corp |
Title of issue. | Franco-Nevada Corp |
At least one of the following other identifiers: |
- CUSIP. | 351858105 |
- ISIN (if CUSIP is not available). | CA3518581051 |
- Ticker (if CUSIP and ISIN are not available). | FNV |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 120.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -162975.18000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 186 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | BARRICK GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8466022 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -550.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -163261.23000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.13934523451 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Barrick Gold Corp |
Title of issue. | Barrick Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 067901108 |
- ISIN (if CUSIP is not available). | CA0679011084 |
- Ticker (if CUSIP and ISIN are not available). | GOLD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 28.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 23168.03000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 187 |
a. Name of issuer (if any). | SEMAFO Inc |
b. LEI (if any) of issuer. (1) | 549300S05TET4DCD2F17 |
c. Title of the issue or description of the investment. | SEMAFO Inc |
d. CUSIP (if any). | 816922108 |
At least one of the following other identifiers: |
- ISIN | CA8169221089 |
- Ticker (if ISIN is not available). | SMF |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2795371 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 116000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 395609.90000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | 0.337657350075 |
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: 188 |
a. Name of issuer (if any). | FMC Corp |
b. LEI (if any) of issuer. (1) | CKDHZ2X64EEBQCSP7013 |
c. Title of the issue or description of the investment. | FMC Corp |
d. CUSIP (if any). | 302491303 |
At least one of the following other identifiers: |
- ISIN | US3024913036 |
- Ticker (if ISIN is not available). | FMC |
Balance. (2) |
a. Balance | 20000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1992400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.700535058120 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 189 |
a. Name of issuer (if any). | CF Industries Holdings Inc |
b. LEI (if any) of issuer. (1) | 529900CG8YAQFZ2JMV97 |
c. Title of the issue or description of the investment. | CF Industries Holdings Inc |
d. CUSIP (if any). | 125269100 |
At least one of the following other identifiers: |
- ISIN | US1252691001 |
- Ticker (if ISIN is not available). | CF |
Balance. (2) |
a. Balance | 26000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 731640.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.624462693195 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 190 |
a. Name of issuer (if any). | IMPERIAL CAPITAL, LLC |
b. LEI (if any) of issuer. (1) | 549300I8X15KSI64Y307 |
c. Title of the issue or description of the investment. | VALERO ENERGY CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8453918 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -32524.33000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02775986920 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | IMPERIAL CAPITAL, LLC | 549300I8X15KSI64Y307 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Valero Energy Corp |
Title of issue. | Valero Energy Corp |
At least one of the following other identifiers: |
- CUSIP. | 91913Y100 |
- ISIN (if CUSIP is not available). | US91913Y1001 |
- Ticker (if CUSIP and ISIN are not available). | VLO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 55.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -18605.84000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 191 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | TOTAL SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8464791 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -75.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -29305.49000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02501255427 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | TOTAL SA |
Title of issue. | TOTAL SA |
At least one of the following other identifiers: |
- CUSIP. | 89151E109 |
- ISIN (if CUSIP is not available). | US89151E1091 |
- Ticker (if CUSIP and ISIN are not available). | TOT |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 37.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -14083.32000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 192 |
a. Name of issuer (if any). | INTL TRADING INC |
b. LEI (if any) of issuer. (1) | 529900BLZT9AG15BKB77 |
c. Title of the issue or description of the investment. | BP PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8495685 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -140.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -12752.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01088456807 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | INTL TRADING INC | 529900BLZT9AG15BKB77 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BP PLC |
Title of issue. | BP PLC |
At least one of the following other identifiers: |
- CUSIP. | 055622104 |
- ISIN (if CUSIP is not available). | US0556221044 |
- Ticker (if CUSIP and ISIN are not available). | BP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 27.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3342.02000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 193 |
a. Name of issuer (if any). | Gold Road Resources Ltd |
b. LEI (if any) of issuer. (1) | 213800HJWH96TDEMNY83 |
c. Title of the issue or description of the investment. | Gold Road Resources Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | AU000000GOR5 |
- Ticker (if ISIN is not available). | GOR |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B15F5K1 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 748733.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Australia Dollar
|
e. Value. (4) | 862887.31000000 |
f. Exchange rate. | 1.44907000 |
g. Percentage value compared to net assets of the Fund. | 0.736483698987 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRALIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 194 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | KIRKLAND LAKE GOLD LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | KL 7 C50 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00QW7XNY7 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -75.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -750.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00064013315 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kirkland Lake Gold Ltd |
Title of issue. | Kirkland Lake Gold Ltd |
At least one of the following other identifiers: |
- CUSIP. | 49741E100 |
- ISIN (if CUSIP is not available). | CA49741E1007 |
- Ticker (if CUSIP and ISIN are not available). | KL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 50.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 20779.96000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 195 |
a. Name of issuer (if any). | CIBC WORLD MARKETS CORP. |
b. LEI (if any) of issuer. (1) | 549300445CON3DBMU275 |
c. Title of the issue or description of the investment. | VALERO ENERGY CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8570976 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -29850.44000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02547767502 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CIBC WORLD MARKETS CORP. | 549300445CON3DBMU275 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Valero Energy Corp |
Title of issue. | Valero Energy Corp |
At least one of the following other identifiers: |
- CUSIP. | 91913Y100 |
- ISIN (if CUSIP is not available). | US91913Y1001 |
- Ticker (if CUSIP and ISIN are not available). | VLO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 60.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -4331.95000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 196 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. LLC |
b. LEI (if any) of issuer. (1) | 9R7GPTSO7KV3UQJZQ078 |
c. Title of the issue or description of the investment. | MOWI ASA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8552489 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -50000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Norway Krone
|
e. Value. (4) | -36434.93000000 |
f. Exchange rate. | 9.62525000 |
g. Percentage value compared to net assets of the Fund. | -0.03109760881 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. LLC | 9R7GPTSO7KV3UQJZQ078 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Mowi ASA |
Title of issue. | Mowi ASA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NO0003054108 |
- Ticker (if CUSIP and ISIN are not available). | MOWI |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | B02L486 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 200.00000000 |
vi. Exercise Price Currency Code |
Norway Krone
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2967.21000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 197 |
a. Name of issuer (if any). | U.S. BANCORP PIPER JAFFRAY INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BAKER HUGHES CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8359601 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -70.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -135.79000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00011589824 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | U.S. BANCORP PIPER JAFFRAY INC | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Baker Hughes Co |
Title of issue. | Baker Hughes Co |
At least one of the following other identifiers: |
- CUSIP. | 05722G100 |
- ISIN (if CUSIP is not available). | US05722G1004 |
- Ticker (if CUSIP and ISIN are not available). | BKR |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 21.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 10221.57000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 198 |
a. Name of issuer (if any). | IMPERIAL CAPITAL, LLC |
b. LEI (if any) of issuer. (1) | 549300I8X15KSI64Y307 |
c. Title of the issue or description of the investment. | IDEXX LABORATORIES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8453919 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -45.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -288092.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.24589038768 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | IMPERIAL CAPITAL, LLC | 549300I8X15KSI64Y307 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | IDEXX Laboratories Inc |
Title of issue. | IDEXX Laboratories Inc |
At least one of the following other identifiers: |
- CUSIP. | 45168D104 |
- ISIN (if CUSIP is not available). | US45168D1046 |
- Ticker (if CUSIP and ISIN are not available). | IDXX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 280.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -173437.11000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 199 |
a. Name of issuer (if any). | UBS SECURITIES LLC |
b. LEI (if any) of issuer. (1) | T6FIZBDPKLYJKFCRVK44 |
c. Title of the issue or description of the investment. | SCHLUMBERGER LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8491390 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -19025.34000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01623833450 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | UBS SECURITIES LLC | T6FIZBDPKLYJKFCRVK44 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Schlumberger Ltd |
Title of issue. | Schlumberger Ltd |
At least one of the following other identifiers: |
- CUSIP. | 806857108 |
- ISIN (if CUSIP is not available). | AN8068571086 |
- Ticker (if CUSIP and ISIN are not available). | SLB |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 20.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -2329.11000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 200 |
a. Name of issuer (if any). | Belo Sun Mining Corp |
b. LEI (if any) of issuer. (1) | 529900ULB9RX8NM2PN76 |
c. Title of the issue or description of the investment. | Belo Sun Mining Corp |
d. CUSIP (if any). | 080558109 |
At least one of the following other identifiers: |
- ISIN | CA0805581091 |
- Ticker (if ISIN is not available). | BSX |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 2942973 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 475000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 290402.18000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | 0.247861417408 |
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: 201 |
a. Name of issuer (if any). | FBN SECURITIES, INC. |
b. LEI (if any) of issuer. (1) | 549300IZFVXL9ZPJFM37 |
c. Title of the issue or description of the investment. | NEWMONT CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8481488 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -30.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -6523.49000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00556786962 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | FBN SECURITIES, INC. | 549300IZFVXL9ZPJFM37 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Newmont Corp |
Title of issue. | Newmont Corp |
At least one of the following other identifiers: |
- CUSIP. | 651639106 |
- ISIN (if CUSIP is not available). | US6516391066 |
- Ticker (if CUSIP and ISIN are not available). | NEM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3915.39000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 202 |
