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Share Name | Share Symbol | Market | Type |
---|---|---|---|
Virtus Dividend Interest and Premium Strategy Fund | NYSE:NFJ | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
0.15 | 1.21% | 12.59 | 12.61 | 12.51 | 12.51 | 132,817 | 21:00:09 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
Confidential | ☐ |
Filer CIK | 0001260563 |
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 | AllianzGI DIVIDEND, INTEREST & PREMIUM STRATEGY FUND |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-21417 |
c. CIK number of Registrant | 0001260563 |
d. LEI of Registrant | 549300535GECAFITZP67 |
e. Address and telephone number of Registrant: |
i. Street Address 1 | C/O ALLIANZ GLOBAL INVESTORS U.S. LLC |
ii. Street Address 2 | 1633 BROADWAY |
iii. City | NEW YORK |
iv. State, if applicable | |
v. Foreign country, if applicable | |
vi. Zip / Postal Code | 10019 |
vii. Telephone number | 212-739-3367 |
a. Name of Series. | AllianzGI DIVIDEND, INTEREST & PREMIUM STRATEGY FUND |
b. EDGAR series identifier (if any). | |
c. LEI of Series. | 549300535GECAFITZP67 |
a. Date of fiscal year-end. | 2021-01-31 |
b. Date as of which information is reported. | 2020-10-31 |
a. Does the Fund anticipate that this will be its final filing on Form N PORT? | ☐ Yes ☒ No |
Report the following information for the Fund and its consolidated subsidiaries. |
a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 1295220481.58 |
b. Total liabilities. | 2870169.22 |
c. Net assets. | 1292350312.36 |
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. | 0.00000000 |
f. Cash and cash equivalents not reported in Parts C and D. | 160236.28000000 |
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 | 4.33000000 | -4.12000000 | -2.29000000 |
b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
Asset category | Instrument type | Month 1 | Month 2 | Month 3 | |||
Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) | ||
Commodity Contracts | — | — | — | — | — | — | |
Credit Contracts | — | — | — | — | — | — | |
Equity Contracts | -999907.90000000 | -883890.77000000 | 557959.88000000 | 837208.61000000 | 191528.43000000 | 456476.04000000 | |
Forward | — | — | — | — | — | — | |
Future | — | — | — | — | — | — | |
Option | -999907.90000000 | -883890.77000000 | 557959.88000000 | 837208.61000000 | 191528.43000000 | 456476.04000000 | |
Swaption | — | — | — | — | — | — | |
Swap | — | — | — | — | — | — | |
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 | — | — | — | — | — | — | |
Interest Rate Contracts | — | — | — | — | — | — | |
Other Contracts | — | — | — | — | — | — |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers. |
Month | Monthly net realized gain(loss) | Monthly net change in unrealized appreciation (or depreciation) |
---|---|---|
Month 1 | 15567469.90000000 | 48448500.07000000 |
Month 2 | 8784442.56000000 | -38387563.91000000 |
Month 3 | 6570598.97000000 | -22640773.62000000 |
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 | 0.00000000 |
Month 3 | 0.00000000 | 0.00000000 | 0.00000000 |
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). | Atmos Energy Corp |
b. LEI (if any) of issuer. (1) | QVLWEGTD2S8GJMO8D383 |
c. Title of the issue or description of the investment. | Atmos Energy Corp |
d. CUSIP (if any). | 049560105 |
At least one of the following other identifiers: |
- ISIN | US0495601058 |
Balance. (2) |
a. Balance | 115391.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10577892.97000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.818500438219 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | OKTA INC |
b. LEI (if any) of issuer. (1) | 549300N8J06I8MRHU620 |
c. Title of the issue or description of the investment. | Okta Inc |
d. CUSIP (if any). | 679295AE5 |
At least one of the following other identifiers: |
- ISIN | US679295AE58 |
Balance. (2) |
a. Balance | 1990000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2258996.32000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.174797521878 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.38000000 |
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 | Okta Inc | Okta Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 679295105 | ||
ISIN (if CUSIP is not available) | US6792951054 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 4.19120000 | 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: 3 |
a. Name of issuer (if any). | OKTA INC |
b. LEI (if any) of issuer. (1) | 549300N8J06I8MRHU620 |
c. Title of the issue or description of the investment. | Okta Inc |
d. CUSIP (if any). | 679295AD7 |
At least one of the following other identifiers: |
- ISIN | US679295AD75 |
Balance. (2) |
a. Balance | 2610000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3422362.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.264816936032 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-09-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.13000000 |
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 | Okta Inc | Okta Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 679295105 | ||
ISIN (if CUSIP is not available) | US6792951054 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 5.29910000 | 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: 4 |
a. Name of issuer (if any). | MATCH GROUP FINANCECO 2 |
b. LEI (if any) of issuer. (1) | 549300IPGK4BWL134U96 |
c. Title of the issue or description of the investment. | Match Group Financeco 2 Inc |
d. CUSIP (if any). | 44932FAA5 |
At least one of the following other identifiers: |
- ISIN | US44932FAA57 |
Balance. (2) |
a. Balance | 3760000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5645236.48000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.436819369021 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.88000000 |
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 | Match Group Inc | Match Group Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 57667L107 | ||
ISIN (if CUSIP is not available) | US57667L1070 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 11.42590000 | 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: 5 |
a. Name of issuer (if any). | BIOMARIN PHARMACEUTICAL |
b. LEI (if any) of issuer. (1) | NSLL8ITTRR0J5HEMR848 |
c. Title of the issue or description of the investment. | BioMarin Pharmaceutical Inc |
d. CUSIP (if any). | 09061GAJ0 |
At least one of the following other identifiers: |
- ISIN | US09061GAJ04 |
Balance. (2) |
a. Balance | 920000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 888950.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.068785529085 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.25000000 |
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 | BioMarin Pharmaceutical Inc | BioMarin Pharmaceutical Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 09061G101 | ||
ISIN (if CUSIP is not available) | US09061G1013 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 7.27430000 | 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: 6 |
a. Name of issuer (if any). | PALO ALTO NETWORKS |
b. LEI (if any) of issuer. (1) | 549300QXR2YVZV231H43 |
c. Title of the issue or description of the investment. | Palo Alto Networks Inc |
d. CUSIP (if any). | 697435AE5 |
At least one of the following other identifiers: |
- ISIN | US697435AE51 |
Balance. (2) |
a. Balance | 4405000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4498606.25000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.348094955909 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-06-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.38000000 |
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 | Palo Alto Networks Inc | Palo Alto Networks Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 697435105 | ||
ISIN (if CUSIP is not available) | US6974351057 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 3.36020000 | 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: 7 |
a. Name of issuer (if any). | Intercontinental Exchange Inc |
b. LEI (if any) of issuer. (1) | 5493000F4ZO33MV32P92 |
c. Title of the issue or description of the investment. | Intercontinental Exchange Inc |
d. CUSIP (if any). | 45866F104 |
At least one of the following other identifiers: |
- ISIN | US45866F1049 |
Balance. (2) |
a. Balance | 60874.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5746505.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.444655411542 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Honeywell International Inc |
b. LEI (if any) of issuer. (1) | ISRPG12PN4EIEOEMW547 |
c. Title of the issue or description of the investment. | Honeywell International Inc |
d. CUSIP (if any). | 438516106 |
At least one of the following other identifiers: |
- ISIN | US4385161066 |
Balance. (2) |
a. Balance | 36633.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6042613.35000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.467567755600 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Activision Blizzard Inc |
b. LEI (if any) of issuer. (1) | 549300TPQQDBP9GNOF40 |
c. Title of the issue or description of the investment. | Activision Blizzard Inc |
d. CUSIP (if any). | 00507V109 |
At least one of the following other identifiers: |
- ISIN | US00507V1098 |
Balance. (2) |
a. Balance | 106341.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8053203.93000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.623144038654 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | DATADOG INC |
b. LEI (if any) of issuer. (1) | 549300F6JNO0KRPO1K63 |
c. Title of the issue or description of the investment. | Datadog Inc |
d. CUSIP (if any). | 23804LAA1 |
At least one of the following other identifiers: |
- ISIN | US23804LAA17 |
Balance. (2) |
a. Balance | 2985000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3744980.07000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.289780567558 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.13000000 |
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 | Datadog Inc | Datadog Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 23804L103 | ||
ISIN (if CUSIP is not available) | US23804L1035 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 10.83380000 | 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: 11 |
a. Name of issuer (if any). | Estee Lauder Cos Inc/The |
b. LEI (if any) of issuer. (1) | 549300VFZ8XJ9NUPU221 |
c. Title of the issue or description of the investment. | Estee Lauder Cos Inc/The |
d. CUSIP (if any). | 518439104 |
At least one of the following other identifiers: |
- ISIN | US5184391044 |
Balance. (2) |
a. Balance | 19470.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4276780.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.330930410980 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | VONAGE HOLDINGS CORP |
b. LEI (if any) of issuer. (1) | 529900W7N0N4WLN1JY21 |
c. Title of the issue or description of the investment. | Vonage Holdings Corp |
d. CUSIP (if any). | 92886TAJ1 |
At least one of the following other identifiers: |
- ISIN | US92886TAJ16 |
Balance. (2) |
a. Balance | 1290000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1264045.43000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.097809813477 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-06-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.75000000 |
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 | Vonage Holdings Corp | Vonage Holdings Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 92886T201 | ||
ISIN (if CUSIP is not available) | US92886T2015 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 59.82560000 | 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: 13 |
a. Name of issuer (if any). | TWO HARBORS INV CORP |
b. LEI (if any) of issuer. (1) | 549300ZUIBT6KH4HU823 |
c. Title of the issue or description of the investment. | Two Harbors Investment Corp |
d. CUSIP (if any). | 90187BAA9 |
At least one of the following other identifiers: |
- ISIN | US90187BAA98 |
Balance. (2) |
a. Balance | 3460000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3457837.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.267561934788 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2022-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.25000000 |
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 | Two Harbors Investment Corp | Two Harbors Investment Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 90187B408 | ||
ISIN (if CUSIP is not available) | US90187B4086 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 63.20400000 | 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: 14 |
a. Name of issuer (if any). | Tesla Inc |
b. LEI (if any) of issuer. (1) | 54930043XZGB27CTOV49 |
c. Title of the issue or description of the investment. | Tesla Inc |
d. CUSIP (if any). | 88160RAC5 |
At least one of the following other identifiers: |
- ISIN | US88160RAC51 |
Balance. (2) |
a. Balance | 2110000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11398496.43000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.881997421363 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.25000000 |
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 | Tesla Inc | Tesla Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 88160R101 | ||
ISIN (if CUSIP is not available) | US88160R1014 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 13.89400000 | 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: 15 |
a. Name of issuer (if any). | Prospect Capital Corp |
b. LEI (if any) of issuer. (1) | 549300FSD8T39P5Q0O47 |
c. Title of the issue or description of the investment. | Prospect Capital Corp |
d. CUSIP (if any). | 74348TAT9 |
At least one of the following other identifiers: |
- ISIN | US74348TAT97 |
Balance. (2) |
a. Balance | 4155000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4253681.25000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.329143051177 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.38000000 |
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 | Prospect Capital Corp | Prospect Capital Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 74348T102 | ||
ISIN (if CUSIP is not available) | US74348T1025 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 110.74200000 | 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: 16 |
a. Name of issuer (if any). | Zillow Group Inc |
b. LEI (if any) of issuer. (1) | 2549002XEELQDIR6FU05 |
c. Title of the issue or description of the investment. | Zillow Group Inc |
d. CUSIP (if any). | 98954MAC5 |
At least one of the following other identifiers: |
- ISIN | US98954MAC55 |
Balance. (2) |
a. Balance | 1850000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2419977.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.187254019042 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-07-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.50000000 |
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 | Zillow Group Inc | Zillow Group Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 98954M200 | ||
ISIN (if CUSIP is not available) | US98954M2008 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 12.75920000 | 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: 17 |
a. Name of issuer (if any). | INTL FLAVOR & FRAGRANCES |
b. LEI (if any) of issuer. (1) | BZLRL03D3GPGMOGFO832 |
c. Title of the issue or description of the investment. | International Flavors & Fragrances Inc |
d. CUSIP (if any). | 459506309 |
At least one of the following other identifiers: |
- ISIN | US4595063094 |
Balance. (2) |
a. Balance | 72875.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2815890.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.217889064061 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 18 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | VISA INC NOV20 202.5 CALL |
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 | ADI1SGWB6 |
Description of other unique identifier. | Internal Identifier |
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) | -9540.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00073818994 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Visa Inc |
Title of issue. | Visa Inc |
At least one of the following other identifiers: |
- CUSIP. | 92826C839 |
- ISIN (if CUSIP is not available). | US92826C8394 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 202.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1979.74000000 |
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: 19 |
a. Name of issuer (if any). | Meritor Inc |
b. LEI (if any) of issuer. (1) | 5LTG829X630QFHTFBO82 |
c. Title of the issue or description of the investment. | Meritor Inc |
d. CUSIP (if any). | 59001KAF7 |
At least one of the following other identifiers: |
- ISIN | US59001KAF75 |
Balance. (2) |
a. Balance | 1905000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2072547.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.160370438276 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2037-10-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.25000000 |
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 | Meritor Inc | Meritor Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 59001K100 | ||
ISIN (if CUSIP is not available) | US59001K1007 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 25.04740000 | 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: 20 |
a. Name of issuer (if any). | DOCUSIGN INC |
b. LEI (if any) of issuer. (1) | 549300Q7PVDWRZ39JG09 |
c. Title of the issue or description of the investment. | DocuSign Inc |
d. CUSIP (if any). | 256163AB2 |
At least one of the following other identifiers: |
- ISIN | US256163AB24 |
Balance. (2) |
a. Balance | 955000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2717571.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.210281365200 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.50000000 |
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 | DocuSign Inc | DocuSign Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 256163106 | ||
ISIN (if CUSIP is not available) | US2561631068 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 13.98600000 | 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: 21 |
a. Name of issuer (if any). | Morgan Stanley |
b. LEI (if any) of issuer. (1) | IGJSJL3JD5P30I6NJZ34 |
c. Title of the issue or description of the investment. | Morgan Stanley |
d. CUSIP (if any). | 617446448 |
At least one of the following other identifiers: |
- ISIN | US6174464486 |
Balance. (2) |
a. Balance | 164450.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7918267.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.612702873537 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Amgen Inc |
b. LEI (if any) of issuer. (1) | 62QBXGPJ34PQ72Z12S66 |
c. Title of the issue or description of the investment. | Amgen Inc |
d. CUSIP (if any). | 031162100 |
At least one of the following other identifiers: |
- ISIN | US0311621009 |
Balance. (2) |
a. Balance | 35027.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7598757.38000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.587979691522 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Verizon Communications Inc |
b. LEI (if any) of issuer. (1) | 2S72QS2UO2OESLG6Y829 |
c. Title of the issue or description of the investment. | Verizon Communications Inc |
d. CUSIP (if any). | 92343V104 |
At least one of the following other identifiers: |
- ISIN | US92343V1044 |
Balance. (2) |
a. Balance | 70893.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4040192.07000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.312623599914 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Costco Wholesale Corp |
b. LEI (if any) of issuer. (1) | 29DX7H14B9S6O3FD6V18 |
c. Title of the issue or description of the investment. | Costco Wholesale Corp |
d. CUSIP (if any). | 22160K105 |
At least one of the following other identifiers: |
- ISIN | US22160K1051 |
Balance. (2) |
a. Balance | 28378.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10148540.36000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.785277820026 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | GUESS INC |
b. LEI (if any) of issuer. (1) | 549300QVH3ZK2DW0KP86 |
c. Title of the issue or description of the investment. | Guess? Inc |
d. CUSIP (if any). | 401617AD7 |
At least one of the following other identifiers: |
- ISIN | US401617AD75 |
Balance. (2) |
a. Balance | 630000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 515850.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.039915717516 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-04-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.00000000 |