a. Name of issuer (if any). | OPPENHEIMER & CO. INC. |
b. LEI (if any) of issuer. (1) | 254900VH02JQR2L8XD64 |
c. Title of the issue or description of the investment. | CABOT OIL & GAS CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8554601 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -80.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -3723.78000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00317828670 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | OPPENHEIMER & CO. INC. | 254900VH02JQR2L8XD64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Cabot Oil & Gas Corp |
Title of issue. | Cabot Oil & Gas Corp |
At least one of the following other identifiers: |
- CUSIP. | 127097103 |
- ISIN (if CUSIP is not available). | US1270971039 |
- Ticker (if CUSIP and ISIN are not available). | COG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 21.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4913.20000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 203 |
a. Name of issuer (if any). | SOCIETE GENERALE |
b. LEI (if any) of issuer. (1) | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | CNH INDUSTRIAL NV |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8444863 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -490.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -40350.62000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03443969279 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SOCIETE GENERALE | O2RNE8IBXP4R0TD8PU41 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | CNH Industrial NV |
Title of issue. | CNH Industrial NV |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NL0010545661 |
- Ticker (if CUSIP and ISIN are not available). | CNHI |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | BDX85Z1 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 7.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -21014.09000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 204 |
a. Name of issuer (if any). | ONEOK Inc |
b. LEI (if any) of issuer. (1) | 2T3D6M0JSY48PSZI1Q41 |
c. Title of the issue or description of the investment. | ONEOK Inc |
d. CUSIP (if any). | 682680103 |
At least one of the following other identifiers: |
- ISIN | US6826801036 |
- Ticker (if ISIN is not available). | OKE |
Balance. (2) |
a. Balance | 14500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 481690.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.411127651147 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 205 |
a. Name of issuer (if any). | US BANCORP PIPER JAFFRAY INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | HELMERICH & PAYNE INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8533418 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -23.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1037.46000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00088548338 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | US BANCORP PIPER JAFFRAY INC | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Helmerich & Payne Inc |
Title of issue. | Helmerich & Payne Inc |
At least one of the following other identifiers: |
- CUSIP. | 423452101 |
- ISIN (if CUSIP is not available). | US4234521015 |
- Ticker (if CUSIP and ISIN are not available). | HP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 35.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3860.67000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 206 |
a. Name of issuer (if any). | TREASURY BILL |
b. LEI (if any) of issuer. (1) | 254900HROIFWPRGM1V77 |
c. Title of the issue or description of the investment. | United States Treasury Bill |
d. CUSIP (if any). | 912796TD1 |
At least one of the following other identifiers: |
- ISIN | US912796TD16 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BK20C12 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3590000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3589463.98000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.063646525723 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
U.S. Treasury
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2020-08-13 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
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: 207 |
a. Name of issuer (if any). | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
b. LEI (if any) of issuer. (1) | 8NAV47T0Y26Q87Y0QP81 |
c. Title of the issue or description of the investment. | SSR MINING INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8514945 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -340.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -70050.37000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05978875226 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | 8NAV47T0Y26Q87Y0QP81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | SSR Mining Inc |
Title of issue. | SSR Mining Inc |
At least one of the following other identifiers: |
- CUSIP. | 784730103 |
- ISIN (if CUSIP is not available). | CA7847301032 |
- Ticker (if CUSIP and ISIN are not available). | SSRM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 23.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -33683.19000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 208 |
a. Name of issuer (if any). | SOCIETE GENERALE |
b. LEI (if any) of issuer. (1) | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | FMC CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8453974 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -130557.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.11143233080 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SOCIETE GENERALE | O2RNE8IBXP4R0TD8PU41 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | FMC Corp |
Title of issue. | FMC Corp |
At least one of the following other identifiers: |
- CUSIP. | 302491303 |
- ISIN (if CUSIP is not available). | US3024913036 |
- Ticker (if CUSIP and ISIN are not available). | FMC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 95.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -65211.37000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 209 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. LLC |
b. LEI (if any) of issuer. (1) | 9R7GPTSO7KV3UQJZQ078 |
c. Title of the issue or description of the investment. | ROYAL DUTCH SHELL PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8541621 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -17352.30000000 |
f. Exchange rate. | 0.80704000 |
g. Percentage value compared to net assets of the Fund. | -0.01481037667 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. LLC | 9R7GPTSO7KV3UQJZQ078 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Royal Dutch Shell PLC |
Title of issue. | Royal Dutch Shell PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB00B03MLX29 |
- Ticker (if CUSIP and ISIN are not available). | RDSA |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | B03MLX2 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1000.00000000 |
v. Exercise price or rate. | 16.00000000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 10040.01000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 210 |
a. Name of issuer (if any). | Northern Star Resources Ltd |
b. LEI (if any) of issuer. (1) | 254900XFXCRYYZAX6M78 |
c. Title of the issue or description of the investment. | Northern Star Resources Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | AU000000NST8 |
- Ticker (if ISIN is not available). | NST |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 6717456 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 309357.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Australia Dollar
|
e. Value. (4) | 2852180.72000000 |
f. Exchange rate. | 1.44907000 |
g. Percentage value compared to net assets of the Fund. | 2.434367248773 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRALIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 211 |
a. Name of issuer (if any). | RBC CAPITAL MARKETS, LLC |
b. LEI (if any) of issuer. (1) | 549300LCO2FLSSVFFR64 |
c. Title of the issue or description of the investment. | HALLIBURTON CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8421745 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -75.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -28588.79000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02440084303 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | RBC CAPITAL MARKETS, LLC | 549300LCO2FLSSVFFR64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Halliburton Co |
Title of issue. | Halliburton Co |
At least one of the following other identifiers: |
- CUSIP. | 406216101 |
- ISIN (if CUSIP is not available). | US4062161017 |
- Ticker (if CUSIP and ISIN are not available). | HAL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 10.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -20979.12000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 212 |
a. Name of issuer (if any). | US BANCORP PIPER JAFFRAY INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | AGCO CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8549381 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -50.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -16635.37000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01419846912 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | US BANCORP PIPER JAFFRAY INC | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | AGCO Corp |
Title of issue. | AGCO Corp |
At least one of the following other identifiers: |
- CUSIP. | 001084102 |
- ISIN (if CUSIP is not available). | US0010841023 |
- Ticker (if CUSIP and ISIN are not available). | AGCO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 65.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 762.75000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 213 |
a. Name of issuer (if any). | Concho Resources Inc |
b. LEI (if any) of issuer. (1) | SYHS7HRDXLL4I0IQ8776 |
c. Title of the issue or description of the investment. | Concho Resources Inc |
d. CUSIP (if any). | 20605P101 |
At least one of the following other identifiers: |
- ISIN | US20605P1012 |
- Ticker (if ISIN is not available). | CXO |
Balance. (2) |
a. Balance | 7400.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 381100.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.325272992697 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 214 |
a. Name of issuer (if any). | IMPERIAL CAPITAL, LLC |
b. LEI (if any) of issuer. (1) | 549300I8X15KSI64Y307 |
c. Title of the issue or description of the investment. | EXXON MOBIL CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8497091 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -24341.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02077530809 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | IMPERIAL CAPITAL, LLC | 549300I8X15KSI64Y307 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Exxon Mobil Corp |
Title of issue. | Exxon Mobil Corp |
At least one of the following other identifiers: |
- CUSIP. | 30231G102 |
- ISIN (if CUSIP is not available). | US30231G1022 |
- Ticker (if CUSIP and ISIN are not available). | XOM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 48.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 655.23000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 215 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. LLC |
b. LEI (if any) of issuer. (1) | 9R7GPTSO7KV3UQJZQ078 |
c. Title of the issue or description of the investment. | MOWI ASA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8423875 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -30000.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Norway Krone
|
e. Value. (4) | -49891.89000000 |
f. Exchange rate. | 9.62525000 |
g. Percentage value compared to net assets of the Fund. | -0.04258327045 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. LLC | 9R7GPTSO7KV3UQJZQ078 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Mowi ASA |
Title of issue. | Mowi ASA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | NO0003054108 |
- Ticker (if CUSIP and ISIN are not available). | MOWI |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | B02L486 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1.00000000 |
v. Exercise price or rate. | 167.50000000 |
vi. Exercise Price Currency Code |
Norway Krone
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -39784.78000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 216 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | AGCO CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | AGCO 11 C55 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00SNWRXF4 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -75.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -50100.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.04276089460 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | AGCO Corp |
Title of issue. | AGCO Corp |
At least one of the following other identifiers: |
- CUSIP. | 001084102 |
- ISIN (if CUSIP is not available). | US0010841023 |
- Ticker (if CUSIP and ISIN are not available). | AGCO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 55.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -24033.42000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 217 |
a. Name of issuer (if any). | Exxon Mobil Corp |
b. LEI (if any) of issuer. (1) | J3WHBG0MTS7O8ZVMDC91 |
c. Title of the issue or description of the investment. | Exxon Mobil Corp |
d. CUSIP (if any). | 30231G102 |
At least one of the following other identifiers: |
- ISIN | US30231G1022 |
- Ticker (if ISIN is not available). | XOM |
Balance. (2) |