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 | Guess? Inc | Guess? Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 401617105 | ||
ISIN (if CUSIP is not available) | US4016171054 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 38.78790000 | 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: 26 |
a. Name of issuer (if any). | ZENDESK INC |
b. LEI (if any) of issuer. (1) | 549300SLI6BN94BKKO36 |
c. Title of the issue or description of the investment. | Zendesk Inc |
d. CUSIP (if any). | 98936JAC5 |
At least one of the following other identifiers: |
- ISIN | US98936JAC53 |
Balance. (2) |
a. Balance | 3230000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4054581.47000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.313737028669 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.63000000 |
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 | Zendesk Inc | Zendesk Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 98936J101 | ||
ISIN (if CUSIP is not available) | US98936J1016 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 9.19440000 | 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: 27 |
a. Name of issuer (if any). | Domino's Pizza Inc |
b. LEI (if any) of issuer. (1) | 5299004V0Y8MI5D9FF45 |
c. Title of the issue or description of the investment. | Domino's Pizza Inc |
d. CUSIP (if any). | 25754A201 |
At least one of the following other identifiers: |
- ISIN | US25754A2015 |
Balance. (2) |
a. Balance | 10970.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4150170.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.321133547174 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | KBR INC |
b. LEI (if any) of issuer. (1) | 254900OFQDXZRKRCV808 |
c. Title of the issue or description of the investment. | KBR Inc |
d. CUSIP (if any). | 48242WAB2 |
At least one of the following other identifiers: |
- ISIN | US48242WAB28 |
Balance. (2) |
a. Balance | 655000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 728002.13000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.056331640348 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-11-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.50000000 |
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 | KBR Inc | KBR Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 48242W106 | ||
ISIN (if CUSIP is not available) | US48242W1062 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 39.30780000 | 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: 29 |
a. Name of issuer (if any). | ROYAL CARIBBEAN CRUISES |
b. LEI (if any) of issuer. (1) | K2NEH8QNVW44JIWK7Z55 |
c. Title of the issue or description of the investment. | Royal Caribbean Cruises Ltd |
d. CUSIP (if any). | 780153BA9 |
At least one of the following other identifiers: |
- ISIN | US780153BA90 |
Balance. (2) |
a. Balance | 3820000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3976414.48000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.307688592014 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
LIBERIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
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 | Royal Caribbean Cruises Ltd | Royal Caribbean Cruises Ltd | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
ISIN (if CUSIP is not available) | LR0008862868 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 13.86720000 | 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: 30 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | NETFLIX INC NOV20 605 CALL |
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 | ADI1S7TM6 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -31.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -2371.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00018350287 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Netflix Inc |
Title of issue. | Netflix Inc |
At least one of the following other identifiers: |
- CUSIP. | 64110L106 |
- ISIN (if CUSIP is not available). | US64110L1061 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 605.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 48715.36000000 |
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: 31 |
a. Name of issuer (if any). | JP MORGAN CHASE BANK NA |
b. LEI (if any) of issuer. (1) | 7H6GLXDRUGQFU57RNE97 |
c. Title of the issue or description of the investment. | JPMorgan Chase Bank NA |
d. CUSIP (if any). | 48128DAC1 |
At least one of the following other identifiers: |
- ISIN | US48128DAC11 |
Balance. (2) |
a. Balance | 1875000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2448046.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.189425951817 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-01-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.13000000 |
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 | Alibaba Group Holding Ltd | Alibaba Group Holding Ltd | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 01609W102 | ||
ISIN (if CUSIP is not available) | US01609W1027 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 3.73680000 | 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: 32 |
a. Name of issuer (if any). | Coca-Cola Co/The |
b. LEI (if any) of issuer. (1) | UWJKFUJFZ02DKWI3RY53 |
c. Title of the issue or description of the investment. | Coca-Cola Co/The |
d. CUSIP (if any). | 191216100 |
At least one of the following other identifiers: |
- ISIN | US1912161007 |
Balance. (2) |
a. Balance | 85081.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4088992.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.316399726985 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | UnitedHealth Group Inc |
b. LEI (if any) of issuer. (1) | 549300GHBMY8T5GXDE41 |
c. Title of the issue or description of the investment. | UnitedHealth Group Inc |
d. CUSIP (if any). | 91324P102 |
At least one of the following other identifiers: |
- ISIN | US91324P1021 |
Balance. (2) |
a. Balance | 32257.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9842900.98000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.761627933685 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | JPMorgan Chase & Co |
b. LEI (if any) of issuer. (1) | 8I5DZWZKVSZI1NUHU748 |
c. Title of the issue or description of the investment. | JPMorgan Chase & Co |
d. CUSIP (if any). | 46625H100 |
At least one of the following other identifiers: |
- ISIN | US46625H1005 |
Balance. (2) |
a. Balance | 158360.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 15525614.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.201347208377 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | KKR & CO INC |
b. LEI (if any) of issuer. (1) | 549300JOHU21WRN2Z451 |
c. Title of the issue or description of the investment. | KKR & Co Inc |
d. CUSIP (if any). | 48251W401 |
At least one of the following other identifiers: |
- ISIN | US48251W4015 |
Balance. (2) |
a. Balance | 16155.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 840706.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.065052501009 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 36 |
a. Name of issuer (if any). | SPLUNK INC |
b. LEI (if any) of issuer. (1) | 549300XGDSGBP6UEI867 |
c. Title of the issue or description of the investment. | Splunk Inc |
d. CUSIP (if any). | 848637AE4 |
At least one of the following other identifiers: |
- ISIN | US848637AE49 |
Balance. (2) |
a. Balance | 7305000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8076728.69000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.624964346954 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.13000000 |
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 | Splunk Inc | Splunk Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 848637104 | ||
ISIN (if CUSIP is not available) | US8486371045 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 3.91640000 | 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: 37 |
a. Name of issuer (if any). | BOFA FINANCE LLC |
b. LEI (if any) of issuer. (1) | 549300CGZYSEY3ZSIW16 |
c. Title of the issue or description of the investment. | BofA Finance LLC |
d. CUSIP (if any). | 09709THH7 |
At least one of the following other identifiers: |
- ISIN | US09709THH77 |
Balance. (2) |
a. Balance | 1965000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2216520.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.171510772180 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-09-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.13000000 |
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 | Charter Communications Inc | Charter Communications Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 16119P108 | ||
ISIN (if CUSIP is not available) | US16119P1084 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 1.61960000 | 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: 38 |
a. Name of issuer (if any). | Viavi Solutions Inc |
b. LEI (if any) of issuer. (1) | 5493006K3E3N1QOBF092 |
c. Title of the issue or description of the investment. | Viavi Solutions Inc |
d. CUSIP (if any). | 925550AB1 |
At least one of the following other identifiers: |
- ISIN | US925550AB17 |
Balance. (2) |
a. Balance | 2950000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3418895.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.264548692974 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.00000000 |
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 | Viavi Solutions Inc | Viavi Solutions Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 925550105 | ||
ISIN (if CUSIP is not available) | US9255501051 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 75.62290000 | 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: 39 |
a. Name of issuer (if any). | Equinix Inc |
b. LEI (if any) of issuer. (1) | 549300EVUN2BTLJ3GT74 |
c. Title of the issue or description of the investment. | Equinix Inc |
d. CUSIP (if any). | 29444U700 |
At least one of the following other identifiers: |
- ISIN | US29444U7000 |
Balance. (2) |
a. Balance | 10653.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7789899.72000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.602769980050 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | NIKE INC NOV20 140 CALL |
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 | ADI1S86H0 |
Description of other unique identifier. | Internal Identifier |
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) | -1160.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00008975894 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | NIKE Inc |
Title of issue. | NIKE Inc |
At least one of the following other identifiers: |
- CUSIP. | 654106103 |
- ISIN (if CUSIP is not available). | US6541061031 |
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. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 5959.84000000 |
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: 41 |
a. Name of issuer (if any). | Monster Beverage Corp |
b. LEI (if any) of issuer. (1) | 52990090AP0E7HCB6F33 |
c. Title of the issue or description of the investment. | Monster Beverage Corp |
d. CUSIP (if any). | 61174X109 |
At least one of the following other identifiers: |
- ISIN | US61174X1090 |
Balance. (2) |
a. Balance | 53575.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4102237.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.317424595387 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Wingstop Inc |
b. LEI (if any) of issuer. (1) | 549300SSH3F8HPIM3Q47 |
c. Title of the issue or description of the investment. | Wingstop Inc |
d. CUSIP (if any). | 974155103 |
At least one of the following other identifiers: |
- ISIN | US9741551033 |
Balance. (2) |
a. Balance | 35290.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4105285.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.317660440883 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | ZSCALER INC. |
b. LEI (if any) of issuer. (1) | 529900MZ0RTK1BWRNF46 |
c. Title of the issue or description of the investment. | Zscaler Inc |
d. CUSIP (if any). | 98980GAA0 |
At least one of the following other identifiers: |
- ISIN | US98980GAA04 |
Balance. (2) |
a. Balance | 3210000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3728062.41000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.288471506088 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-07-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.13000000 |
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 | Zscaler Inc | Zscaler Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 98980G102 | ||
ISIN (if CUSIP is not available) | US98980G1022 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 6.63150000 | 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: 44 |
a. Name of issuer (if any). | BIOMARIN PHARMACEUTICAL |
b. LEI (if any) of issuer. (1) | NSLL8ITTRR0J5HEMR848 |
c. Title of the issue or description of the investment. | BioMarin Pharmaceutical Inc |
d. CUSIP (if any). | 09061GAH4 |
At least one of the following other identifiers: |
- ISIN | US09061GAH48 |
Balance. (2) |
a. Balance | 990000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1020937.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.078998510716 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-08-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.60000000 |
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 | BioMarin Pharmaceutical Inc | BioMarin Pharmaceutical Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 09061G101 | ||
ISIN (if CUSIP is not available) | US09061G1013 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 8.02120000 | 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: 45 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMAZON.COM INC NOV20 3700 CALL |
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 | ADI1S7H72 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -5.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -2862.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00022149567 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Amazon.com Inc |
Title of issue. | Amazon.com Inc |
At least one of the following other identifiers: |
- CUSIP. | 023135106 |
- ISIN (if CUSIP is not available). | US0231351067 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 3700.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 36206.63000000 |
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: 46 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MICROSOFT CORP NOV20 245 CALL |
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 | ADI1Q80S4 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -195.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -3900.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00030177576 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Microsoft Corp |
Title of issue. | Microsoft Corp |
At least one of the following other identifiers: |
- CUSIP. | 594918104 |
- ISIN (if CUSIP is not available). | US5949181045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 245.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 33687.16000000 |
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: 47 |
a. Name of issuer (if any). | MONGODB INC |
b. LEI (if any) of issuer. (1) | 549300TPTG69WKWE1Z37 |
c. Title of the issue or description of the investment. | MongoDB Inc |
d. CUSIP (if any). | 60937PAC0 |
At least one of the following other identifiers: |
- ISIN | US60937PAC05 |
Balance. (2) |
a. Balance | 4355000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5665322.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.438373577645 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.25000000 |
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 | MongoDB Inc | MongoDB Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 60937P106 | ||
ISIN (if CUSIP is not available) | US60937P1066 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 4.73490000 | 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: 48 |
a. Name of issuer (if any). | Alphabet Inc |
b. LEI (if any) of issuer. (1) | 5493006MHB84DD0ZWV18 |
c. Title of the issue or description of the investment. | Alphabet Inc |
d. CUSIP (if any). | 02079K107 |
At least one of the following other identifiers: |
- ISIN | US02079K1079 |
Balance. (2) |
a. Balance | 2726.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4418873.26000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.341925344679 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | LIVE NATION ENTERTAINMEN |
b. LEI (if any) of issuer. (1) | 5493007B9BM9ZXJINO78 |
c. Title of the issue or description of the investment. | Live Nation Entertainment Inc |
d. CUSIP (if any). | 538034AT6 |
At least one of the following other identifiers: |
- ISIN | US538034AT63 |
Balance. (2) |
a. Balance | 815000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 716199.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.055418399574 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-02-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.00000000 |
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 | Live Nation Entertainment Inc | Live Nation Entertainment Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 538034109 | ||
ISIN (if CUSIP is not available) | US5380341090 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 9.44690000 | 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: 50 |
a. Name of issuer (if any). | OIL STATES INTL INC |
b. LEI (if any) of issuer. (1) | 5493004TF4KQJGMYL777 |
c. Title of the issue or description of the investment. | Oil States International Inc |
d. CUSIP (if any). | 678026AH8 |
At least one of the following other identifiers: |
- ISIN | US678026AH87 |
Balance. (2) |
a. Balance | 465000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 263860.03000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.020417067065 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-02-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.50000000 |
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 | Oil States International Inc | Oil States International Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 678026105 | ||
ISIN (if CUSIP is not available) | US6780261052 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 22.27480000 | 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: 51 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | HOME DEPOT INC/THE NOV20 302.5 CALL |
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 | ADI1SGRF3 |
Description of other unique identifier. | Internal Identifier |
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) | -10680.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00082640131 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Home Depot Inc/The |
Title of issue. | Home Depot Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 437076102 |
- ISIN (if CUSIP is not available). | US4370761029 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 302.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 8044.58000000 |
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: 52 |
a. Name of issuer (if any). | Nasdaq Inc |
b. LEI (if any) of issuer. (1) | 549300L8X1Q78ERXFD06 |
c. Title of the issue or description of the investment. | Nasdaq Inc |
d. CUSIP (if any). | 631103108 |
At least one of the following other identifiers: |
- ISIN | US6311031081 |
Balance. (2) |
a. Balance | 61891.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7488192.09000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.579424326235 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | TELADOC HEALTH INC |
b. LEI (if any) of issuer. (1) | 549300I2PVFBC9MFAC61 |
c. Title of the issue or description of the investment. | Teladoc Health Inc |
d. CUSIP (if any). | 87918AAE5 |
At least one of the following other identifiers: |
- ISIN | US87918AAE55 |
Balance. (2) |
a. Balance | 5845000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6834396.42000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.528834663065 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-06-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.25000000 |
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 | Teladoc Health Inc | Teladoc Health Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 87918A105 | ||
ISIN (if CUSIP is not available) | US87918A1051 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 4.12580000 | 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: 54 |
a. Name of issuer (if any). | MSCI Inc |
b. LEI (if any) of issuer. (1) | 549300HTIN2PD78UB763 |
c. Title of the issue or description of the investment. | MSCI Inc |
d. CUSIP (if any). | 55354G100 |
At least one of the following other identifiers: |
- ISIN | US55354G1004 |
Balance. (2) |
a. Balance | 36143.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12644267.12000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.978393164691 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | SNAP INC |
b. LEI (if any) of issuer. (1) | 549300JNC0L6VP8A2Q35 |
c. Title of the issue or description of the investment. | Snap Inc |
d. CUSIP (if any). | 83304AAB2 |
At least one of the following other identifiers: |
- ISIN | US83304AAB26 |
Balance. (2) |
a. Balance | 4240000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7905254.05000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.611695913592 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-08-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.75000000 |
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 | Snap Inc | Snap Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 83304A106 | ||
ISIN (if CUSIP is not available) | US83304A1060 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 43.84810000 | 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: 56 |
a. Name of issuer (if any). | ROYAL CARIBBEAN CRUISES |
b. LEI (if any) of issuer. (1) | K2NEH8QNVW44JIWK7Z55 |
c. Title of the issue or description of the investment. | Royal Caribbean Cruises Ltd |
d. CUSIP (if any). | 780153BE1 |
At least one of the following other identifiers: |
- ISIN | US780153BE13 |
Balance. (2) |
a. Balance | 1415000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1343507.92000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.103958493850 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
LIBERIA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-11-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.88000000 |
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 | Royal Caribbean Cruises Ltd | Royal Caribbean Cruises Ltd | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
ISIN (if CUSIP is not available) | LR0008862868 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 12.12120000 | 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: 57 |
a. Name of issuer (if any). | Broadridge Financial Solutions Inc |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Broadridge Financial Solutions Inc |
d. CUSIP (if any). | 11133T103 |
At least one of the following other identifiers: |
- ISIN | US11133T1034 |
Balance. (2) |
a. Balance | 77529.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10667990.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.825472033238 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | 2020 CASH EXCH TRUST |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | 2020 Cash Mandatory Exchangeable Trust |
d. CUSIP (if any). | 901375105 |
At least one of the following other identifiers: |
- ISIN | US9013751055 |
Balance. (2) |
a. Balance | 4575.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4785735.94000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.370312592044 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 59 |
a. Name of issuer (if any). | SHOPIFY INC |
b. LEI (if any) of issuer. (1) | 549300HGQ43STJLLP808 |
c. Title of the issue or description of the investment. | Shopify Inc |
d. CUSIP (if any). | 82509LAA5 |
At least one of the following other identifiers: |
- ISIN | US82509LAA52 |
Balance. (2) |
a. Balance | 3165000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3477543.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.269086772892 |
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. | 2025-11-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.13000000 |
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 | Shopify Inc | Shopify Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
ISIN (if CUSIP is not available) | CA82509L1076 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 0.69440000 | 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: 60 |
a. Name of issuer (if any). | EVERBRIDGE INC |
b. LEI (if any) of issuer. (1) | 549300WCY0UMR64ATW81 |
c. Title of the issue or description of the investment. | Everbridge Inc |
d. CUSIP (if any). | 29978AAB0 |
At least one of the following other identifiers: |
- ISIN | US29978AAB08 |
Balance. (2) |
a. Balance | 1900000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2233687.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.172839165869 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-12-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.13000000 |
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 | Everbridge Inc | Everbridge Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 29978A104 | ||
ISIN (if CUSIP is not available) | US29978A1043 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 8.89990000 | 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: 61 |
a. Name of issuer (if any). | Willis Towers Watson PLC |
b. LEI (if any) of issuer. (1) | 549300WHC56FF48KL350 |
c. Title of the issue or description of the investment. | Willis Towers Watson PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IE00BDB6Q211 |
Balance. (2) |
a. Balance | 42971.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7841348.08000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.606750971853 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 62 |
a. Name of issuer (if any). | Home Depot Inc/The |
b. LEI (if any) of issuer. (1) | QEKMOTMBBKA8I816DO57 |
c. Title of the issue or description of the investment. | Home Depot Inc/The |
d. CUSIP (if any). | 437076102 |
At least one of the following other identifiers: |
- ISIN | US4370761029 |
Balance. (2) |
a. Balance | 59308.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 15818036.68000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.223974376662 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | LOCKHEED MARTIN CORP NOV20 425 CALL |
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 | ADI1S7XP4 |
Description of other unique identifier. | Internal Identifier |
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) | -2700.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00020892168 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Lockheed Martin Corp |
Title of issue. | Lockheed Martin Corp |
At least one of the following other identifiers: |
- CUSIP. | 539830109 |
- ISIN (if CUSIP is not available). | US5398301094 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 425.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 13354.64000000 |
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: 64 |
a. Name of issuer (if any). | NCL CORPORATION LTD |
b. LEI (if any) of issuer. (1) | UNZWILHE4KMRP9K2L524 |
c. Title of the issue or description of the investment. | NCL Corp Ltd |
d. CUSIP (if any). | 62886HAW1 |
At least one of the following other identifiers: |
- ISIN | US62886HAW16 |
Balance. (2) |
a. Balance | 1300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1510437.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.116875237739 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BERMUDA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-08-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 5.38000000 |
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 | Norwegian Cruise Line Holdings Ltd | Norwegian Cruise Line Holdings Ltd | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
ISIN (if CUSIP is not available) | BMG667211046 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 53.33330000 | 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: 65 |
a. Name of issuer (if any). | TWITTER INC |
b. LEI (if any) of issuer. (1) | 549300I8RX485XMK6836 |
c. Title of the issue or description of the investment. | Twitter Inc |
d. CUSIP (if any). | 90184LAF9 |
At least one of the following other identifiers: |
- ISIN | US90184LAF94 |
Balance. (2) |
a. Balance | 2870000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3140637.93000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.243017539436 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.25000000 |
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 | Twitter Inc | Twitter Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 90184L102 | ||
ISIN (if CUSIP is not available) | US90184L1026 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 17.50010000 | 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: 66 |
a. Name of issuer (if any). | BOSTON SCIENTIFIC CORP |
b. LEI (if any) of issuer. (1) | Y6ZDD9FP4P8JSSJMW954 |
c. Title of the issue or description of the investment. | Boston Scientific Corp |
d. CUSIP (if any). | 101137206 |
At least one of the following other identifiers: |
- ISIN | US1011372067 |
Balance. (2) |
a. Balance | 31835.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3297469.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.255152899988 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 67 |
a. Name of issuer (if any). | GCB144A3C7 ESCROW 12/23 FIXED 7.75 |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | GCB144A3C7 ESCROW 12/23 FIXED 7.75 |
d. CUSIP (if any). | 190ESCAE3 |
At least one of the following other identifiers: |
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 190ESCAE3 |
Description of other unique identifier. | CUSIP |
Balance. (2) |
a. Balance | 4647000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 143638.77000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.011114538266 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-12-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 7.75000000 |
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: 68 |
a. Name of issuer (if any). | CHEGG INC |
b. LEI (if any) of issuer. (1) | 549300AKX7O8JG0O3G77 |
c. Title of the issue or description of the investment. | Chegg Inc |
d. CUSIP (if any). | 163092AD1 |
At least one of the following other identifiers: |
- ISIN | US163092AD18 |
Balance. (2) |
a. Balance | 645000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 998150.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.077235281367 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.13000000 |
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 | Chegg Inc | Chegg Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 163092109 | ||
ISIN (if CUSIP is not available) | US1630921096 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 19.39560000 | 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: 69 |
a. Name of issuer (if any). | Workday Inc |
b. LEI (if any) of issuer. (1) | 549300J0DYC0N31V7G13 |
c. Title of the issue or description of the investment. | Workday Inc |
d. CUSIP (if any). | 98138HAF8 |
At least one of the following other identifiers: |
- ISIN | US98138HAF82 |
Balance. (2) |
a. Balance | 2405000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3627624.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.280699796742 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-10-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.25000000 |
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 | Workday Inc | Workday Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 98138H101 | ||
ISIN (if CUSIP is not available) | US98138H1014 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 6.79820000 | 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: 70 |
a. Name of issuer (if any). | MarketAxess Holdings Inc |
b. LEI (if any) of issuer. (1) | 5493002U1CA1XJOVID83 |
c. Title of the issue or description of the investment. | MarketAxess Holdings Inc |
d. CUSIP (if any). | 57060D108 |
At least one of the following other identifiers: |
- ISIN | US57060D1081 |
Balance. (2) |
a. Balance | 27435.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14783349.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.143911957045 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | PLURALSIGHT INC |
b. LEI (if any) of issuer. (1) | 254900B3VHPCKNREOX50 |
c. Title of the issue or description of the investment. | Pluralsight Inc |
d. CUSIP (if any). | 72941BAB2 |
At least one of the following other identifiers: |
- ISIN | US72941BAB27 |
Balance. (2) |
a. Balance | 2130000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1865880.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.144378809843 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.38000000 |
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 | Pluralsight Inc | Pluralsight Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 72941B106 | ||
ISIN (if CUSIP is not available) | US72941B1061 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 25.80230000 | 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: 72 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ALPHABET INC NOV20 1760 CALL |
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 | ADI1S7Y16 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -21.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -26460.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00204743247 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Alphabet Inc |
Title of issue. | Alphabet Inc |
At least one of the following other identifiers: |
- CUSIP. | 02079K305 |
- ISIN (if CUSIP is not available). | US02079K3059 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 1760.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3947.32000000 |
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: 73 |
a. Name of issuer (if any). | NextEra Energy Inc |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NextEra Energy Inc |
d. CUSIP (if any). | 65339F101 |
At least one of the following other identifiers: |
- ISIN | US65339F1012 |
Balance. (2) |
a. Balance | 298328.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 21840592.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.689990142078 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MORGAN STANLEY NOV20 53 CALL |
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 | ADI1SGY57 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -410.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -17220.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00133245605 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Morgan Stanley |
Title of issue. | Morgan Stanley |
At least one of the following other identifiers: |
- CUSIP. | 617446448 |
- ISIN (if CUSIP is not available). | US6174464486 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 53.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -2371.34000000 |
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: 75 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMGEN INC NOV20 242.5 CALL |
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 | ADI1SGXN9 |
Description of other unique identifier. | Internal Identifier |
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) | -10745.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00083143091 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Amgen Inc |
Title of issue. | Amgen Inc |
At least one of the following other identifiers: |
- CUSIP. | 031162100 |
- ISIN (if CUSIP is not available). | US0311621009 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 242.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -930.23000000 |
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: 76 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MCDONALD'S CORP NOV20 250 CALL |
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 | ADI1S6WY8 |
Description of other unique identifier. | Internal Identifier |
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) | -3510.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00027159818 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | McDonald's Corp |
Title of issue. | McDonald's Corp |
At least one of the following other identifiers: |
- CUSIP. | 580135101 |
- ISIN (if CUSIP is not available). | US5801351017 |
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) | 24389.37000000 |
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: 77 |
a. Name of issuer (if any). | NuVasive Inc |
b. LEI (if any) of issuer. (1) | 549300C5ZB4NZ6TWM881 |
c. Title of the issue or description of the investment. | NuVasive Inc |
d. CUSIP (if any). | 670704AG0 |
At least one of the following other identifiers: |
- ISIN | US670704AG01 |
Balance. (2) |
a. Balance | 2365000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2393132.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.185176794334 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2021-03-15 |
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 | NuVasive Inc | NuVasive Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 670704105 | ||
ISIN (if CUSIP is not available) | US6707041058 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 16.71580000 | 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: 78 |
a. Name of issuer (if any). | BOOKING HOLDINGS INC |
b. LEI (if any) of issuer. (1) | FXM8FAOHMYDIPD38UZ17 |
c. Title of the issue or description of the investment. | Booking Holdings Inc |
d. CUSIP (if any). | 09857LAM0 |
At least one of the following other identifiers: |
- ISIN | US09857LAM00 |
Balance. (2) |
a. Balance | 1385000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1739090.47000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.134568038817 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-05-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.75000000 |
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 | Booking Holdings Inc | Booking Holdings Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 09857L108 | ||
ISIN (if CUSIP is not available) | US09857L1089 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 0.53010000 | 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: 79 |
a. Name of issuer (if any). | Celanese Corp |
b. LEI (if any) of issuer. (1) | 549300FHJQTDPPN41627 |
c. Title of the issue or description of the investment. | Celanese Corp |
d. CUSIP (if any). | 150870103 |
At least one of the following other identifiers: |
- ISIN | US1508701034 |
Balance. (2) |
a. Balance | 36451.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4137553.01000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.320157233718 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | ResMed Inc |
b. LEI (if any) of issuer. (1) | 529900T3QE5253CCXF22 |
c. Title of the issue or description of the investment. | ResMed Inc |
d. CUSIP (if any). | 761152107 |
At least one of the following other identifiers: |
- ISIN | US7611521078 |
Balance. (2) |
a. Balance | 48104.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9233081.76000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.714441097873 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | VISA INC NOV20 220 CALL |
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 | ADI1S86G2 |
Description of other unique identifier. | Internal Identifier |
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) | -1168.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00009041666 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Visa Inc |
Title of issue. | Visa Inc |
At least one of the following other identifiers: |
- CUSIP. | 92826C839 |
- ISIN (if CUSIP is not available). | US92826C8394 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 220.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4407.37000000 |
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: 82 |
a. Name of issuer (if any). | Microsoft Corp |
b. LEI (if any) of issuer. (1) | INR2EJN1ERAN0W5ZP974 |
c. Title of the issue or description of the investment. | Microsoft Corp |
d. CUSIP (if any). | 594918104 |
At least one of the following other identifiers: |
- ISIN | US5949181045 |
Balance. (2) |
a. Balance | 190966.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 38664886.02000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 2.991827034064 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BROADCOM INC NOV20 387.5 CALL |
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 | ADI1SGRW6 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -105.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -17062.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00132026895 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Broadcom Inc |
Title of issue. | Broadcom Inc |
At least one of the following other identifiers: |
- CUSIP. | 11135F101 |
- ISIN (if CUSIP is not available). | US11135F1012 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 387.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4772.01000000 |
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: 84 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MARKETAXESS HOLDINGS INC NOV20 600 CALL |