a. Balance | 62000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2772640.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.366478379616 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 218 |
a. Name of issuer (if any). | Harmony Gold Mining Co Ltd |
b. LEI (if any) of issuer. (1) | 378900986D05F0C29811 |
c. Title of the issue or description of the investment. | Harmony Gold Mining Co Ltd |
d. CUSIP (if any). | 413216300 |
At least one of the following other identifiers: |
- ISIN | US4132163001 |
- Ticker (if ISIN is not available). | HMY |
Balance. (2) |
a. Balance | 221124.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 922087.08000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.787011346205 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SOUTH AFRICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 219 |
a. Name of issuer (if any). | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
b. LEI (if any) of issuer. (1) | 8NAV47T0Y26Q87Y0QP81 |
c. Title of the issue or description of the investment. | CHEVRON CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8546077 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -73.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -25628.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02187441671 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | 8NAV47T0Y26Q87Y0QP81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Chevron Corp |
Title of issue. | Chevron Corp |
At least one of the following other identifiers: |
- CUSIP. | 166764100 |
- ISIN (if CUSIP is not available). | US1667641005 |
- Ticker (if CUSIP and ISIN are not available). | CVX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 105.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 16197.50000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 220 |
a. Name of issuer (if any). | MONTREAL EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | TOREX GOLD RESOURCES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | TXG 12 C18 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TC9D9C6 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -250.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -92074.25000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | -0.07858637325 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MONTREAL EXCHANGE | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Torex Gold Resources Inc |
Title of issue. | Torex Gold Resources Inc |
At least one of the following other identifiers: |
- CUSIP. | 891054603 |
- ISIN (if CUSIP is not available). | CA8910546032 |
- Ticker (if CUSIP and ISIN are not available). | TXG |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | BD2NKY1 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 18.00000000 |
vi. Exercise Price Currency Code |
Canada Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -54987.80000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 221 |
a. Name of issuer (if any). | OPPENHEIMER & CO. INC. |
b. LEI (if any) of issuer. (1) | 254900VH02JQR2L8XD64 |
c. Title of the issue or description of the investment. | SUNOCO LP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8411994 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -50.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -9639.47000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00822739242 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | OPPENHEIMER & CO. INC. | 254900VH02JQR2L8XD64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Sunoco LP |
Title of issue. | Sunoco LP |
At least one of the following other identifiers: |
- CUSIP. | 86765K109 |
- ISIN (if CUSIP is not available). | US86765K1097 |
- Ticker (if CUSIP and ISIN are not available). | SUN |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 22.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -8116.36000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 222 |
a. Name of issuer (if any). | EOG Resources Inc |
b. LEI (if any) of issuer. (1) | XWTZDRYZPBUHIQBKDB46 |
c. Title of the issue or description of the investment. | EOG Resources Inc |
d. CUSIP (if any). | 26875P101 |
At least one of the following other identifiers: |
- ISIN | US26875P1012 |
- Ticker (if ISIN is not available). | EOG |
Balance. (2) |
a. Balance | 18200.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 922012.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.786947264609 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 223 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. LLC |
b. LEI (if any) of issuer. (1) | 9R7GPTSO7KV3UQJZQ078 |
c. Title of the issue or description of the investment. | ENI SPA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8411961 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | -5446.16000000 |
f. Exchange rate. | 0.89008000 |
g. Percentage value compared to net assets of the Fund. | -0.00464835676 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. LLC | 9R7GPTSO7KV3UQJZQ078 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Eni SpA |
Title of issue. | Eni SpA |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | IT0003132476 |
- Ticker (if CUSIP and ISIN are not available). | ENI |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | 7145056 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 500.00000000 |
v. Exercise price or rate. | 9.00000000 |
vi. Exercise Price Currency Code |
Euro Member Countries
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -1938.03000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 224 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ENERGY SELECT SECTOR SPDR FUND |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | XLE 8 C36 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RH4NSN1 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -340.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -117300.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.10011682509 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Energy Select Sector SPDR Fund |
Title of issue. | Energy Select Sector SPDR Fund |
At least one of the following other identifiers: |
- CUSIP. | 81369Y506 |
- ISIN (if CUSIP is not available). | US81369Y5069 |
- Ticker (if CUSIP and ISIN are not available). | XLE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 36.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-08-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -49817.59000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 225 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | BUNGE LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8435584 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -150.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -32494.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02773471624 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Bunge Ltd |
Title of issue. | Bunge Ltd |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | BMG169621056 |
- Ticker (if CUSIP and ISIN are not available). | BG |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | 2788713 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -2650.52000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 226 |
a. Name of issuer (if any). | Evolution Mining Ltd |
b. LEI (if any) of issuer. (1) | 254900BCFW5QO5LW8F27 |
c. Title of the issue or description of the investment. | Evolution Mining Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | AU000000EVN4 |
- Ticker (if ISIN is not available). | EVN |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B3X0F91 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 451000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Australia Dollar
|
e. Value. (4) | 1764697.36000000 |
f. Exchange rate. | 1.44907000 |
g. Percentage value compared to net assets of the Fund. | 1.506188379669 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRALIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 227 |
a. Name of issuer (if any). | JEFFERIES GROUP LLC |
b. LEI (if any) of issuer. (1) | NY9Q8VBNB6D1L6YV0J84 |
c. Title of the issue or description of the investment. | HALLIBURTON CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8394755 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -90.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -15620.08000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01333190807 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES GROUP LLC | NY9Q8VBNB6D1L6YV0J84 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Halliburton Co |
Title of issue. | Halliburton Co |
At least one of the following other identifiers: |
- CUSIP. | 406216101 |
- ISIN (if CUSIP is not available). | US4062161017 |
- Ticker (if CUSIP and ISIN are not available). | HAL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 15.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -9953.47000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 228 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | EQUINOX GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8486300 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -485.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -70723.91000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.06036362597 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Equinox Gold Corp |
Title of issue. | Equinox Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 29446Y502 |
- ISIN (if CUSIP is not available). | CA29446Y5020 |
- Ticker (if CUSIP and ISIN are not available). | EQX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 12.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -39702.19000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 229 |
a. Name of issuer (if any). | Endeavour Mining Corp |
b. LEI (if any) of issuer. (1) | 529900R1F0JCJDI3A443 |
c. Title of the issue or description of the investment. | Endeavour Mining Corp |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | KYG3040R1589 |
- Ticker (if ISIN is not available). | EDV |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BDGN4L2 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 85000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 2056754.57000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | 1.755462383173 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
MONACO
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 230 |
a. Name of issuer (if any). | JEFFERIES GROUP LLC |
b. LEI (if any) of issuer. (1) | NY9Q8VBNB6D1L6YV0J84 |
c. Title of the issue or description of the investment. | WHEATON PRECIOUS METALS CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8369088 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -415.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -369652.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.31550259771 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES GROUP LLC | NY9Q8VBNB6D1L6YV0J84 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Wheaton Precious Metals Corp |
Title of issue. | Wheaton Precious Metals Corp |
At least one of the following other identifiers: |
- CUSIP. | 962879102 |
- ISIN (if CUSIP is not available). | CA9628791027 |
- Ticker (if CUSIP and ISIN are not available). | WPM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 35.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -295798.35000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 231 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ZOETIS INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | ZTS 10 C140 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RXJKBH7 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -180.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -118800.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.10139709139 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Zoetis Inc |
Title of issue. | Zoetis Inc |
At least one of the following other identifiers: |
- CUSIP. | 98978V103 |
- ISIN (if CUSIP is not available). | US98978V1035 |
- Ticker (if CUSIP and ISIN are not available). | ZTS |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 140.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -45080.46000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 232 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | SSR MINING INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | SSRM 12 C20 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00PLCQC27 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -260.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -104000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.08876513051 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | SSR Mining Inc |
Title of issue. | SSR Mining Inc |
At least one of the following other identifiers: |
- CUSIP. | 784730103 |
- ISIN (if CUSIP is not available). | CA7847301032 |
- Ticker (if CUSIP and ISIN are not available). | SSRM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 20.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -60434.82000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 233 |
a. Name of issuer (if any). | Northern Dynasty Minerals Ltd |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Northern Dynasty Minerals Ltd |
d. CUSIP (if any). | 66510M204 |
At least one of the following other identifiers: |
- ISIN | CA66510M2040 |
- Ticker (if ISIN is not available). | NAK |
Balance. (2) |
a. Balance | 67085.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 95931.55000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.081878620736 |
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: 234 |
a. Name of issuer (if any). | Marathon Petroleum Corp |
b. LEI (if any) of issuer. (1) | 3BNYRYQHD39K4LCKQF12 |