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 | ADI1S7T87 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -56.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -29960.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00231825687 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | MarketAxess Holdings Inc |
Title of issue. | MarketAxess Holdings Inc |
At least one of the following other identifiers: |
- CUSIP. | 57060D108 |
- ISIN (if CUSIP is not available). | US57060D1081 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 600.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | -7112.51000000 |
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: 85 |
a. Name of issuer (if any). | KLA Corp |
b. LEI (if any) of issuer. (1) | 549300H0BF5JCG96TJ81 |
c. Title of the issue or description of the investment. | KLA Corp |
d. CUSIP (if any). | 482480100 |
At least one of the following other identifiers: |
- ISIN | US4824801009 |
Balance. (2) |
a. Balance | 28895.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5697516.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.440864682393 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Prologis Inc |
b. LEI (if any) of issuer. (1) | 529900DFH19P073LZ636 |
c. Title of the issue or description of the investment. | Prologis Inc |
d. CUSIP (if any). | 74340W103 |
At least one of the following other identifiers: |
- ISIN | US74340W1036 |
Balance. (2) |
a. Balance | 65160.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6463872.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.500164076116 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ADOBE INC NOV20 560 CALL |
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 | ADI1S7XV1 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -32.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -704.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00005447439 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Adobe Inc |
Title of issue. | Adobe Inc |
At least one of the following other identifiers: |
- CUSIP. | 00724F101 |
- ISIN (if CUSIP is not available). | US00724F1012 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 560.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 16196.63000000 |
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: 88 |
a. Name of issuer (if any). | AMERICAN AIRLINES GROUP |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | American Airlines Group Inc |
d. CUSIP (if any). | 02376RAF9 |
At least one of the following other identifiers: |
- ISIN | US02376RAF91 |
Balance. (2) |
a. Balance | 2105000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1815054.35000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.140446002344 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-07-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.50000000 |
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 | American Airlines Group Inc | American Airlines Group Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 02376R102 | ||
ISIN (if CUSIP is not available) | US02376R1023 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 61.72840000 | 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: 89 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ANTHEM INC NOV20 330 CALL |
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 | ADI1S87V8 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -53.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1855.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00014353693 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Anthem Inc |
Title of issue. | Anthem Inc |
At least one of the following other identifiers: |
- CUSIP. | 036752103 |
- ISIN (if CUSIP is not available). | US0367521038 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 330.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 13673.65000000 |
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: 90 |
a. Name of issuer (if any). | NCL CORPORATION LTD |
b. LEI (if any) of issuer. (1) | UNZWILHE4KMRP9K2L524 |
c. Title of the issue or description of the investment. | NCL Corp Ltd |
d. CUSIP (if any). | 62886HAS0 |
At least one of the following other identifiers: |
- ISIN | US62886HAS04 |
Balance. (2) |
a. Balance | 2325000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3299028.92000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.255273580889 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BERMUDA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 6.00000000 |
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 | Norwegian Cruise Line Holdings Ltd | Norwegian Cruise Line Holdings Ltd | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
ISIN (if CUSIP is not available) | BMG667211046 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 72.72730000 | 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: 91 |
a. Name of issuer (if any). | DEXCOM INC |
b. LEI (if any) of issuer. (1) | 549300YSK3QDSFR5EU59 |
c. Title of the issue or description of the investment. | DexCom Inc |
d. CUSIP (if any). | 252131AH0 |
At least one of the following other identifiers: |
- ISIN | US252131AH00 |
Balance. (2) |
a. Balance | 145000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 289418.12000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.022394711188 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-12-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.75000000 |
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 | DexCom Inc | DexCom Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 252131107 | ||
ISIN (if CUSIP is not available) | US2521311074 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 6.08690000 | 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: 92 |
a. Name of issuer (if any). | Lockheed Martin Corp |
b. LEI (if any) of issuer. (1) | DPRBOZP0K5RM2YE8UU08 |
c. Title of the issue or description of the investment. | Lockheed Martin Corp |
d. CUSIP (if any). | 539830109 |
At least one of the following other identifiers: |
- ISIN | US5398301094 |
Balance. (2) |
a. Balance | 44817.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 15691776.21000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.214204543452 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | SLACK TECHNOLOGIES INC |
b. LEI (if any) of issuer. (1) | 549300VIZRB02KN4IJ45 |
c. Title of the issue or description of the investment. | Slack Technologies Inc |
d. CUSIP (if any). | 83088VAA0 |
At least one of the following other identifiers: |
- ISIN | US83088VAA08 |
Balance. (2) |
a. Balance | 2300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2634937.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.203887249053 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-04-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.50000000 |
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 | Slack Technologies Inc | Slack Technologies Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 83088V102 | ||
ISIN (if CUSIP is not available) | US83088V1026 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 32.26300000 | 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: 94 |
a. Name of issuer (if any). | McCormick & Co Inc/MD |
b. LEI (if any) of issuer. (1) | 549300JQQA6MQ4OJP259 |
c. Title of the issue or description of the investment. | McCormick & Co Inc/MD |
d. CUSIP (if any). | 579780206 |
At least one of the following other identifiers: |
- ISIN | US5797802064 |
Balance. (2) |
a. Balance | 21796.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3934395.96000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.304437266147 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | DISH Network Corp |
b. LEI (if any) of issuer. (1) | 529900U350CWHH15G169 |
c. Title of the issue or description of the investment. | DISH Network Corp |
d. CUSIP (if any). | 25470MAD1 |
At least one of the following other identifiers: |
- ISIN | US25470MAD11 |
Balance. (2) |
a. Balance | 2300000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2074588.27000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.160528321938 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.38000000 |
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 | DISH Network Corp | DISH Network Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 25470M109 | ||
ISIN (if CUSIP is not available) | US25470M1099 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 12.16300000 | 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). | LUKOIL PJSC |
b. LEI (if any) of issuer. (1) | 549300LCJ1UJXHYBWI24 |
c. Title of the issue or description of the investment. | LUKOIL PJSC |
d. CUSIP (if any). | 69343P105 |
At least one of the following other identifiers: |
- ISIN | US69343P1057 |
Balance. (2) |
a. Balance | 143938.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7353792.42000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.569024694749 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
RUSSIAN FEDERATION
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Alibaba Group Holding Ltd |
b. LEI (if any) of issuer. (1) | 5493001NTNQJDH60PM02 |
c. Title of the issue or description of the investment. | Alibaba Group Holding Ltd |
d. CUSIP (if any). | 01609W102 |
At least one of the following other identifiers: |
- ISIN | US01609W1027 |
Balance. (2) |
a. Balance | 27919.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8506640.11000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.658230204971 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Linde PLC |
b. LEI (if any) of issuer. (1) | 8945002PAZHZLBGKGF02 |
c. Title of the issue or description of the investment. | Linde PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IE00BZ12WP82 |
Balance. (2) |
a. Balance | 33031.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7278050.54000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.563163909227 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 99 |
a. Name of issuer (if any). | LIBERTY MEDIA CORP |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Liberty Media Corp-Liberty Formula One |
d. CUSIP (if any). | 531229AF9 |
At least one of the following other identifiers: |
- ISIN | US531229AF93 |
Balance. (2) |
a. Balance | 1795000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2136050.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.165284132295 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-01-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.00000000 |
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 | Liberty Media Corp-Liberty Formula One | Liberty Media Corp-Liberty Formula One | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 531229854 | ||
ISIN (if CUSIP is not available) | US5312298541 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 27.10910000 | 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: 100 |
a. Name of issuer (if any). | EVOLENT HEALTH INC |
b. LEI (if any) of issuer. (1) | 549300CZOCFHQ2BBTR11 |
c. Title of the issue or description of the investment. | Evolent Health Inc |
d. CUSIP (if any). | 30050BAD3 |
At least one of the following other identifiers: |
- ISIN | US30050BAD38 |
Balance. (2) |
a. Balance | 2220000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1765818.35000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.136636199419 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-10-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.50000000 |
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 | Evolent Health Inc | Evolent Health Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 30050B101 | ||
ISIN (if CUSIP is not available) | US30050B1017 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 29.91350000 | United States Dollar |
v. Delta (if applicable). | XXXX |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 101 |
a. Name of issuer (if any). | PEGASYSTEMS INC |
b. LEI (if any) of issuer. (1) | 549300FMCOKPL06FYN26 |
c. Title of the issue or description of the investment. | Pegasystems Inc |
d. CUSIP (if any). | 705573AA1 |
At least one of the following other identifiers: |
- ISIN | US705573AA17 |
Balance. (2) |
a. Balance | 1945000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2174509.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.168260094743 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.75000000 |
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 | Pegasystems Inc | Pegasystems Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 705573103 | ||
ISIN (if CUSIP is not available) | US7055731035 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 7.40450000 | 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: 102 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MASTERCARD INC NOV20 375 CALL |
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 | ADI1S85Z1 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -25.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1150.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00008898516 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Mastercard Inc |
Title of issue. | Mastercard Inc |
At least one of the following other identifiers: |
- CUSIP. | 57636Q104 |
- ISIN (if CUSIP is not available). | US57636Q1040 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 375.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 4899.87000000 |
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: 103 |
a. Name of issuer (if any). | DANAHER CORP |
b. LEI (if any) of issuer. (1) | S4BKK9OTCEWQ3YHPFM11 |
c. Title of the issue or description of the investment. | Danaher Corp |
d. CUSIP (if any). | 235851409 |
At least one of the following other identifiers: |
- ISIN | US2358514097 |
Balance. (2) |
a. Balance | 2460.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3282230.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.253973738282 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 104 |
a. Name of issuer (if any). | Ensco Jersey Finance Ltd |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Ensco Jersey Finance Ltd |
d. CUSIP (if any). | 29359WAB1 |
At least one of the following other identifiers: |
- ISIN | US29359WAB19 |
Balance. (2) |
a. Balance | 2400000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 270537.98000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.020933796155 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
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 |
For debt securities, also provide: |
a. Maturity date. | 2024-01-31 |
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 |
---|---|---|---|
#1 | Valaris plc | Valaris plc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
ISIN (if CUSIP is not available) | GB00B4VLR192 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 17.83360000 | 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: 105 |
a. Name of issuer (if any). | Frontier Communications Corp |
b. LEI (if any) of issuer. (1) | 549300ZCZ76HYCS0H445 |
c. Title of the issue or description of the investment. | Frontier Communications Corp |
d. CUSIP (if any). | 35906A306 |
At least one of the following other identifiers: |
- ISIN | US35906A3068 |
Balance. (2) |
a. Balance | 146729.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 20542.06000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.001589511744 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Cheniere Energy Inc |
b. LEI (if any) of issuer. (1) | MIHC87W9WTYSYZWV1J40 |
c. Title of the issue or description of the investment. | Cheniere Energy Inc |
d. CUSIP (if any). | 16411RAG4 |
At least one of the following other identifiers: |
- ISIN | US16411RAG48 |
Balance. (2) |
a. Balance | 7160000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5349702.69000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.413951437070 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2045-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.25000000 |
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 | Cheniere Energy Inc | Cheniere Energy Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 16411R208 | ||
ISIN (if CUSIP is not available) | US16411R2085 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 7.22650000 | 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: 107 |
a. Name of issuer (if any). | Agilent Technologies Inc |
b. LEI (if any) of issuer. (1) | QUIX8Y7A2WP0XRMW7G29 |
c. Title of the issue or description of the investment. | Agilent Technologies Inc |
d. CUSIP (if any). | 00846U101 |
At least one of the following other identifiers: |
- ISIN | US00846U1016 |
Balance. (2) |
a. Balance | 84269.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8603022.21000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.665688097702 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | FORTIVE CORPORATION |
b. LEI (if any) of issuer. (1) | 549300MU9YQJYHDQEF63 |
c. Title of the issue or description of the investment. | Fortive Corp |
d. CUSIP (if any). | 34959JAK4 |
At least one of the following other identifiers: |
- ISIN | US34959JAK43 |
Balance. (2) |
a. Balance | 1745000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1742836.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.134857877413 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-02-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.88000000 |
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 | Fortive Corp | Fortive Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 34959J108 | ||
ISIN (if CUSIP is not available) | US34959J1088 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 9.37770000 | 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: 109 |
a. Name of issuer (if any). | FORTIVE CORPORATION |
b. LEI (if any) of issuer. (1) | 549300MU9YQJYHDQEF63 |
c. Title of the issue or description of the investment. | Fortive Corp |
d. CUSIP (if any). | 34959J207 |
At least one of the following other identifiers: |
- ISIN | US34959J2078 |
Balance. (2) |
a. Balance | 2450.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2264608.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.175231783390 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 110 |
a. Name of issuer (if any). | Broadcom Inc |
b. LEI (if any) of issuer. (1) | 549300WV6GIDOZJTV909 |
c. Title of the issue or description of the investment. | Broadcom Inc |
d. CUSIP (if any). | 11135F101 |
At least one of the following other identifiers: |
- ISIN | US11135F1012 |
Balance. (2) |
a. Balance | 51537.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 18018881.31000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.394272213785 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | ZILLOW GROUP INC |
b. LEI (if any) of issuer. (1) | 2549002XEELQDIR6FU05 |
c. Title of the issue or description of the investment. | Zillow Group Inc |
d. CUSIP (if any). | 98954MAH4 |
At least one of the following other identifiers: |
- ISIN | US98954MAH43 |
Balance. (2) |
a. Balance | 3045000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4789257.82000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.370585109485 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.75000000 |
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 | Zillow Group Inc | Zillow Group Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 98954M200 | ||
ISIN (if CUSIP is not available) | US98954M2008 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 14.88100000 | 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: 112 |
a. Name of issuer (if any). | INPHI CORP |
b. LEI (if any) of issuer. (1) | 549300DCMERAAZFGT726 |
c. Title of the issue or description of the investment. | Inphi Corp |
d. CUSIP (if any). | 45772FAE7 |
At least one of the following other identifiers: |
- ISIN | US45772FAE79 |
Balance. (2) |
a. Balance | 2220000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2851202.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.220621519779 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-04-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.75000000 |
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 | Inphi Corp | Inphi Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 45772F107 | ||
ISIN (if CUSIP is not available) | US45772F1075 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 8.00590000 | 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: 113 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CITIGROUP INC NOV20 47.5 CALL |
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 | ADI1RQJR5 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -328.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -9020.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00069795317 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Citigroup Inc |