c. Title of the issue or description of the investment. | Marathon Petroleum Corp |
d. CUSIP (if any). | 56585A102 |
At least one of the following other identifiers: |
- ISIN | US56585A1025 |
- Ticker (if ISIN is not available). | MPC |
Balance. (2) |
a. Balance | 24895.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 930575.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.794255963543 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 235 |
a. Name of issuer (if any). | INTL TRADING INC |
b. LEI (if any) of issuer. (1) | 529900BLZT9AG15BKB77 |
c. Title of the issue or description of the investment. | PHILLIPS 66 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8419975 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -28412.48000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02425036053 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | INTL TRADING INC | 529900BLZT9AG15BKB77 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Phillips 66 |
Title of issue. | Phillips 66 |
At least one of the following other identifiers: |
- CUSIP. | 718546104 |
- ISIN (if CUSIP is not available). | US7185461040 |
- Ticker (if CUSIP and ISIN are not available). | PSX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 67.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-08-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -20693.99000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 236 |
a. Name of issuer (if any). | Mowi ASA |
b. LEI (if any) of issuer. (1) | 549300W1OGQF5LZIH349 |
c. Title of the issue or description of the investment. | Mowi ASA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | NO0003054108 |
- Ticker (if ISIN is not available). | MOWI |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B02L486 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 88594.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Norway Krone
|
e. Value. (4) | 1681171.30000000 |
f. Exchange rate. | 9.62525000 |
g. Percentage value compared to net assets of the Fund. | 1.434897979500 |
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: 237 |
a. Name of issuer (if any). | Labrador Iron Ore Royalty Corp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Labrador Iron Ore Royalty Corp |
d. CUSIP (if any). | 505440107 |
At least one of the following other identifiers: |
- ISIN | CA5054401073 |
- Ticker (if ISIN is not available). | LIF |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B8L02P3 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 10000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 178771.36000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | 0.152583299070 |
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: 238 |
a. Name of issuer (if any). | TREASURY BILL |
b. LEI (if any) of issuer. (1) | 254900HROIFWPRGM1V77 |
c. Title of the issue or description of the investment. | United States Treasury Bill |
d. CUSIP (if any). | 9127962G3 |
At least one of the following other identifiers: |
- ISIN | US9127962G32 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BLGJX97 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 3505000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3503974.79000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.990680572759 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
U.S. Treasury
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2020-09-17 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
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: 239 |
a. Name of issuer (if any). | US BANCORP PIPER JAFFRAY INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BP PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8549376 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -140.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -7620.23000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00650394913 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | US BANCORP PIPER JAFFRAY INC | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BP PLC |
Title of issue. | BP PLC |
At least one of the following other identifiers: |
- CUSIP. | 055622104 |
- ISIN (if CUSIP is not available). | US0556221044 |
- Ticker (if CUSIP and ISIN are not available). | BP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4134.49000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 240 |
a. Name of issuer (if any). | Kubota Corp |
b. LEI (if any) of issuer. (1) | 549300CSY4INHEHQQT13 |
c. Title of the issue or description of the investment. | Kubota Corp |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | JP3266400005 |
- Ticker (if ISIN is not available). | 6326 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 6497509 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 80000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Japan Yen
|
e. Value. (4) | 1191386.90000000 |
f. Exchange rate. | 107.97500000 |
g. Percentage value compared to net assets of the Fund. | 1.016861669963 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
JAPAN
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 241 |
a. Name of issuer (if any). | AGCO Corp |
b. LEI (if any) of issuer. (1) | LYOM0B2GCF1JWXK5ZG04 |
c. Title of the issue or description of the investment. | AGCO Corp |
d. CUSIP (if any). | 001084102 |
At least one of the following other identifiers: |
- ISIN | US0010841023 |
- Ticker (if ISIN is not available). | AGCO |
Balance. (2) |
a. Balance | 22500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1247850.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.065053539588 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 242 |
a. Name of issuer (if any). | NESBITT BURNS |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | KIRKLAND LAKE GOLD LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8554533 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -247.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -65314.26000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05574643090 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NESBITT BURNS | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kirkland Lake Gold Ltd |
Title of issue. | Kirkland Lake Gold Ltd |
At least one of the following other identifiers: |
- CUSIP. | 49741E100 |
- ISIN (if CUSIP is not available). | CA49741E1007 |
- Ticker (if CUSIP and ISIN are not available). | KL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -24321.57000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 243 |
a. Name of issuer (if any). | TREASURY BILL |
b. LEI (if any) of issuer. (1) | 254900HROIFWPRGM1V77 |
c. Title of the issue or description of the investment. | United States Treasury Bill |
d. CUSIP (if any). | 912796XG9 |
At least one of the following other identifiers: |
- ISIN | US912796XG90 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BL1LY40 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 1145000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1144764.32000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.977068791129 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
U.S. Treasury
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2020-08-27 |
b. Coupon. |
i. Coupon category. (13) | None |
ii. Annualized rate. | 0.00000000 |
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: 244 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | APACHE CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8381858 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -60.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1726.36000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00147346702 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Apache Corp |
Title of issue. | Apache Corp |
At least one of the following other identifiers: |
- CUSIP. | 037411105 |
- ISIN (if CUSIP is not available). | US0374111054 |
- Ticker (if CUSIP and ISIN are not available). | APA |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 27.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 16811.38000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 245 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | PRETIUM RESOURCES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | PVG 1 C13 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00T7F9MP0 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -400.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -16000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01365617392 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pretium Resources Inc |
Title of issue. | Pretium Resources Inc |
At least one of the following other identifiers: |
- CUSIP. | 74139C102 |
- ISIN (if CUSIP is not available). | CA74139C1023 |
- Ticker (if CUSIP and ISIN are not available). | PVG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 13.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -315.52000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 246 |
a. Name of issuer (if any). | Eni SpA |
b. LEI (if any) of issuer. (1) | BUCRF72VH5RBN7X3VL35 |
c. Title of the issue or description of the investment. | Eni SpA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IT0003132476 |
- Ticker (if ISIN is not available). | ENI |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 7145056 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 61500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Euro Member Countries
|
e. Value. (4) | 586615.81000000 |
f. Exchange rate. | 0.89008000 |
g. Percentage value compared to net assets of the Fund. | 0.500682970564 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
ITALY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 247 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | BAKER HUGHES CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8411883 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -65.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -16240.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01386165666 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Baker Hughes Co |
Title of issue. | Baker Hughes Co |
At least one of the following other identifiers: |
- CUSIP. | 05722G100 |
- ISIN (if CUSIP is not available). | US05722G1004 |
- Ticker (if CUSIP and ISIN are not available). | BKR |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 15.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -6883.20000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 248 |
a. Name of issuer (if any). | Osisko Gold Royalties Ltd |
b. LEI (if any) of issuer. (1) | 549300TJZTXZMPQ6K004 |
c. Title of the issue or description of the investment. | Osisko Gold Royalties Ltd |
d. CUSIP (if any). | 68827L101 |
At least one of the following other identifiers: |
- ISIN | CA68827L1013 |
- Ticker (if ISIN is not available). | OR |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BN60CQ4 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 98700.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | 985836.77000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | 0.841422399603 |
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: 249 |
a. Name of issuer (if any). | GOLDMAN SACHS & CO. LLC |
b. LEI (if any) of issuer. (1) | FOR8UP27PHTHYVLBNG30 |
c. Title of the issue or description of the investment. | ROYAL DUTCH SHELL PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8406923 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -37.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | -38973.88000000 |
f. Exchange rate. | 0.80704000 |
g. Percentage value compared to net assets of the Fund. | -0.03326463024 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS & CO. LLC | FOR8UP27PHTHYVLBNG30 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Royal Dutch Shell PLC |
Title of issue. | Royal Dutch Shell PLC |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | GB00B03MLX29 |
- Ticker (if CUSIP and ISIN are not available). | RDSA |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | B03MLX2 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 1000.00000000 |
v. Exercise price or rate. | 13.00000000 |
vi. Exercise Price Currency Code |
United Kingdom Pound
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 91.59000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 250 |
a. Name of issuer (if any). | JEFFERIES GROUP LLC |
b. LEI (if any) of issuer. (1) | NY9Q8VBNB6D1L6YV0J84 |
c. Title of the issue or description of the investment. | CONOCOPHILLIPS |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8499743 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -18.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5447.21000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00464925294 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | JEFFERIES GROUP LLC | NY9Q8VBNB6D1L6YV0J84 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ConocoPhillips |
Title of issue. | ConocoPhillips |
At least one of the following other identifiers: |
- CUSIP. | 20825C104 |
- ISIN (if CUSIP is not available). | US20825C1045 |
- Ticker (if CUSIP and ISIN are not available). | COP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 48.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -173.89000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 251 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | PAN AMERICAN SILVER CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | PAAS 1 C23 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00T7F2RL0 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -75.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -67500.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05761198374 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pan American Silver Corp |