Title of issue. | Citigroup Inc |
At least one of the following other identifiers: |
- CUSIP. | 172967424 |
- ISIN (if CUSIP is not available). | US1729674242 |
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. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 7718.62000000 |
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: 114 |
a. Name of issuer (if any). | Cintas Corp |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Cintas Corp |
d. CUSIP (if any). | 172908105 |
At least one of the following other identifiers: |
- ISIN | US1729081059 |
Balance. (2) |
a. Balance | 13104.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4121863.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.318943181316 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NEXTERA ENERGY INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NextEra Energy Inc |
d. CUSIP (if any). | 65339F739 |
At least one of the following other identifiers: |
- ISIN | US65339F7399 |
Balance. (2) |
a. Balance | 119980.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5918613.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.457972837812 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 116 |
a. Name of issuer (if any). | Sun Communities Inc |
b. LEI (if any) of issuer. (1) | 549300H5GEOJYN41ZG57 |
c. Title of the issue or description of the investment. | Sun Communities Inc |
d. CUSIP (if any). | 866674104 |
At least one of the following other identifiers: |
- ISIN | US8666741041 |
Balance. (2) |
a. Balance | 82757.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11389845.91000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.881328057962 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Dollar General Corp |
b. LEI (if any) of issuer. (1) | OPX52SQVOZI8IVSWYU66 |
c. Title of the issue or description of the investment. | Dollar General Corp |
d. CUSIP (if any). | 256677105 |
At least one of the following other identifiers: |
- ISIN | US2566771059 |
Balance. (2) |
a. Balance | 19970.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4167938.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.322508429807 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | VeriSign Inc |
b. LEI (if any) of issuer. (1) | LMPL4N8ZOJRMF0KOF759 |
c. Title of the issue or description of the investment. | VeriSign Inc |
d. CUSIP (if any). | 92343E102 |
At least one of the following other identifiers: |
- ISIN | US92343E1029 |
Balance. (2) |
a. Balance | 35636.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6795785.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.525846988622 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | CHEGG INC |
b. LEI (if any) of issuer. (1) | 549300AKX7O8JG0O3G77 |
c. Title of the issue or description of the investment. | Chegg Inc |
d. CUSIP (if any). | 163092AE9 |
At least one of the following other identifiers: |
- ISIN | US163092AE90 |
Balance. (2) |
a. Balance | 6580000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6670294.51000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.516136719758 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-09-01 |
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 |
---|---|---|---|
#1 | Chegg Inc | Chegg Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 163092109 | ||
ISIN (if CUSIP is not available) | US1630921096 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 9.29780000 | 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: 120 |
a. Name of issuer (if any). | TransUnion |
b. LEI (if any) of issuer. (1) | 549300ZS772LUNUMRB03 |
c. Title of the issue or description of the investment. | TransUnion |
d. CUSIP (if any). | 89400J107 |
At least one of the following other identifiers: |
- ISIN | US89400J1079 |
Balance. (2) |
a. Balance | 149288.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11892282.08000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.920205765129 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Southwestern Energy Co |
b. LEI (if any) of issuer. (1) | EFWMP121W54QV9MGOP87 |
c. Title of the issue or description of the investment. | Southwestern Energy Co |
d. CUSIP (if any). | 845467109 |
At least one of the following other identifiers: |
- ISIN | US8454671095 |
Balance. (2) |
a. Balance | 193488.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 516612.96000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.039974684499 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | LUMENTUM HOLDINGS INC |
b. LEI (if any) of issuer. (1) | 549300JLWRRC38DWEF52 |
c. Title of the issue or description of the investment. | Lumentum Holdings Inc |
d. CUSIP (if any). | 55024UAC3 |
At least one of the following other identifiers: |
- ISIN | US55024UAC36 |
Balance. (2) |
a. Balance | 4080000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4598973.43000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.355861207755 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-12-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.50000000 |
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 | Lumentum Holdings Inc | Lumentum Holdings Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 55024U109 | ||
ISIN (if CUSIP is not available) | US55024U1097 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 10.07110000 | 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: 123 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | HONEYWELL INTERNATIONAL INC NOV20 190 CALL |
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 | ADI1S86N7 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -74.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1332.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00010306802 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Honeywell International Inc |
Title of issue. | Honeywell International Inc |
At least one of the following other identifiers: |
- CUSIP. | 438516106 |
- ISIN (if CUSIP is not available). | US4385161066 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 190.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 8584.77000000 |
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: 124 |
a. Name of issuer (if any). | Thermo Fisher Scientific Inc |
b. LEI (if any) of issuer. (1) | HCHV7422L5HDJZCRFL38 |
c. Title of the issue or description of the investment. | Thermo Fisher Scientific Inc |
d. CUSIP (if any). | 883556102 |
At least one of the following other identifiers: |
- ISIN | US8835561023 |
Balance. (2) |
a. Balance | 49062.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 23212213.44000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.796123947044 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | J2 GLOBAL |
b. LEI (if any) of issuer. (1) | 5493008OJYGLHD7MXA18 |
c. Title of the issue or description of the investment. | j2 Global Inc |
d. CUSIP (if any). | 48123VAD4 |
At least one of the following other identifiers: |
- ISIN | US48123VAD47 |
Balance. (2) |
a. Balance | 2990000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2689457.91000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.208105951171 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-11-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.75000000 |
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 | j2 Global Inc | j2 Global Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 48123V102 | ||
ISIN (if CUSIP is not available) | US48123V1026 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 7.98640000 | 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: 126 |
a. Name of issuer (if any). | McDonald's Corp |
b. LEI (if any) of issuer. (1) | UE2136O97NLB5BYP9H04 |
c. Title of the issue or description of the investment. | McDonald's Corp |
d. CUSIP (if any). | 580135101 |
At least one of the following other identifiers: |
- ISIN | US5801351017 |
Balance. (2) |
a. Balance | 37464.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7979832.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.617466636072 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Starbucks Corp |
b. LEI (if any) of issuer. (1) | OQSJ1DU9TAOC51A47K68 |
c. Title of the issue or description of the investment. | Starbucks Corp |
d. CUSIP (if any). | 855244109 |
At least one of the following other identifiers: |
- ISIN | US8552441094 |
Balance. (2) |
a. Balance | 47437.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4125121.52000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.319195304906 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | REDFIN CORP |
b. LEI (if any) of issuer. (1) | 549300HXWD3JEMZU3O57 |
c. Title of the issue or description of the investment. | Redfin Corp |
d. CUSIP (if any). | 75737FAB4 |
At least one of the following other identifiers: |
- ISIN | US75737FAB40 |
Balance. (2) |
a. Balance | 210000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 198198.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.015336244213 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-10-15 |
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 |
---|---|---|---|
#1 | Redfin Corp | Redfin Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 75737F108 | ||
ISIN (if CUSIP is not available) | US75737F1084 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 13.79200000 | 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: 129 |
a. Name of issuer (if any). | Garmin Ltd |
b. LEI (if any) of issuer. (1) | 2549001E0HIPIJQ0W046 |
c. Title of the issue or description of the investment. | Garmin Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | CH0114405324 |
Balance. (2) |
a. Balance | 43510.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4525910.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.350207691886 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
SWITZERLAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Amazon.com Inc |
b. LEI (if any) of issuer. (1) | ZXTILKJKG63JELOEG630 |
c. Title of the issue or description of the investment. | Amazon.com Inc |
d. CUSIP (if any). | 023135106 |
At least one of the following other identifiers: |
- ISIN | US0231351067 |
Balance. (2) |
a. Balance | 2716.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8246183.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.638076481363 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Norfolk Southern Corp |
b. LEI (if any) of issuer. (1) | 54930036C8MWP850MI84 |
c. Title of the issue or description of the investment. | Norfolk Southern Corp |
d. CUSIP (if any). | 655844108 |
At least one of the following other identifiers: |
- ISIN | US6558441084 |
Balance. (2) |
a. Balance | 45220.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9456406.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.731721601299 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | PROOFPOINT INC |
b. LEI (if any) of issuer. (1) | 529900C5FODDK0WSR085 |
c. Title of the issue or description of the investment. | Proofpoint Inc |
d. CUSIP (if any). | 743424AF0 |
At least one of the following other identifiers: |
- ISIN | US743424AF06 |
Balance. (2) |
a. Balance | 3290000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3188389.83000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.246712505077 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-08-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.25000000 |
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 | Proofpoint Inc | Proofpoint Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 743424103 | ||
ISIN (if CUSIP is not available) | US7434241037 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 6.49410000 | 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: 133 |
a. Name of issuer (if any). | Bank of America Corp |
b. LEI (if any) of issuer. (1) | 9DJT3UXIJIZJI4WXO774 |
c. Title of the issue or description of the investment. | Bank of America Corp |
d. CUSIP (if any). | 060505682 |
At least one of the following other identifiers: |
- ISIN | US0605056821 |
Balance. (2) |
a. Balance | 4995.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7327165.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.566964346270 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 134 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | NEXTERA ENERGY INC NOV20 82.5 CALL |
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 | ADI1SK6H3 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -448.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -8960.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00069331046 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | NextEra Energy Inc |
Title of issue. | NextEra Energy Inc |
At least one of the following other identifiers: |
- CUSIP. | 65339F101 |
- ISIN (if CUSIP is not available). | US65339F1012 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 82.50000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 18927.37000000 |
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: 135 |
a. Name of issuer (if any). | DTE Energy Co |
b. LEI (if any) of issuer. (1) | 549300IX8SD6XXD71I78 |
c. Title of the issue or description of the investment. | DTE Energy Co |
d. CUSIP (if any). | 233331107 |
At least one of the following other identifiers: |
- ISIN | US2333311072 |
Balance. (2) |
a. Balance | 72294.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8922525.48000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.690410749675 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | New Relic Inc |
b. LEI (if any) of issuer. (1) | 549300AB8FY2HQILL804 |
c. Title of the issue or description of the investment. | New Relic Inc |
d. CUSIP (if any). | 64829BAB6 |
At least one of the following other identifiers: |
- ISIN | US64829BAB62 |
Balance. (2) |
a. Balance | 2125000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2050946.24000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.158698939473 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-05-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.50000000 |
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 | New Relic Inc | New Relic Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 64829B100 | ||
ISIN (if CUSIP is not available) | US64829B1008 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 9.02440000 | 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: 137 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | THERMO FISHER SCIENTIFIC INC NOV20 530 CALL |
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 | ADI1S7XL3 |
Description of other unique identifier. | Internal Identifier |
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) | -13750.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00106395300 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Thermo Fisher Scientific Inc |
Title of issue. | Thermo Fisher Scientific Inc |
At least one of the following other identifiers: |
- CUSIP. | 883556102 |
- ISIN (if CUSIP is not available). | US8835561023 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 530.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 11549.43000000 |
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: 138 |
a. Name of issuer (if any). | INSULET CORPORATION |
b. LEI (if any) of issuer. (1) | 549300TZTYD2PYN92D43 |
c. Title of the issue or description of the investment. | Insulet Corp |
d. CUSIP (if any). | 45784PAK7 |
At least one of the following other identifiers: |
- ISIN | US45784PAK75 |
Balance. (2) |
a. Balance | 5200000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6376621.26000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.493412753416 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-09-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.38000000 |
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 | Insulet Corp | Insulet Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 45784P101 | ||
ISIN (if CUSIP is not available) | US45784P1012 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 4.41050000 | 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: 139 |
a. Name of issuer (if any). | FIVE9 INC |
b. LEI (if any) of issuer. (1) | 254900MXP6EWY0SFFR59 |
c. Title of the issue or description of the investment. | Five9 Inc |
d. CUSIP (if any). | 338307AC5 |
At least one of the following other identifiers: |
- ISIN | US338307AC59 |
Balance. (2) |
a. Balance | 2950000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3916125.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.303023488488 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-06-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.50000000 |
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 | Five9 Inc | Five9 Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 338307101 | ||
ISIN (if CUSIP is not available) | US3383071012 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 7.44370000 | 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: 140 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BROADCOM INC NOV20 420 CALL |
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 | ADI1S7WZ3 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -52.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1560.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00012071030 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Broadcom Inc |
Title of issue. | Broadcom Inc |
At least one of the following other identifiers: |
- CUSIP. | 11135F101 |
- ISIN (if CUSIP is not available). | US11135F1012 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 420.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 13247.78000000 |
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: 141 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMGEN INC NOV20 260 CALL |
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 | ADI1S87X4 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -36.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -756.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00005849807 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Amgen Inc |
Title of issue. | Amgen Inc |
At least one of the following other identifiers: |
- CUSIP. | 031162100 |
- ISIN (if CUSIP is not available). | US0311621009 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 260.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 5743.63000000 |
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: 142 |
a. Name of issuer (if any). | Nabors Industries Ltd |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Nabors Industries Ltd |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | BMG6359F1297 |
Balance. (2) |
a. Balance | 15975.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 80673.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.006242405733 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
BERMUDA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 143 |
a. Name of issuer (if any). | Nabors Industries Inc |
b. LEI (if any) of issuer. (1) | 549300VFQWRKICUFNU92 |
c. Title of the issue or description of the investment. | Nabors Industries Inc |
d. CUSIP (if any). | 62957HAB1 |
At least one of the following other identifiers: |
- ISIN | US62957HAB15 |
Balance. (2) |
a. Balance | 2000000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 560000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.043331904255 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.75000000 |
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 | Nabors Industries Ltd | Nabors Industries Ltd | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
ISIN (if CUSIP is not available) | BMG6359F1032 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 0.79500000 | 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: 144 |
a. Name of issuer (if any). | Toro Co/The |
b. LEI (if any) of issuer. (1) | YJKE4YIT6BWQHVEW0D14 |
c. Title of the issue or description of the investment. | Toro Co/The |
d. CUSIP (if any). | 891092108 |
At least one of the following other identifiers: |
- ISIN | US8910921084 |
Balance. (2) |
a. Balance | 57300.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4704330.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.364013530619 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | ELANCO ANIMAL HEALTH INC |
b. LEI (if any) of issuer. (1) | 549300SHPNDCE059M934 |
c. Title of the issue or description of the investment. | Elanco Animal Health Inc |
d. CUSIP (if any). | 28414H202 |
At least one of the following other identifiers: |
- ISIN | US28414H2022 |
Balance. (2) |
a. Balance | 45475.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2199625.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.170203522138 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 146 |