Title of issue. | Pan American Silver Corp |
At least one of the following other identifiers: |
- CUSIP. | 697900108 |
- ISIN (if CUSIP is not available). | CA6979001089 |
- Ticker (if CUSIP and ISIN are not available). | PAAS |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 23.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -41327.83000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 252 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | FMC CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8419805 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -124896.01000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.10660010220 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | FMC Corp |
Title of issue. | FMC Corp |
At least one of the following other identifiers: |
- CUSIP. | 302491303 |
- ISIN (if CUSIP is not available). | US3024913036 |
- Ticker (if CUSIP and ISIN are not available). | FMC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 92.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -75499.78000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 253 |
a. Name of issuer (if any). | US BANCORP PIPER JAFFRAY INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | TOTAL SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8443409 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -50.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -13759.66000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01174401938 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | US BANCORP PIPER JAFFRAY INC | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | TOTAL SA |
Title of issue. | TOTAL SA |
At least one of the following other identifiers: |
- CUSIP. | 89151E109 |
- ISIN (if CUSIP is not available). | US89151E1091 |
- Ticker (if CUSIP and ISIN are not available). | TOT |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -361.55000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 254 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | ALAMOS GOLD INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8505383 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -1600.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -200592.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.17120745250 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Alamos Gold Inc |
Title of issue. | Alamos Gold Inc |
At least one of the following other identifiers: |
- CUSIP. | 011532108 |
- ISIN (if CUSIP is not available). | CA0115321089 |
- Ticker (if CUSIP and ISIN are not available). | AGI |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 10.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -37452.32000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 255 |
a. Name of issuer (if any). | CANTOR FITZGERALD & CO. |
b. LEI (if any) of issuer. (1) | 5493004J7H4GCPG6OB62 |
c. Title of the issue or description of the investment. | ARCHER-DANIELS-MIDLAND CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8554608 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -250.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -55874.18000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.04768922000 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CANTOR FITZGERALD & CO. | 5493004J7H4GCPG6OB62 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Archer-Daniels-Midland Co |
Title of issue. | Archer-Daniels-Midland Co |
At least one of the following other identifiers: |
- CUSIP. | 039483102 |
- ISIN (if CUSIP is not available). | US0394831020 |
- Ticker (if CUSIP and ISIN are not available). | ADM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 42.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 18866.40000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 256 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | PILGRIM'S PRIDE CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | PPC 9 C27 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RGN7Z25 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -50.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00085351087 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pilgrim's Pride Corp |
Title of issue. | Pilgrim's Pride Corp |
At least one of the following other identifiers: |
- CUSIP. | 72147K108 |
- ISIN (if CUSIP is not available). | US72147K1088 |
- Ticker (if CUSIP and ISIN are not available). | PPC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 27.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 10477.84000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 257 |
a. Name of issuer (if any). | MORGAN STANLEY & CO. LLC |
b. LEI (if any) of issuer. (1) | 9R7GPTSO7KV3UQJZQ078 |
c. Title of the issue or description of the investment. | NEWCREST MINING LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8396595 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -550.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Australia Dollar
|
e. Value. (4) | -48981.11000000 |
f. Exchange rate. | 1.44907000 |
g. Percentage value compared to net assets of the Fund. | -0.04180590982 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MORGAN STANLEY & CO. LLC | 9R7GPTSO7KV3UQJZQ078 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Newcrest Mining Ltd |
Title of issue. | Newcrest Mining Ltd |
At least one of the following other identifiers: |
- ISIN (if CUSIP is not available). | AU000000NCM7 |
- Ticker (if CUSIP and ISIN are not available). | NCM |
- Other identifier (if CUSIP, ISIN, and ticker are not available). | 6637101 |
If other identifier provided, indicate the type of identifier used. | SEDOL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 33.00000000 |
vi. Exercise Price Currency Code |
Australia Dollar
|
vii. Expiration date. | 2020-08-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -5609.84000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 258 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | B2GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8468045 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -400.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -55817.28000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.04764065523 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | B2Gold Corp |
Title of issue. | B2Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 11777Q209 |
- ISIN (if CUSIP is not available). | CA11777Q2099 |
- Ticker (if CUSIP and ISIN are not available). | BTG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 5.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-04-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 167.64000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 259 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | MARATHON OIL CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8396681 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -132.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -10788.68000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00920825565 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Marathon Oil Corp |
Title of issue. | Marathon Oil Corp |
At least one of the following other identifiers: |
- CUSIP. | 565849106 |
- ISIN (if CUSIP is not available). | US5658491064 |
- Ticker (if CUSIP and ISIN are not available). | MRO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 8.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -4985.66000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 260 |
a. Name of issuer (if any). | SSR Mining Inc |
b. LEI (if any) of issuer. (1) | 549300JD2KR7AB9DYJ38 |
c. Title of the issue or description of the investment. | SSR Mining Inc |
d. CUSIP (if any). | 784730103 |
At least one of the following other identifiers: |
- ISIN | CA7847301032 |
- Ticker (if ISIN is not available). | SSRM |
Balance. (2) |
a. Balance | 102000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2175660.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.856949460224 |
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: 261 |
a. Name of issuer (if any). | IMPERIAL CAPITAL, LLC |
b. LEI (if any) of issuer. (1) | 549300I8X15KSI64Y307 |
c. Title of the issue or description of the investment. | VALERO ENERGY CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8497890 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -12185.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01040057620 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | IMPERIAL CAPITAL, LLC | 549300I8X15KSI64Y307 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Valero Energy Corp |
Title of issue. | Valero Energy Corp |
At least one of the following other identifiers: |
- CUSIP. | 91913Y100 |
- ISIN (if CUSIP is not available). | US91913Y1001 |
- Ticker (if CUSIP and ISIN are not available). | VLO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 8532.85000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 262 |
a. Name of issuer (if any). | INTL TRADING INC |
b. LEI (if any) of issuer. (1) | 529900BLZT9AG15BKB77 |
c. Title of the issue or description of the investment. | VALERO ENERGY CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8518341 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5034.51000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00429700901 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | INTL TRADING INC | 529900BLZT9AG15BKB77 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Valero Energy Corp |
Title of issue. | Valero Energy Corp |
At least one of the following other identifiers: |
- CUSIP. | 91913Y100 |
- ISIN (if CUSIP is not available). | US91913Y1001 |
- Ticker (if CUSIP and ISIN are not available). | VLO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 85.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6763.98000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 263 |
a. Name of issuer (if any). | OPPENHEIMER & CO. INC. |
b. LEI (if any) of issuer. (1) | 254900VH02JQR2L8XD64 |
c. Title of the issue or description of the investment. | ONEOK INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8453368 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -9117.18000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00778161223 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | OPPENHEIMER & CO. INC. | 254900VH02JQR2L8XD64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ONEOK Inc |
Title of issue. | ONEOK Inc |
At least one of the following other identifiers: |
- CUSIP. | 682680103 |
- ISIN (if CUSIP is not available). | US6826801036 |
- Ticker (if CUSIP and ISIN are not available). | OKE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -998.69000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 264 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | ALAMOS GOLD INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | AGI 1 C10 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00Q8JXKQ3 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -580.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -78880.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.06732493745 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Alamos Gold Inc |
Title of issue. | Alamos Gold Inc |
At least one of the following other identifiers: |
- CUSIP. | 011532108 |
- ISIN (if CUSIP is not available). | CA0115321089 |
- Ticker (if CUSIP and ISIN are not available). | AGI |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 10.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -40744.63000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 265 |
a. Name of issuer (if any). | U.S. BANCORP PIPER JAFFRAY INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | CONCHO RESOURCES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8411905 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -20.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -7889.03000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00673337286 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | U.S. BANCORP PIPER JAFFRAY INC | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Concho Resources Inc |
Title of issue. | Concho Resources Inc |
At least one of the following other identifiers: |
- CUSIP. | 20605P101 |
- ISIN (if CUSIP is not available). | US20605P1012 |
- Ticker (if CUSIP and ISIN are not available). | CXO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 65.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 570.22000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 266 |
a. Name of issuer (if any). | J.P. MORGAN SECURITIES LLC |
b. LEI (if any) of issuer. (1) | ZBUT11V806EZRVTWT807 |
c. Title of the issue or description of the investment. | VANECK VECTORS GOLD MINERS ETF |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8413756 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -595.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -445116.29000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.37991159209 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | J.P. MORGAN SECURITIES LLC | ZBUT11V806EZRVTWT807 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | VanEck Vectors Gold Miners ETF |
Title of issue. | VanEck Vectors Gold Miners ETF |
At least one of the following other identifiers: |
- CUSIP. | 92189F106 |
- ISIN (if CUSIP is not available). | US92189F1066 |
- Ticker (if CUSIP and ISIN are not available). | GDX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 30.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -357673.72000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 267 |
a. Name of issuer (if any). | INTL TRADING INC |
b. LEI (if any) of issuer. (1) | 529900BLZT9AG15BKB77 |