a. Name of issuer (if any). | Anthem Inc |
b. LEI (if any) of issuer. (1) | 8MYN82XMYQH89CTMTH67 |
c. Title of the issue or description of the investment. | Anthem Inc |
d. CUSIP (if any). | 036752103 |
At least one of the following other identifiers: |
- ISIN | US0367521038 |
Balance. (2) |
a. Balance | 26300.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7174640.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.555162167051 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Avantor Inc |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Avantor Inc |
d. CUSIP (if any). | 05352A209 |
At least one of the following other identifiers: |
- ISIN | US05352A2096 |
Balance. (2) |
a. Balance | 60845.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4570067.95000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.353624547948 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 148 |
a. Name of issuer (if any). | Accenture PLC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Accenture PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IE00B4BNMY34 |
Balance. (2) |
a. Balance | 36327.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7879689.57000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.609717775021 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 149 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | APPLE INC NOV20 135 CALL |
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 | ADI1S3S46 |
Description of other unique identifier. | Internal Identifier |
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) | -1768.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00013680501 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Apple Inc |
Title of issue. | Apple Inc |
At least one of the following other identifiers: |
- CUSIP. | 037833100 |
- ISIN (if CUSIP is not available). | US0378331005 |
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. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 16644.58000000 |
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: 150 |
a. Name of issuer (if any). | FIXED INC CLEARING CORP.REPO |
b. LEI (if any) of issuer. (1) | 549300H47WTHXPU08X20 |
c. Title of the issue or description of the investment. | FIXED INC CLEARING CORP.REPO |
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 | 85748R009 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | 48833000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 48833000.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 3.778619429496 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Repurchase agreement
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
a. Transaction category. (18) | ☒ Repurchase ☐ Reverse repurchase |
b. Counterparty. |
i. Cleared by central counterparty? If Yes, provide the name of the central counterparty. | ☒ Yes ☐ No |
ii. Value | FIXED INC CLEARING CORP.REPO |
c. Tri-party? | ☐ Yes ☒ No |
d. Repurchase rate. | 0.00000000 |
e. Maturity date. | 2020-11-02 |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). (19) |
Repurchase Collateral Record | Principal amount | Principal ISO currency code | Value of collateral | Collateral ISO currency code | Category of investments (20) |
---|---|---|---|---|---|
#1 | 49546200.00000000 | United States Dollar | 49809791.23408200 | United States Dollar | U.S. Treasuries (including strips) |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | ZYNGA INC |
b. LEI (if any) of issuer. (1) | 549300XNQ0U2EL088Z74 |
c. Title of the issue or description of the investment. | Zynga Inc |
d. CUSIP (if any). | 98986TAB4 |
At least one of the following other identifiers: |
- ISIN | US98986TAB44 |
Balance. (2) |
a. Balance | 2805000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3539559.38000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.273885443145 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-06-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.25000000 |
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 | Zynga Inc | Zynga Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 98986T108 | ||
ISIN (if CUSIP is not available) | US98986T1088 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 120.36950000 | 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: 152 |
a. Name of issuer (if any). | Cadence Design Systems Inc |
b. LEI (if any) of issuer. (1) | GCT7RXJOGLXPV0NXZY22 |
c. Title of the issue or description of the investment. | Cadence Design Systems Inc |
d. CUSIP (if any). | 127387108 |
At least one of the following other identifiers: |
- ISIN | US1273871087 |
Balance. (2) |
a. Balance | 56520.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6181592.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.478321732186 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Alphabet Inc |
b. LEI (if any) of issuer. (1) | 5493006MHB84DD0ZWV18 |
c. Title of the issue or description of the investment. | Alphabet Inc |
d. CUSIP (if any). | 02079K305 |
At least one of the following other identifiers: |
- ISIN | US02079K3059 |
Balance. (2) |
a. Balance | 10320.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 16678255.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.290536709782 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NIKE Inc |
b. LEI (if any) of issuer. (1) | 787RXPR0UX0O0XUXPZ81 |
c. Title of the issue or description of the investment. | NIKE Inc |
d. CUSIP (if any). | 654106103 |
At least one of the following other identifiers: |
- ISIN | US6541061031 |
Balance. (2) |
a. Balance | 39561.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4750484.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.367584921407 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Johnson & Johnson |
b. LEI (if any) of issuer. (1) | 549300G0CFPGEF6X2043 |
c. Title of the issue or description of the investment. | Johnson & Johnson |
d. CUSIP (if any). | 478160104 |
At least one of the following other identifiers: |
- ISIN | US4781601046 |
Balance. (2) |
a. Balance | 47390.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6497642.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.502777214340 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Exact Sciences Corp |
b. LEI (if any) of issuer. (1) | 549300VM3X1FYD4N9Z14 |
c. Title of the issue or description of the investment. | Exact Sciences Corp |
d. CUSIP (if any). | 30063PAB1 |
At least one of the following other identifiers: |
- ISIN | US30063PAB13 |
Balance. (2) |
a. Balance | 4675000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6159312.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.476597749162 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.38000000 |
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 | Exact Sciences Corp | Exact Sciences Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 30063P105 | ||
ISIN (if CUSIP is not available) | US30063P1057 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 8.95540000 | 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: 157 |
a. Name of issuer (if any). | Sempra Energy |
b. LEI (if any) of issuer. (1) | PBBKGKLRK5S5C0Y4T545 |
c. Title of the issue or description of the investment. | Sempra Energy |
d. CUSIP (if any). | 816851406 |
At least one of the following other identifiers: |
- ISIN | US8168514060 |
Balance. (2) |
a. Balance | 24295.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2485621.45000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.192333411941 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 158 |
a. Name of issuer (if any). | RPM International Inc |
b. LEI (if any) of issuer. (1) | 549300TJCKW4BRXPJ474 |
c. Title of the issue or description of the investment. | RPM International Inc |
d. CUSIP (if any). | 749685103 |
At least one of the following other identifiers: |
- ISIN | US7496851038 |
Balance. (2) |
a. Balance | 49192.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4165086.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.322287741966 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Pool Corp |
b. LEI (if any) of issuer. (1) | 5493005VZK1KMN6CO617 |
c. Title of the issue or description of the investment. | Pool Corp |
d. CUSIP (if any). | 73278L105 |
At least one of the following other identifiers: |
- ISIN | US73278L1052 |
Balance. (2) |
a. Balance | 27979.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9787893.57000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.757371548286 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Sarepta Therapeutics Inc |
b. LEI (if any) of issuer. (1) | 549300IKDPIED8J8IG21 |
c. Title of the issue or description of the investment. | Sarepta Therapeutics Inc |
d. CUSIP (if any). | 803607AB6 |
At least one of the following other identifiers: |
- ISIN | US803607AB68 |
Balance. (2) |
a. Balance | 935000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1869262.98000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.144640579425 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-11-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.50000000 |
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 | Sarepta Therapeutics Inc | Sarepta Therapeutics Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 803607100 | ||
ISIN (if CUSIP is not available) | US8036071004 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 13.62100000 | 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: 161 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MICROSOFT CORP NOV20 230 CALL |
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 | ADI1S2QQ1 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -195.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -11895.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00092041607 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Microsoft Corp |
Title of issue. | Microsoft Corp |
At least one of the following other identifiers: |
- CUSIP. | 594918104 |
- ISIN (if CUSIP is not available). | US5949181045 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 230.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12284.45000000 |
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: 162 |
a. Name of issuer (if any). | COUPA SOFTWARE INC |
b. LEI (if any) of issuer. (1) | 549300Q95ICR2GFL2K37 |
c. Title of the issue or description of the investment. | Coupa Software Inc |
d. CUSIP (if any). | 22266LAE6 |
At least one of the following other identifiers: |
- ISIN | US22266LAE65 |
Balance. (2) |
a. Balance | 6150000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7169025.97000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.554727762390 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.38000000 |
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 | Coupa Software Inc | Coupa Software Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 22266L106 | ||
ISIN (if CUSIP is not available) | US22266L1061 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 3.37320000 | 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: 163 |
a. Name of issuer (if any). | BURLINGTON STORES INC |
b. LEI (if any) of issuer. (1) | 5299003Z37DVGKKC1W09 |
c. Title of the issue or description of the investment. | Burlington Stores Inc |
d. CUSIP (if any). | 122017AA4 |
At least one of the following other identifiers: |
- ISIN | US122017AA43 |
Balance. (2) |
a. Balance | 2130000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2448382.01000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.189451883640 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-04-15 |
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 | Burlington Stores Inc | Burlington Stores Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 122017106 | ||
ISIN (if CUSIP is not available) | US1220171060 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 4.54180000 | 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: 164 |
a. Name of issuer (if any). | WELLS FARGO & COMPANY |
b. LEI (if any) of issuer. (1) | PBLD0EJDB5FWOLXP3B76 |
c. Title of the issue or description of the investment. | Wells Fargo & Co |
d. CUSIP (if any). | 949746804 |
At least one of the following other identifiers: |
- ISIN | US9497468044 |
Balance. (2) |
a. Balance | 6055.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8166741.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.631929417426 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 165 |
a. Name of issuer (if any). | Citigroup Inc |
b. LEI (if any) of issuer. (1) | 6SHGI4ZSSLCXXQSBB395 |
c. Title of the issue or description of the investment. | Citigroup Inc |
d. CUSIP (if any). | 172967424 |
At least one of the following other identifiers: |
- ISIN | US1729674242 |
Balance. (2) |
a. Balance | 160548.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6649898.16000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.514558482820 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | GREENBRIER COS INC |
b. LEI (if any) of issuer. (1) | 5493001GAGGFR30BP390 |
c. Title of the issue or description of the investment. | Greenbrier Cos Inc/The |
d. CUSIP (if any). | 393657AK7 |
At least one of the following other identifiers: |
- ISIN | US393657AK76 |
Balance. (2) |
a. Balance | 2065000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1871189.22000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.144789628795 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-02-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.88000000 |
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 | Greenbrier Cos Inc/The | Greenbrier Cos Inc/The | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 393657101 | ||
ISIN (if CUSIP is not available) | US3936571013 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 16.80450000 | 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: 167 |
a. Name of issuer (if any). | SOUTHERN CO |
b. LEI (if any) of issuer. (1) | 549300FC3G3YU2FBZD92 |
c. Title of the issue or description of the investment. | Southern Co/The |
d. CUSIP (if any). | 842587602 |
At least one of the following other identifiers: |
- ISIN | US8425876021 |
Balance. (2) |
a. Balance | 39150.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1892511.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.146439474026 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 168 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MARATHON PETROLEUM CORP NOV20 32.5 CALL |
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 | ADI1S85G3 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -355.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -26092.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00201899591 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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 |
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. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6422.77000000 |
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: 169 |
a. Name of issuer (if any). | PTC Therapeutics Inc |
b. LEI (if any) of issuer. (1) | 549300UJLWOIWFDGB318 |
c. Title of the issue or description of the investment. | PTC Therapeutics Inc |
d. CUSIP (if any). | 69366JAB7 |
At least one of the following other identifiers: |
- ISIN | US69366JAB70 |
Balance. (2) |
a. Balance | 2765000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3319105.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.256827051323 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-08-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.00000000 |
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 | PTC Therapeutics Inc | PTC Therapeutics Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 69366J200 | ||
ISIN (if CUSIP is not available) | US69366J2006 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 17.74870000 | 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: 170 |
a. Name of issuer (if any). | Teradyne Inc |
b. LEI (if any) of issuer. (1) | C3X4YJ278QNZHRJULN75 |
c. Title of the issue or description of the investment. | Teradyne Inc |
d. CUSIP (if any). | 880770102 |
At least one of the following other identifiers: |
- ISIN | US8807701029 |
Balance. (2) |
a. Balance | 106740.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9377109.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.725585695327 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Danaher Corp |
b. LEI (if any) of issuer. (1) | S4BKK9OTCEWQ3YHPFM11 |
c. Title of the issue or description of the investment. | Danaher Corp |
d. CUSIP (if any). | 235851300 |
At least one of the following other identifiers: |
- ISIN | US2358513008 |
Balance. (2) |
a. Balance | 5070.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7959342.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.615881175860 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 172 |
a. Name of issuer (if any). | PALO ALTO NETWORKS |
b. LEI (if any) of issuer. (1) | 549300QXR2YVZV231H43 |
c. Title of the issue or description of the investment. | Palo Alto Networks Inc |
d. CUSIP (if any). | 697435AD7 |
At least one of the following other identifiers: |
- ISIN | US697435AD78 |
Balance. (2) |
a. Balance | 1570000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1687178.44000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.130551168972 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-07-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.75000000 |
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 | Palo Alto Networks Inc | Palo Alto Networks Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 697435105 | ||
ISIN (if CUSIP is not available) | US6974351057 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 3.75450000 | 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: 173 |
a. Name of issuer (if any). | ATLAS AIR WORLDWIDE HLDG |
b. LEI (if any) of issuer. (1) | 549300R0A2TUVCYZB465 |
c. Title of the issue or description of the investment. | Atlas Air Worldwide Holdings Inc |
d. CUSIP (if any). | 049164BH8 |
At least one of the following other identifiers: |
- ISIN | US049164BH82 |
Balance. (2) |
a. Balance | 935000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1003320.89000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.077635365612 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-06-01 |
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 | Atlas Air Worldwide Holdings Inc | Atlas Air Worldwide Holdings Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 049164205 | ||
ISIN (if CUSIP is not available) | US0491642056 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 13.50360000 | 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: 174 |
a. Name of issuer (if any). | Cleveland-Cliffs Inc |
b. LEI (if any) of issuer. (1) | 549300TM2WLI2BJMDD86 |
c. Title of the issue or description of the investment. | Cleveland-Cliffs Inc |
d. CUSIP (if any). | 185899AA9 |
At least one of the following other identifiers: |
- ISIN | US185899AA92 |
Balance. (2) |
a. Balance | 795000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 977541.18000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.075640572888 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.50000000 |
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 | Cleveland-Cliffs Inc | Cleveland-Cliffs Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 185899101 | ||
ISIN (if CUSIP is not available) | US1858991011 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 129.29850000 | 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: 175 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | JPMORGAN CHASE + CO NOV20 110 CALL |
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 | ADI1S4K67 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -323.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -11789.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00091225265 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | JPMorgan Chase & Co |
Title of issue. | JPMorgan Chase & Co |
At least one of the following other identifiers: |
- CUSIP. | 46625H100 |
- ISIN (if CUSIP is not available). | US46625H1005 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 110.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 27292.62000000 |
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: 176 |
a. Name of issuer (if any). | WESTERN DIGITAL CORP |
b. LEI (if any) of issuer. (1) | 549300QQXOOYEF89IC56 |
c. Title of the issue or description of the investment. | Western Digital Corp |
d. CUSIP (if any). | 958102AP0 |
At least one of the following other identifiers: |
- ISIN | US958102AP07 |
Balance. (2) |