c. Title of the issue or description of the investment. | WILLIAMS COS INC/THE |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8457135 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -110.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5927.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00505951001 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | INTL TRADING INC | 529900BLZT9AG15BKB77 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Williams Cos Inc/The |
Title of issue. | Williams Cos Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 969457100 |
- ISIN (if CUSIP is not available). | US9694571004 |
- Ticker (if CUSIP and ISIN are not available). | WMB |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 21.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3857.97000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 268 |
a. Name of issuer (if any). | RBC CAPITAL MARKETS LLC |
b. LEI (if any) of issuer. (1) | 549300LCO2FLSSVFFR64 |
c. Title of the issue or description of the investment. | B2GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8367006 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -1700.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -132452.95000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.11305003263 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | RBC CAPITAL MARKETS LLC | 549300LCO2FLSSVFFR64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | B2Gold Corp |
Title of issue. | B2Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 11777Q209 |
- ISIN (if CUSIP is not available). | CA11777Q2099 |
- Ticker (if CUSIP and ISIN are not available). | BTG |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 5.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -70467.04000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 269 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | AGNICO EAGLE MINES LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | AEM 11 C70 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00T79DKS0 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -252.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -128772.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.10990830179 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Agnico Eagle Mines Ltd |
Title of issue. | Agnico Eagle Mines Ltd |
At least one of the following other identifiers: |
- CUSIP. | 008474108 |
- ISIN (if CUSIP is not available). | CA0084741085 |
- Ticker (if CUSIP and ISIN are not available). | AEM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 26799.80000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 270 |
a. Name of issuer (if any). | MKM PARTNERS LLC |
b. LEI (if any) of issuer. (1) | 25490041O5W104HFWA62 |
c. Title of the issue or description of the investment. | RIO TINTO PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8554858 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -170.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -71285.05000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.06084256506 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MKM PARTNERS LLC | 25490041O5W104HFWA62 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Rio Tinto PLC |
Title of issue. | Rio Tinto PLC |
At least one of the following other identifiers: |
- CUSIP. | 767204100 |
- ISIN (if CUSIP is not available). | US7672041008 |
- Ticker (if CUSIP and ISIN are not available). | RIO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 58.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -7881.46000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 271 |
a. Name of issuer (if any). | Saracen Mineral Holdings Ltd |
b. LEI (if any) of issuer. (1) | 254900SQ035N7AB62C07 |
c. Title of the issue or description of the investment. | Saracen Mineral Holdings Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | AU000000SAR9 |
- Ticker (if ISIN is not available). | SAR |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 6168838 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 403000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
Australia Dollar
|
e. Value. (4) | 1507352.99000000 |
f. Exchange rate. | 1.44907000 |
g. Percentage value compared to net assets of the Fund. | 1.286542162446 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRALIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 272 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ENERGY SELECT SECTOR SPDR FUND |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | XLE 12 P28 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TB38RQ1 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -640.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -88320.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.07538208007 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Energy Select Sector SPDR Fund |
Title of issue. | Energy Select Sector SPDR Fund |
At least one of the following other identifiers: |
- CUSIP. | 81369Y506 |
- ISIN (if CUSIP is not available). | US81369Y5069 |
- Ticker (if CUSIP and ISIN are not available). | XLE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 28.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 13784.55000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 273 |
a. Name of issuer (if any). | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
b. LEI (if any) of issuer. (1) | 8NAV47T0Y26Q87Y0QP81 |
c. Title of the issue or description of the investment. | NUTRIEN LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8413660 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -250.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -48738.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.04159909560 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | 8NAV47T0Y26Q87Y0QP81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Nutrien Ltd |
Title of issue. | Nutrien Ltd |
At least one of the following other identifiers: |
- CUSIP. | 67077M108 |
- ISIN (if CUSIP is not available). | CA67077M1086 |
- Ticker (if CUSIP and ISIN are not available). | NTR |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 35.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -9248.23000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 274 |
a. Name of issuer (if any). | BHP Group Ltd |
b. LEI (if any) of issuer. (1) | WZE1WSENV6JSZFK0JC28 |
c. Title of the issue or description of the investment. | BHP Group Ltd |
d. CUSIP (if any). | 088606108 |
At least one of the following other identifiers: |
- ISIN | US0886061086 |
- Ticker (if ISIN is not available). | BHP |
Balance. (2) |
a. Balance | 29000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1442170.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.230907771918 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
AUSTRALIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 275 |
a. Name of issuer (if any). | CANTOR FITZGERALD & CO. |
b. LEI (if any) of issuer. (1) | 5493004J7H4GCPG6OB62 |
c. Title of the issue or description of the investment. | TYSON FOODS INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8364579 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -150.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -93.99000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00008022148 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CANTOR FITZGERALD & CO. | 5493004J7H4GCPG6OB62 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Tyson Foods Inc |
Title of issue. | Tyson Foods Inc |
At least one of the following other identifiers: |
- CUSIP. | 902494103 |
- ISIN (if CUSIP is not available). | US9024941034 |
- Ticker (if CUSIP and ISIN are not available). | TSN |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 80.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 62000.35000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 276 |
a. Name of issuer (if any). | GOLDMAN SACHS & CO. LLC |
b. LEI (if any) of issuer. (1) | FOR8UP27PHTHYVLBNG30 |
c. Title of the issue or description of the investment. | TOTAL SA |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8518291 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -125.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -17465.89000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.01490732697 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | GOLDMAN SACHS & CO. LLC | FOR8UP27PHTHYVLBNG30 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | TOTAL SA |
Title of issue. | TOTAL SA |
At least one of the following other identifiers: |
- CUSIP. | 89151E109 |
- ISIN (if CUSIP is not available). | US89151E1091 |
- Ticker (if CUSIP and ISIN are not available). | TOT |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -4845.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 277 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | IDEXX LABORATORIES INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | IDXX 1 C300 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TVC0FN6 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -221200.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.18879660452 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | IDEXX Laboratories Inc |
Title of issue. | IDEXX Laboratories Inc |
At least one of the following other identifiers: |
- CUSIP. | 45168D104 |
- ISIN (if CUSIP is not available). | US45168D1046 |
- Ticker (if CUSIP and ISIN are not available). | IDXX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 300.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -65962.96000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 278 |
a. Name of issuer (if any). | Fortuna Silver Mines Inc |
b. LEI (if any) of issuer. (1) | 5493003Q88RVK7CW4735 |
c. Title of the issue or description of the investment. | Fortuna Silver Mines Inc |
d. CUSIP (if any). | 349915108 |
At least one of the following other identifiers: |
- ISIN | CA3499151080 |
- Ticker (if ISIN is not available). | FSM |
Balance. (2) |
a. Balance | 100000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 509000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.434437033017 |
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: 279 |
a. Name of issuer (if any). | Phillips 66 |
b. LEI (if any) of issuer. (1) | 5493005JBO5YSIGK1814 |
c. Title of the issue or description of the investment. | Phillips 66 |
d. CUSIP (if any). | 718546104 |
At least one of the following other identifiers: |
- ISIN | US7185461040 |
- Ticker (if ISIN is not available). | PSX |
Balance. (2) |
a. Balance | 15200.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1092880.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.932784960007 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 280 |
a. Name of issuer (if any). | MONTREAL EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | OSISKO GOLD ROYALTIES LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | OR 7 C14 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00QXLH331 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -220.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
Canada Dollar
|
e. Value. (4) | -5671.77000000 |
f. Exchange rate. | 1.35760000 |
g. Percentage value compared to net assets of the Fund. | -0.00484091734 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MONTREAL EXCHANGE | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Osisko Gold Royalties Ltd |
Title of issue. | Osisko Gold Royalties Ltd |
At least one of the following other identifiers: |
- CUSIP. | 68827L101 |
- ISIN (if CUSIP is not available). | CA68827L1013 |
- Ticker (if CUSIP and ISIN are not available). | OM4 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 14.00000000 |
vi. Exercise Price Currency Code |
Canada Dollar
|
vii. Expiration date. | 2020-07-17 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12195.49000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 281 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | EQUINOX GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8516528 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -480.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -54952.32000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.04690240247 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Equinox Gold Corp |
Title of issue. | Equinox Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 29446Y502 |
- ISIN (if CUSIP is not available). | CA29446Y5020 |
- Ticker (if CUSIP and ISIN are not available). | EQX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 12.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -35050.42000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 282 |
a. Name of issuer (if any). | U S BANCORP PIPER JAFFRAY INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | BHP GROUP LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8397948 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -90.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -58606.23000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.05002105437 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | U S BANCORP PIPER JAFFRAY INC | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | BHP Group Ltd |
Title of issue. | BHP Group Ltd |
At least one of the following other identifiers: |
- CUSIP. | 088606108 |
- ISIN (if CUSIP is not available). | US0886061086 |
- Ticker (if CUSIP and ISIN are not available). | BHP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -42139.62000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 283 |
a. Name of issuer (if any). | Pan American Silver Corp |
b. LEI (if any) of issuer. (1) | 549300MKTF5851TYIB83 |
c. Title of the issue or description of the investment. | Pan American Silver Corp |