a. Balance | 2930000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2811136.87000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.217521274465 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-02-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.50000000 |
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 | Western Digital Corp | Western Digital Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 958102105 | ||
ISIN (if CUSIP is not available) | US9581021055 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 8.20260000 | 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: 177 |
a. Name of issuer (if any). | HALOZYME THERAPEUTICS IN |
b. LEI (if any) of issuer. (1) | 529900242I3SV9AGM753 |
c. Title of the issue or description of the investment. | Halozyme Therapeutics Inc |
d. CUSIP (if any). | 40637HAA7 |
At least one of the following other identifiers: |
- ISIN | US40637HAA77 |
Balance. (2) |
a. Balance | 1215000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1615266.06000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.124986704034 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-12-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.25000000 |
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 | Halozyme Therapeutics Inc | Halozyme Therapeutics Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 40637H109 | ||
ISIN (if CUSIP is not available) | US40637H1095 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 41.92080000 | 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: 178 |
a. Name of issuer (if any). | ALTERYX INC |
b. LEI (if any) of issuer. (1) | 549300XWZG0JHL7I0827 |
c. Title of the issue or description of the investment. | Alteryx Inc |
d. CUSIP (if any). | 02156BAD5 |
At least one of the following other identifiers: |
- ISIN | US02156BAD55 |
Balance. (2) |
a. Balance | 4165000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4355028.13000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.336985110642 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-08-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.50000000 |
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 | Alteryx Inc | Alteryx Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 02156B103 | ||
ISIN (if CUSIP is not available) | US02156B1035 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 5.28090000 | 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: 179 |
a. Name of issuer (if any). | WORLD WRESTLING ENTERTAI |
b. LEI (if any) of issuer. (1) | 549300WZVLSCS3L4L698 |
c. Title of the issue or description of the investment. | World Wrestling Entertainment Inc |
d. CUSIP (if any). | 98156QAB4 |
At least one of the following other identifiers: |
- ISIN | US98156QAB41 |
Balance. (2) |
a. Balance | 325000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 525836.13000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.040688358641 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-12-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.38000000 |
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 | World Wrestling Entertainment Inc | World Wrestling Entertainment Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 98156Q108 | ||
ISIN (if CUSIP is not available) | US98156Q1085 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 40.14050000 | 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: 180 |
a. Name of issuer (if any). | MATCH GROUP FINANCECO 3 |
b. LEI (if any) of issuer. (1) | 5493003IEL8HSZKWUI17 |
c. Title of the issue or description of the investment. | Match Group Financeco 3 Inc |
d. CUSIP (if any). | 44932KAA4 |
At least one of the following other identifiers: |
- ISIN | US44932KAA43 |
Balance. (2) |
a. Balance | 1660000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2651568.48000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.205174127683 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2030-01-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.00000000 |
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 | Match Group Inc | Match Group Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 57667L107 | ||
ISIN (if CUSIP is not available) | US57667L1070 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 11.87390000 | 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: 181 |
a. Name of issuer (if any). | Chesapeake Energy Corp |
b. LEI (if any) of issuer. (1) | X2MT1W32SPAZ9WSKLE78 |
c. Title of the issue or description of the investment. | Chesapeake Energy Corp |
d. CUSIP (if any). | 165167CY1 |
At least one of the following other identifiers: |
- ISIN | US165167CY16 |
Balance. (2) |
a. Balance | 4240000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 214650.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.016609273658 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-09-15 |
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 |
---|---|---|---|
#1 | Chesapeake Energy Corp | Chesapeake Energy Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 165167107 | ||
ISIN (if CUSIP is not available) | US1651671075 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 0.58360000 | 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: 182 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | BANK OF AMERICA CORP NOV20 27 CALL |
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 | ADI1S2D69 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -937.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -12649.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00097879807 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Bank of America Corp |
Title of issue. | Bank of America Corp |
At least one of the following other identifiers: |
- CUSIP. | 060505104 |
- ISIN (if CUSIP is not available). | US0605051046 |
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) | 3279.12000000 |
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: 183 |
a. Name of issuer (if any). | Oracle Corp |
b. LEI (if any) of issuer. (1) | 1Z4GXXU7ZHVWFCD8TV52 |
c. Title of the issue or description of the investment. | Oracle Corp |
d. CUSIP (if any). | 68389X105 |
At least one of the following other identifiers: |
- ISIN | US68389X1054 |
Balance. (2) |
a. Balance | 70976.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3982463.36000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.308156644673 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | LULULEMON ATHLETICA INC NOV20 380 CALL |
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 | ADI1SGXP4 |
Description of other unique identifier. | Internal Identifier |
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) | -3225.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00024954534 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Lululemon Athletica Inc |
Title of issue. | Lululemon Athletica Inc |
At least one of the following other identifiers: |
- CUSIP. | 550021109 |
- ISIN (if CUSIP is not available). | US5500211090 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 380.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3314.85000000 |
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: 185 |
a. Name of issuer (if any). | American Express Co |
b. LEI (if any) of issuer. (1) | R4PP93JZOLY261QX3811 |
c. Title of the issue or description of the investment. | American Express Co |
d. CUSIP (if any). | 025816109 |
At least one of the following other identifiers: |
- ISIN | US0258161092 |
Balance. (2) |
a. Balance | 42861.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3910637.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.302598885348 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | American Tower Corp |
b. LEI (if any) of issuer. (1) | 5493006ORUSIL88JOE18 |
c. Title of the issue or description of the investment. | American Tower Corp |
d. CUSIP (if any). | 03027X100 |
At least one of the following other identifiers: |
- ISIN | US03027X1000 |
Balance. (2) |
a. Balance | 43312.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9946600.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.769652059884 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | WD-40 Co |
b. LEI (if any) of issuer. (1) | 549300UZHTN0CNKBOB19 |
c. Title of the issue or description of the investment. | WD-40 Co |
d. CUSIP (if any). | 929236107 |
At least one of the following other identifiers: |
- ISIN | US9292361071 |
Balance. (2) |
a. Balance | 13405.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3262508.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.252447720157 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Church & Dwight Co Inc |
b. LEI (if any) of issuer. (1) | POOXSI30AWAQGYJZC921 |
c. Title of the issue or description of the investment. | Church & Dwight Co Inc |
d. CUSIP (if any). | 171340102 |
At least one of the following other identifiers: |
- ISIN | US1713401024 |
Balance. (2) |
a. Balance | 91768.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8111373.52000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.627645108483 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | American Water Works Co Inc |
b. LEI (if any) of issuer. (1) | 549300DXHIJQMD5WFW18 |
c. Title of the issue or description of the investment. | American Water Works Co Inc |
d. CUSIP (if any). | 030420103 |
At least one of the following other identifiers: |
- ISIN | US0304201033 |
Balance. (2) |
a. Balance | 85985.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12941602.35000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.001400489188 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | RH |
b. LEI (if any) of issuer. (1) | 5493008MTS3OGGMHGK69 |
c. Title of the issue or description of the investment. | RH |
d. CUSIP (if any). | 74967XAA1 |
At least one of the following other identifiers: |
- ISIN | US74967XAA19 |
Balance. (2) |
a. Balance | 1775000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3195098.25000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.247231591886 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-06-15 |
b. Coupon. |
i. Coupon category. (13) | 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 |
---|---|---|---|
#1 | RH | RH | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 74967X103 | ||
ISIN (if CUSIP is not available) | US74967X1037 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 5.16400000 | 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: 191 |
a. Name of issuer (if any). | Alexandria Real Estate Equities Inc |
b. LEI (if any) of issuer. (1) | MGCJBT4MKTQBVLNUIS88 |
c. Title of the issue or description of the investment. | Alexandria Real Estate Equities Inc |
d. CUSIP (if any). | 015271109 |
At least one of the following other identifiers: |
- ISIN | US0152711091 |
Balance. (2) |
a. Balance | 25161.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3812394.72000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.294997005342 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Intuit Inc |
b. LEI (if any) of issuer. (1) | VI90HBPH7XSFMB9E4M29 |
c. Title of the issue or description of the investment. | Intuit Inc |
d. CUSIP (if any). | 461202103 |
At least one of the following other identifiers: |
- ISIN | US4612021034 |
Balance. (2) |
a. Balance | 28118.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8848172.24000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.684657414895 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Netflix Inc |
b. LEI (if any) of issuer. (1) | 549300Y7VHGU0I7CE873 |
c. Title of the issue or description of the investment. | Netflix Inc |
d. CUSIP (if any). | 64110L106 |
At least one of the following other identifiers: |
- ISIN | US64110L1061 |
Balance. (2) |
a. Balance | 30896.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14698463.04000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.137343559205 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Chipotle Mexican Grill Inc |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Chipotle Mexican Grill Inc |
d. CUSIP (if any). | 169656105 |
At least one of the following other identifiers: |
- ISIN | US1696561059 |
Balance. (2) |
a. Balance | 3300.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3964884.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.306796381915 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Mastercard Inc |
b. LEI (if any) of issuer. (1) | AR5L2ODV9HN37376R084 |
c. Title of the issue or description of the investment. | Mastercard Inc |
d. CUSIP (if any). | 57636Q104 |
At least one of the following other identifiers: |
- ISIN | US57636Q1040 |
Balance. (2) |
a. Balance | 24579.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7094482.56000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.548959712560 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | HOME DEPOT INC/THE NOV20 320 CALL |
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 | ADI1S6XR2 |
Description of other unique identifier. | Internal Identifier |
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) | -1650.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00012767436 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Home Depot Inc/The |
Title of issue. | Home Depot Inc/The |
At least one of the following other identifiers: |
- CUSIP. | 437076102 |
- ISIN (if CUSIP is not available). | US4370761029 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 320.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 6917.81000000 |
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: 197 |
a. Name of issuer (if any). | Cable One Inc |
b. LEI (if any) of issuer. (1) | 549300648QS85T0XSH18 |
c. Title of the issue or description of the investment. | Cable One Inc |
d. CUSIP (if any). | 12685J105 |
At least one of the following other identifiers: |
- ISIN | US12685J1051 |
Balance. (2) |
a. Balance | 4754.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8233262.44000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.637076678146 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Lululemon Athletica Inc |
b. LEI (if any) of issuer. (1) | 549300D9GZ4BMLDW5T40 |
c. Title of the issue or description of the investment. | Lululemon Athletica Inc |
d. CUSIP (if any). | 550021109 |
At least one of the following other identifiers: |
- ISIN | US5500211090 |
Balance. (2) |
a. Balance | 13190.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4211435.10000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.325874111664 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Assurant Inc |
b. LEI (if any) of issuer. (1) | H3F39CAXWQRVWURFXL38 |
c. Title of the issue or description of the investment. | Assurant Inc |
d. CUSIP (if any). | 04621X207 |
At least one of the following other identifiers: |
- ISIN | US04621X2071 |
Balance. (2) |
a. Balance | 18730.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2260523.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.174915708100 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 200 |
a. Name of issuer (if any). | Stryker Corp |
b. LEI (if any) of issuer. (1) | 5493002F0SC4JTBU5137 |
c. Title of the issue or description of the investment. | Stryker Corp |
d. CUSIP (if any). | 863667101 |
At least one of the following other identifiers: |
- ISIN | US8636671013 |
Balance. (2) |
a. Balance | 60707.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12263421.07000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.948923906522 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Liberty Media Corp |
b. LEI (if any) of issuer. (1) | 549300ZKUTPIBZLWLL89 |
c. Title of the issue or description of the investment. | Liberty Media Corp |
d. CUSIP (if any). | 531229AB8 |
At least one of the following other identifiers: |
- ISIN | US531229AB89 |
Balance. (2) |
a. Balance | 1865000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2094093.13000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.162037576806 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-10-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.38000000 |
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 | Liberty Media Corp-Liberty Braves | Liberty Media Corp-Liberty Braves | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 531229706 | ||
ISIN (if CUSIP is not available) | US5312297063 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 1.00000000 | 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: 202 |
a. Name of issuer (if any). | ServiceNow Inc |
b. LEI (if any) of issuer. (1) | 549300HJTQM36M0E1G39 |
c. Title of the issue or description of the investment. | ServiceNow Inc |
d. CUSIP (if any). | 81762PAC6 |
At least one of the following other identifiers: |
- ISIN | US81762PAC68 |
Balance. (2) |
a. Balance | 90000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 332262.45000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.025709936912 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-06-01 |
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 |
---|---|---|---|
#1 | ServiceNow Inc | ServiceNow Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 81762P102 | ||
ISIN (if CUSIP is not available) | US81762P1021 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 7.42100000 | 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: 203 |
a. Name of issuer (if any). | Global Payments Inc |
b. LEI (if any) of issuer. (1) | 549300NOMHGVQBX6S778 |
c. Title of the issue or description of the investment. | Global Payments Inc |
d. CUSIP (if any). | 37940X102 |
At least one of the following other identifiers: |
- ISIN | US37940X1028 |
Balance. (2) |
a. Balance | 47796.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7539341.04000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.583382150171 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Allstate Corp/The |
b. LEI (if any) of issuer. (1) | OBT0W1ED8G0NWVOLOJ77 |
c. Title of the issue or description of the investment. | Allstate Corp/The |
d. CUSIP (if any). | 020002101 |
At least one of the following other identifiers: |
- ISIN | US0200021014 |
Balance. (2) |
a. Balance | 86561.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7682288.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.594443215320 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Tesla Inc |
b. LEI (if any) of issuer. (1) | 54930043XZGB27CTOV49 |
c. Title of the issue or description of the investment. | Tesla Inc |
d. CUSIP (if any). | 88160RAG6 |
At least one of the following other identifiers: |
- ISIN | US88160RAG65 |
Balance. (2) |
a. Balance | 1030000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6461644.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.499991726562 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.00000000 |
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 | Tesla Inc | Tesla Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 88160R101 | ||
ISIN (if CUSIP is not available) | US88160R1014 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 16.13800000 | 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: 206 |
a. Name of issuer (if any). | BECTON DICKINSON AND CO |
b. LEI (if any) of issuer. (1) | ICE2EP6D98PQUILVRZ91 |
c. Title of the issue or description of the investment. | Becton Dickinson and Co |
d. CUSIP (if any). | 075887406 |
At least one of the following other identifiers: |
- ISIN | US0758874061 |
Balance. (2) |
a. Balance | 46760.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2435260.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.188436585398 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 207 |
a. Name of issuer (if any). | LENDINGTREE INC |
b. LEI (if any) of issuer. (1) | 549300ISY5YHUJZTON08 |
c. Title of the issue or description of the investment. | LendingTree Inc |
d. CUSIP (if any). | 52603BAC1 |
At least one of the following other identifiers: |
- ISIN | US52603BAC19 |
Balance. (2) |
a. Balance | 2270000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2267162.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.175429407825 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-07-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.50000000 |
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 | LendingTree Inc | LendingTree Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 52603B107 | ||
ISIN (if CUSIP is not available) | US52603B1070 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 2.16830000 | 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: 208 |
a. Name of issuer (if any). | CLOUDFLARE INC |
b. LEI (if any) of issuer. (1) | 5493007DY18BGNLDWU14 |
c. Title of the issue or description of the investment. | Cloudflare Inc |
d. CUSIP (if any). | 18915MAA5 |