d. CUSIP (if any). | 697900108 |
At least one of the following other identifiers: |
- ISIN | CA6979001089 |
- Ticker (if ISIN is not available). | PAAS |
Balance. (2) |
a. Balance | 29100.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 884349.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.754801484698 |
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: 284 |
a. Name of issuer (if any). | Hess Corp |
b. LEI (if any) of issuer. (1) | UASVRYNXNK17ULIGK870 |
c. Title of the issue or description of the investment. | Hess Corp |
d. CUSIP (if any). | 42809H107 |
At least one of the following other identifiers: |
- ISIN | US42809H1077 |
- Ticker (if ISIN is not available). | HES |
Balance. (2) |
a. Balance | 4700.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 243507.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.207835871510 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 285 |
a. Name of issuer (if any). | Centamin PLC |
b. LEI (if any) of issuer. (1) | 213800PDI9G7OUKLPV84 |
c. Title of the issue or description of the investment. | Centamin PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | JE00B5TT1872 |
- Ticker (if ISIN is not available). | CEY |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | B5TT187 |
Description of other unique identifier. | SEDOL |
Balance. (2) |
a. Balance | 875000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United Kingdom Pound
|
e. Value. (4) | 1988439.23000000 |
f. Exchange rate. | 0.80704000 |
g. Percentage value compared to net assets of the Fund. | 1.697154497870 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
JERSEY
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 286 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | SPDR GOLD SHARES |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | GLD 11 P150 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TCQGK49 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -7520.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00641840174 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | SPDR Gold Shares |
Title of issue. | SPDR Gold Shares |
At least one of the following other identifiers: |
- CUSIP. | 78463V107 |
- ISIN (if CUSIP is not available). | US78463V1070 |
- Ticker (if CUSIP and ISIN are not available). | GLD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 150.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 37838.49000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 287 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | DEERE & CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | DE 1 C150 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00LZW0SJ2 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -73.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -166440.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.14205834926 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Deere & Co |
Title of issue. | Deere & Co |
At least one of the following other identifiers: |
- CUSIP. | 244199105 |
- ISIN (if CUSIP is not available). | US2441991054 |
- Ticker (if CUSIP and ISIN are not available). | DE |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 150.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -95663.54000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 288 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | PIONEER NATURAL RESOURCES CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | PXD 12 C130 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TLX0679 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -16.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -6560.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00559903130 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Pioneer Natural Resources Co |
Title of issue. | Pioneer Natural Resources Co |
At least one of the following other identifiers: |
- CUSIP. | 723787107 |
- ISIN (if CUSIP is not available). | US7237871071 |
- Ticker (if CUSIP and ISIN are not available). | PXD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 130.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2487.02000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 289 |
a. Name of issuer (if any). | SOCIETE GENERALE |
b. LEI (if any) of issuer. (1) | O2RNE8IBXP4R0TD8PU41 |
c. Title of the issue or description of the investment. | CONOCOPHILLIPS |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8404856 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -45.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -38559.95000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03291133648 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SOCIETE GENERALE | O2RNE8IBXP4R0TD8PU41 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | ConocoPhillips |
Title of issue. | ConocoPhillips |
At least one of the following other identifiers: |
- CUSIP. | 20825C104 |
- ISIN (if CUSIP is not available). | US20825C1045 |
- Ticker (if CUSIP and ISIN are not available). | COP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 35.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -21754.15000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 290 |
a. Name of issuer (if any). | OPPENHEIMER & CO. INC. |
b. LEI (if any) of issuer. (1) | 254900VH02JQR2L8XD64 |
c. Title of the issue or description of the investment. | CHEVRON CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8520357 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -40.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -30026.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02562825141 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | OPPENHEIMER & CO. INC. | 254900VH02JQR2L8XD64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Chevron Corp |
Title of issue. | Chevron Corp |
At least one of the following other identifiers: |
- CUSIP. | 166764100 |
- ISIN (if CUSIP is not available). | US1667641005 |
- Ticker (if CUSIP and ISIN are not available). | CVX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 92.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6891.63000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 291 |
a. Name of issuer (if any). | CREDIT SUISSE SECURITIES (USA) LLC |
b. LEI (if any) of issuer. (1) | 1V8Y6QCX6YMJ2OELII46 |
c. Title of the issue or description of the investment. | SCHLUMBERGER LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8570973 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -200.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -52015.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.04439605073 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CREDIT SUISSE SECURITIES (USA) LLC | 1V8Y6QCX6YMJ2OELII46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Schlumberger Ltd |
Title of issue. | Schlumberger Ltd |
At least one of the following other identifiers: |
- CUSIP. | 806857108 |
- ISIN (if CUSIP is not available). | AN8068571086 |
- Ticker (if CUSIP and ISIN are not available). | SLB |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 20.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -9423.34000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 292 |
a. Name of issuer (if any). | TOTAL SA |
b. LEI (if any) of issuer. (1) | 529900S21EQ1BO4ESM68 |
c. Title of the issue or description of the investment. | TOTAL SA |
d. CUSIP (if any). | 89151E109 |
At least one of the following other identifiers: |
- ISIN | US89151E1091 |
- Ticker (if ISIN is not available). | TOT |
Balance. (2) |
a. Balance | 41500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1596090.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.362280165085 |
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: 293 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | XOP 10 P43 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00T0FVMT8 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -280.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -78680.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.06715423528 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | SPDR S&P Oil & Gas Exploration & Production ETF |
Title of issue. | SPDR S&P Oil & Gas Exploration & Production ETF |
At least one of the following other identifiers: |
- CUSIP. | 78464A730 |
- ISIN (if CUSIP is not available). | US78464A7303 |
- Ticker (if CUSIP and ISIN are not available). | XOP |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 43.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 14995.25000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 294 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | VANECK VECTORS GOLD MINERS ETF |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | GDX 12 P25 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00T959S13 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -1630.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -94540.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.08069091768 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | VanEck Vectors Gold Miners ETF |
Title of issue. | VanEck Vectors Gold Miners ETF |
At least one of the following other identifiers: |
- CUSIP. | 92189F106 |
- ISIN (if CUSIP is not available). | US92189F1066 |
- Ticker (if CUSIP and ISIN are not available). | GDX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 25.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 263680.26000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 295 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | VANECK VECTORS GOLD MINERS ETF |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | GDX 9 C44 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00S0TNLJ2 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -365.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -30660.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02616864328 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | VanEck Vectors Gold Miners ETF |
Title of issue. | VanEck Vectors Gold Miners ETF |
At least one of the following other identifiers: |
- CUSIP. | 92189F106 |
- ISIN (if CUSIP is not available). | US92189F1066 |
- Ticker (if CUSIP and ISIN are not available). | GDX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 44.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 39495.86000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 296 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | CHEVRON CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8408747 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -80.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -129691.98000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.11069351472 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Chevron Corp |
Title of issue. | Chevron Corp |
At least one of the following other identifiers: |
- CUSIP. | 166764100 |
- ISIN (if CUSIP is not available). | US1667641005 |
- Ticker (if CUSIP and ISIN are not available). | CVX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 75.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -68975.00000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 297 |
a. Name of issuer (if any). | NATIONAL BANK OF CANADA |
b. LEI (if any) of issuer. (1) | BSGEFEIOM18Y80CKCV46 |
c. Title of the issue or description of the investment. | ANGLOGOLD ASHANTI LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8505346 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -200.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -75133.14000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.06412695171 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
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 |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NATIONAL BANK OF CANADA | BSGEFEIOM18Y80CKCV46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | AngloGold Ashanti Ltd |
Title of issue. | AngloGold Ashanti Ltd |
At least one of the following other identifiers: |
- CUSIP. | 035128206 |
- ISIN (if CUSIP is not available). | US0351282068 |
- Ticker (if CUSIP and ISIN are not available). | AU |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 32.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -5342.27000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 298 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | SPDR GOLD SHARES |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | GLD 1 P151 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00N2ZZ3G7 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -82.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -24436.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02085639162 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☒ Put ☐ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | SPDR Gold Shares |
Title of issue. | SPDR Gold Shares |
At least one of the following other identifiers: |
- CUSIP. | 78463V107 |
- ISIN (if CUSIP is not available). | US78463V1070 |
- Ticker (if CUSIP and ISIN are not available). | GLD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 151.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 91894.98000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 299 |
a. Name of issuer (if any). | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED |
b. LEI (if any) of issuer. (1) | 8NAV47T0Y26Q87Y0QP81 |
c. Title of the issue or description of the investment. | HALLIBURTON CO |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8491229 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -101.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -29391.53000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02508599035 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED | 8NAV47T0Y26Q87Y0QP81 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Halliburton Co |
Title of issue. | Halliburton Co |
At least one of the following other identifiers: |
- CUSIP. | 406216101 |
- ISIN (if CUSIP is not available). | US4062161017 |
- Ticker (if CUSIP and ISIN are not available). | HAL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 12.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -13235.34000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 300 |
a. Name of issuer (if any). | CANTOR FITZGERALD & CO. |
b. LEI (if any) of issuer. (1) | 5493004J7H4GCPG6OB62 |
c. Title of the issue or description of the investment. | HOLLYFRONTIER CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8541683 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -22.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -2534.19000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00216295871 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CANTOR FITZGERALD & CO. | 5493004J7H4GCPG6OB62 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | HollyFrontier Corp |
Title of issue. | HollyFrontier Corp |
At least one of the following other identifiers: |
- CUSIP. | 436106108 |
- ISIN (if CUSIP is not available). | US4361061082 |
- Ticker (if CUSIP and ISIN are not available). | HFC |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1292.98000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 301 |
a. Name of issuer (if any). | Sunoco LP |
b. LEI (if any) of issuer. (1) | 54930001NJU8E40NQ561 |
c. Title of the issue or description of the investment. | Sunoco LP |
d. CUSIP (if any). | 86765K109 |
At least one of the following other identifiers: |
- ISIN | US86765K1097 |
- Ticker (if ISIN is not available). | SUN |
Balance. (2) |
a. Balance | 15000.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 342450.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.292284797557 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 302 |
a. Name of issuer (if any). | OPPENHEIMER & CO. INC. |
b. LEI (if any) of issuer. (1) | 254900VH02JQR2L8XD64 |
c. Title of the issue or description of the investment. | WHEATON PRECIOUS METALS CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8470428 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -649.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -256387.13000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.21882920247 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | OPPENHEIMER & CO. INC. | 254900VH02JQR2L8XD64 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Wheaton Precious Metals Corp |
Title of issue. | Wheaton Precious Metals Corp |
At least one of the following other identifiers: |
- CUSIP. | 962879102 |
- ISIN (if CUSIP is not available). | CA9628791027 |
- Ticker (if CUSIP and ISIN are not available). | WPM |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 45.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -85075.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 303 |
a. Name of issuer (if any). | Chevron Corp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Chevron Corp |
d. CUSIP (if any). | 166764100 |
At least one of the following other identifiers: |
- ISIN | US1667641005 |
- Ticker (if ISIN is not available). | CVX |
Balance. (2) |
a. Balance | 27300.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2435979.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.079134556487 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 304 |
a. Name of issuer (if any). | Baker Hughes Co |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Baker Hughes Co |
d. CUSIP (if any). | 05722G100 |
At least one of the following other identifiers: |
- ISIN | US05722G1004 |
- Ticker (if ISIN is not available). | BKR |
Balance. (2) |
a. Balance | 13500.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 207765.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.177329685981 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 305 |
a. Name of issuer (if any). | CITIGROUP GLOBAL MARKETS INC. |
b. LEI (if any) of issuer. (1) | MBNUM2BPBDO7JBLYG310 |
c. Title of the issue or description of the investment. | KINDER MORGAN INC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8551684 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -235.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5877.68000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00501666377 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CITIGROUP GLOBAL MARKETS INC. | MBNUM2BPBDO7JBLYG310 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kinder Morgan Inc |
Title of issue. | Kinder Morgan Inc |
At least one of the following other identifiers: |
- CUSIP. | 49456B101 |
- ISIN (if CUSIP is not available). | US49456B1017 |
- Ticker (if CUSIP and ISIN are not available). | KMI |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 19.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-12-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3278.46000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 306 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | KIRKLAND LAKE GOLD LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8543692 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -247.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -132147.12000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.11278900340 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kirkland Lake Gold Ltd |
Title of issue. | Kirkland Lake Gold Ltd |
At least one of the following other identifiers: |
- CUSIP. | 49741E100 |
- ISIN (if CUSIP is not available). | CA49741E1007 |
- Ticker (if CUSIP and ISIN are not available). | KL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 47.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-03-19 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -37308.43000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 307 |
a. Name of issuer (if any). | NEW YORK STOCK EXCHANGE |
b. LEI (if any) of issuer. (1) | 549300HIIRNTNKXV3M12 |
c. Title of the issue or description of the investment. | ANGLOGOLD ASHANTI LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | AU 1 C28 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00TG89Y70 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -300.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -173400.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.14799878492 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | NEW YORK STOCK EXCHANGE | 549300HIIRNTNKXV3M12 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | AngloGold Ashanti Ltd |
Title of issue. | AngloGold Ashanti Ltd |
At least one of the following other identifiers: |
- CUSIP. | 035128206 |
- ISIN (if CUSIP is not available). | US0351282068 |
- Ticker (if CUSIP and ISIN are not available). | AU |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 28.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -55090.99000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 308 |
a. Name of issuer (if any). | SG COWEN SECURITIES CORPORATION |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | PHILLIPS 66 |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8570975 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -35.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -33690.97000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.02875560912 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | SG COWEN SECURITIES CORPORATION | N/A |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Phillips 66 |
Title of issue. | Phillips 66 |
At least one of the following other identifiers: |
- CUSIP. | 718546104 |
- ISIN (if CUSIP is not available). | US7185461040 |
- Ticker (if CUSIP and ISIN are not available). | PSX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 70.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2021-01-15 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -7512.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 309 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | VANECK VECTORS GOLD MINERS ETF |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | GDX 9 C29 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RF9Z3T8 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -255.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -201960.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.17237505537 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | VanEck Vectors Gold Miners ETF |
Title of issue. | VanEck Vectors Gold Miners ETF |
At least one of the following other identifiers: |
- CUSIP. | 92189F106 |
- ISIN (if CUSIP is not available). | US92189F1066 |
- Ticker (if CUSIP and ISIN are not available). | GDX |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 29.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-09-18 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -157447.65000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 310 |
a. Name of issuer (if any). | Williams Cos Inc/The |
b. LEI (if any) of issuer. (1) | D71FAKCBLFS2O0RBPG08 |
c. Title of the issue or description of the investment. | Williams Cos Inc/The |
d. CUSIP (if any). | 969457100 |
At least one of the following other identifiers: |
- ISIN | US9694571004 |
- Ticker (if ISIN is not available). | WMB |
Balance. (2) |
a. Balance | 42200.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 802644.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.685065379035 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 311 |
a. Name of issuer (if any). | STIFEL, NICOLAUS & COMPANY, INCORPORATED |
b. LEI (if any) of issuer. (1) | 5WUVMA08EYG4KEUPW589 |
c. Title of the issue or description of the investment. | AGCO CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8413443 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -100.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -45864.45000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.03914580663 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | STIFEL, NICOLAUS & COMPANY, INCORPORATED | 5WUVMA08EYG4KEUPW589 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | AGCO Corp |
Title of issue. | AGCO Corp |
At least one of the following other identifiers: |
- CUSIP. | 001084102 |
- ISIN (if CUSIP is not available). | US0010841023 |
- Ticker (if CUSIP and ISIN are not available). | AGCO |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 55.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-08-21 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -22468.22000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 312 |
a. Name of issuer (if any). | CBOE GLOBAL MARKETS, INC. |
b. LEI (if any) of issuer. (1) | 529900RLNSGA90UPEH54 |
c. Title of the issue or description of the investment. | KIRKLAND LAKE GOLD LTD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Ticker (if ISIN is not available). | KL 10 C40 |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | BBG00RWMXHG5 |
Description of other unique identifier. | ID_BB_GLOBAL |
Balance. (2) |
a. Balance | -20.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -10600.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00904721522 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CBOE GLOBAL MARKETS, INC. | 529900RLNSGA90UPEH54 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Kirkland Lake Gold Ltd |
Title of issue. | Kirkland Lake Gold Ltd |
At least one of the following other identifiers: |
- CUSIP. | 49741E100 |
- ISIN (if CUSIP is not available). | CA49741E1007 |
- Ticker (if CUSIP and ISIN are not available). | KL |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 40.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-10-16 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -4408.90000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 313 |
a. Name of issuer (if any). | CREDIT SUISSE SECURITIES (USA) LLC |
b. LEI (if any) of issuer. (1) | 1V8Y6QCX6YMJ2OELII46 |
c. Title of the issue or description of the investment. | BARRICK GOLD CORP |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | ES8533181 |
Description of other unique identifier. | INTERNAL |
Balance. (2) |
a. Balance | -560.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -255833.37000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.21835656229 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
a. Type of derivative instrument (21) |
Option
|
b. Counterparty. |
i. Provide the name and LEI (if any) of counterparty (including a central counterparty). |
Counterparty Info Record | Name of counterparty | LEI (if any) of counterparty |
---|---|---|
#1 | CREDIT SUISSE SECURITIES (USA) LLC | 1V8Y6QCX6YMJ2OELII46 |
ii. Type, selected from among the following (put, call). Respond call for warrants. | ☐ Put ☒ Call |
iii. Payoff profile, selected from among the following (written, purchased). Respond purchased for warrants. | ☒ Written ☐ Purchased |
3. The reference instrument is neither a derivative or an index (28) |
Name of issuer. | Barrick Gold Corp |
Title of issue. | Barrick Gold Corp |
At least one of the following other identifiers: |
- CUSIP. | 067901108 |
- ISIN (if CUSIP is not available). | CA0679011084 |
- Ticker (if CUSIP and ISIN are not available). | GOLD |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 24.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -82814.48000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
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: | GAMCO Natural Resources, Gold & Income Trust | |
By (Signature): | John C. Ball | |
Name: | John C. Ball | |
Title: | Treasurer | |
Date:
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