At least one of the following other identifiers: |
- ISIN | US18915MAA53 |
Balance. (2) |
a. Balance | 1290000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2040994.31000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.157928875048 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.75000000 |
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 | Cloudflare Inc | Cloudflare Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 18915M107 | ||
ISIN (if CUSIP is not available) | US18915M1071 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 26.71870000 | 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: 209 |
a. Name of issuer (if any). | ON Semiconductor Corp |
b. LEI (if any) of issuer. (1) | ZV20P4CNJVT8V1ZGJ064 |
c. Title of the issue or description of the investment. | ON Semiconductor Corp |
d. CUSIP (if any). | 682189AP0 |
At least one of the following other identifiers: |
- ISIN | US682189AP09 |
Balance. (2) |
a. Balance | 3165000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4517784.30000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.349578922741 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-10-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.63000000 |
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 | ON Semiconductor Corp | ON Semiconductor Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 682189105 | ||
ISIN (if CUSIP is not available) | US6821891057 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 48.25670000 | 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: 210 |
a. Name of issuer (if any). | Walmart Inc |
b. LEI (if any) of issuer. (1) | Y87794H0US1R65VBXU25 |
c. Title of the issue or description of the investment. | Walmart Inc |
d. CUSIP (if any). | 931142103 |
At least one of the following other identifiers: |
- ISIN | US9311421039 |
Balance. (2) |
a. Balance | 29599.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4106861.25000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.317782354422 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | ETSY INC |
b. LEI (if any) of issuer. (1) | 54930089Q7XT501AEA40 |
c. Title of the issue or description of the investment. | Etsy Inc |
d. CUSIP (if any). | 29786AAK2 |
At least one of the following other identifiers: |
- ISIN | US29786AAK25 |
Balance. (2) |
a. Balance | 5380000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5599596.81000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.433287844359 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-09-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.13000000 |
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 | Etsy Inc | Etsy Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 29786A106 | ||
ISIN (if CUSIP is not available) | US29786A1060 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 5.00070000 | 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: 212 |
a. Name of issuer (if any). | BROADCOM INC |
b. LEI (if any) of issuer. (1) | 549300WV6GIDOZJTV909 |
c. Title of the issue or description of the investment. | Broadcom Inc |
d. CUSIP (if any). | 11135F200 |
At least one of the following other identifiers: |
- ISIN | US11135F2002 |
Balance. (2) |
a. Balance | 7675.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9133173.25000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.706710337177 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 213 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | TERADYNE INC NOV20 100 CALL |
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 | ADI1S86W7 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -218.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -10900.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00084342456 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Teradyne Inc |
Title of issue. | Teradyne Inc |
At least one of the following other identifiers: |
- CUSIP. | 880770102 |
- ISIN (if CUSIP is not available). | US8807701029 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 100.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 15913.39000000 |
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: 214 |
a. Name of issuer (if any). | SQUARE INC |
b. LEI (if any) of issuer. (1) | 549300OHIIUWSTIZME52 |
c. Title of the issue or description of the investment. | Square Inc |
d. CUSIP (if any). | 852234AE3 |
At least one of the following other identifiers: |
- ISIN | US852234AE30 |
Balance. (2) |
a. Balance | 4260000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6271618.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.485287835660 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.13000000 |
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 | Square Inc | Square Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 852234103 | ||
ISIN (if CUSIP is not available) | US8522341036 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 8.26410000 | 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: 215 |
a. Name of issuer (if any). | MESQUITE ENERGY INC |
b. LEI (if any) of issuer. (1) | 549300SB0HTIM17TVR61 |
c. Title of the issue or description of the investment. | Mesquite Energy Inc |
d. CUSIP (if any). | 79970Y600 |
At least one of the following other identifiers: |
- ISIN | US79970Y6005 |
Balance. (2) |
a. Balance | 213230.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 9808.58000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.000758972231 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 216 |
a. Name of issuer (if any). | LIBERTY MEDIA CORP |
b. LEI (if any) of issuer. (1) | 549300ZKUTPIBZLWLL89 |
c. Title of the issue or description of the investment. | Liberty Media Corp |
d. CUSIP (if any). | 531229AJ1 |
At least one of the following other identifiers: |
- ISIN | US531229AJ16 |
Balance. (2) |
a. Balance | 3955000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3958955.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.306337605379 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2049-12-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.75000000 |
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 | Sirius XM Holdings Inc | Sirius XM Holdings Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 82968B103 | ||
ISIN (if CUSIP is not available) | US82968B1035 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 116.02270000 | 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: 217 |
a. Name of issuer (if any). | 2020 MANDATORY EXCHANGE |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | 2020 Mandatory Exchangeable Trust |
d. CUSIP (if any). | 901376202 |
At least one of the following other identifiers: |
- ISIN | US9013762029 |
Balance. (2) |
a. Balance | 2165.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3160900.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.244585386003 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 218 |
a. Name of issuer (if any). | LIVE NATION ENTERTAINMEN |
b. LEI (if any) of issuer. (1) | 5493007B9BM9ZXJINO78 |
c. Title of the issue or description of the investment. | Live Nation Entertainment Inc |
d. CUSIP (if any). | 538034AQ2 |
At least one of the following other identifiers: |
- ISIN | US538034AQ25 |
Balance. (2) |
a. Balance | 2465000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2648334.38000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.204923878198 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-03-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.50000000 |
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 | Live Nation Entertainment Inc | Live Nation Entertainment Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 538034109 | ||
ISIN (if CUSIP is not available) | US5380341090 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 14.70050000 | 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: 219 |
a. Name of issuer (if any). | SOUTHWEST AIRLINES CO |
b. LEI (if any) of issuer. (1) | UDTZ87G0STFETI6HGH41 |
c. Title of the issue or description of the investment. | Southwest Airlines Co |
d. CUSIP (if any). | 844741BG2 |
At least one of the following other identifiers: |
- ISIN | US844741BG22 |
Balance. (2) |
a. Balance | 3790000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5116500.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.395906585936 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-05-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.25000000 |
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 | Southwest Airlines Co | Southwest Airlines Co | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 844741108 | ||
ISIN (if CUSIP is not available) | US8447411088 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 25.99090000 | 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: 220 |
a. Name of issuer (if any). | Crown Castle International Corp |
b. LEI (if any) of issuer. (1) | 54930012H97VSM0I2R19 |
c. Title of the issue or description of the investment. | Crown Castle International Corp |
d. CUSIP (if any). | 22822V101 |
At least one of the following other identifiers: |
- ISIN | US22822V1017 |
Balance. (2) |
a. Balance | 49892.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7793130.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.603019964901 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMAZON.COM INC NOV20 3900 CALL |
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 | ADI1S87K2 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -5.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -1042.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00008066698 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Amazon.com Inc |
Title of issue. | Amazon.com Inc |
At least one of the following other identifiers: |
- CUSIP. | 023135106 |
- ISIN (if CUSIP is not available). | US0231351067 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 3900.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 21222.00000000 |
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: 222 |
a. Name of issuer (if any). | Sherwin-Williams Co/The |
b. LEI (if any) of issuer. (1) | Z15BMIOX8DDH0X2OBP21 |
c. Title of the issue or description of the investment. | Sherwin-Williams Co/The |
d. CUSIP (if any). | 824348106 |
At least one of the following other identifiers: |
- ISIN | US8243481061 |
Balance. (2) |
a. Balance | 9057.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6231034.86000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.482147510656 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | PIONEER NATURAL RESOURCE |
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). | 723787AN7 |
At least one of the following other identifiers: |
- ISIN | US723787AN74 |
Balance. (2) |
a. Balance | 2620000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2804403.43000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.217000251648 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-05-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.25000000 |
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 | Pioneer Natural Resources Co | Pioneer Natural Resources Co | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 723787107 | ||
ISIN (if CUSIP is not available) | US7237871071 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 9.10980000 | 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: 224 |
a. Name of issuer (if any). | II-VI INC |
b. LEI (if any) of issuer. (1) | 549300O5C25A0MMHHU33 |
c. Title of the issue or description of the investment. | II-VI Inc |
d. CUSIP (if any). | 902104306 |
At least one of the following other identifiers: |
- ISIN | US9021043065 |
Balance. (2) |
a. Balance | 6350.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1321308.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.102240699550 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 225 |
a. Name of issuer (if any). | Bank of America Corp |
b. LEI (if any) of issuer. (1) | 9DJT3UXIJIZJI4WXO774 |
c. Title of the issue or description of the investment. | Bank of America Corp |
d. CUSIP (if any). | 060505104 |
At least one of the following other identifiers: |
- ISIN | US0605051046 |
Balance. (2) |
a. Balance | 458356.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10863037.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.840564442636 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | CoreSite Realty Corp |
b. LEI (if any) of issuer. (1) | 549300H0YYORITFM2B74 |
c. Title of the issue or description of the investment. | CoreSite Realty Corp |
d. CUSIP (if any). | 21870Q105 |
At least one of the following other identifiers: |
- ISIN | US21870Q1058 |
Balance. (2) |
a. Balance | 40648.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4851745.28000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.375420289189 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | EQT CORP |
b. LEI (if any) of issuer. (1) | 4NT01YGM4X7ZX86ISY52 |
c. Title of the issue or description of the investment. | EQT Corp |
d. CUSIP (if any). | 26884LAJ8 |
At least one of the following other identifiers: |
- ISIN | US26884LAJ89 |
Balance. (2) |
a. Balance | 1560000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2000620.44000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.154804809567 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-05-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.75000000 |
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 | EQT Corp | EQT Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 26884L109 | ||
ISIN (if CUSIP is not available) | US26884L1098 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 66.66670000 | 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: 228 |
a. Name of issuer (if any). | AMETEK Inc |
b. LEI (if any) of issuer. (1) | 549300WZDEF9KKE40E98 |
c. Title of the issue or description of the investment. | AMETEK Inc |
d. CUSIP (if any). | 031100100 |
At least one of the following other identifiers: |
- ISIN | US0311001004 |
Balance. (2) |
a. Balance | 91557.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8990897.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.695701259481 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | SEA LTD |
b. LEI (if any) of issuer. (1) | 529900OM6JLLW44YKI15 |
c. Title of the issue or description of the investment. | Sea Ltd |
d. CUSIP (if any). | 81141RAE0 |
At least one of the following other identifiers: |
- ISIN | US81141RAE09 |
Balance. (2) |
a. Balance | 655000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1248849.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.096633938031 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-12-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.38000000 |
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 | Sea Ltd | Sea Ltd | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 81141R100 | ||
ISIN (if CUSIP is not available) | US81141R1005 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 11.05490000 | 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: 230 |
a. Name of issuer (if any). | EMCOR Group Inc |
b. LEI (if any) of issuer. (1) | 529900X0SQJB2J7YDU43 |
c. Title of the issue or description of the investment. | EMCOR Group Inc |
d. CUSIP (if any). | 29084Q100 |
At least one of the following other identifiers: |
- ISIN | US29084Q1004 |
Balance. (2) |
a. Balance | 83117.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5667748.23000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.438561292228 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | LIBERTY BROADBAND CORP |
b. LEI (if any) of issuer. (1) | 549300MIX43II8JLN536 |
c. Title of the issue or description of the investment. | Liberty Broadband Corp |
d. CUSIP (if any). | 530307AA5 |
At least one of the following other identifiers: |
- ISIN | US530307AA53 |
Balance. (2) |
a. Balance | 1715000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1843487.25000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.142646094667 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2050-09-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.75000000 |
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 | Charter Communications Inc | Charter Communications Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 16119P108 | ||
ISIN (if CUSIP is not available) | US16119P1084 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 1.16610000 | 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: 232 |
a. Name of issuer (if any). | Visa Inc |
b. LEI (if any) of issuer. (1) | 549300JZ4OKEHW3DPJ59 |
c. Title of the issue or description of the investment. | Visa Inc |
d. CUSIP (if any). | 92826C839 |
At least one of the following other identifiers: |
- ISIN | US92826C8394 |
Balance. (2) |
a. Balance | 40593.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7376154.03000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.570755000362 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | DISH Network Corp |
b. LEI (if any) of issuer. (1) | 529900U350CWHH15G169 |
c. Title of the issue or description of the investment. | DISH Network Corp |
d. CUSIP (if any). | 25470MAB5 |
At least one of the following other identifiers: |
- ISIN | US25470MAB54 |
Balance. (2) |
a. Balance | 6545000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5801551.36000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.448914764403 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-08-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 3.38000000 |
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 | DISH Network Corp | DISH Network Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 25470M109 | ||
ISIN (if CUSIP is not available) | US25470M1099 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 15.34290000 | 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: 234 |
a. Name of issuer (if any). | Avery Dennison Corp |
b. LEI (if any) of issuer. (1) | 549300PW7VPFCYKLIV37 |
c. Title of the issue or description of the investment. | Avery Dennison Corp |
d. CUSIP (if any). | 053611109 |
At least one of the following other identifiers: |
- ISIN | US0536111091 |
Balance. (2) |
a. Balance | 32325.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4473456.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.346148927826 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | NEXTERA ENERGY INC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | NextEra Energy Inc |
d. CUSIP (if any). | 65339F770 |
At least one of the following other identifiers: |
- ISIN | US65339F7704 |
Balance. (2) |
a. Balance | 77170.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3816056.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.295280348021 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 236 |
a. Name of issuer (if any). | ATLASSIAN INC |
b. LEI (if any) of issuer. (1) | 549300IXZ6QFOQGTMA56 |
c. Title of the issue or description of the investment. | Atlassian Inc |
d. CUSIP (if any). | 04947PAB8 |
At least one of the following other identifiers: |
- ISIN | US04947PAB85 |
Balance. (2) |
a. Balance | 1010000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2373676.19000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.183671266784 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-05-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.63000000 |
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 | Atlassian Corp PLC | Atlassian Corp PLC | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
ISIN (if CUSIP is not available) | GB00BZ09BD16 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 12.26630000 | 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: 237 |
a. Name of issuer (if any). | WAYFAIR INC |
b. LEI (if any) of issuer. (1) | 54930027N9ZAVYFDHK53 |
c. Title of the issue or description of the investment. | Wayfair Inc |
d. CUSIP (if any). | 94419LAL5 |
At least one of the following other identifiers: |
- ISIN | US94419LAL53 |
Balance. (2) |
a. Balance | 6705000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6426789.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.497294722532 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-10-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.63000000 |
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 | Wayfair Inc | Wayfair Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 94419L101 | ||
ISIN (if CUSIP is not available) | US94419L1017 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 2.39720000 | 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: 238 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | NETFLIX INC NOV20 565 CALL |
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 | ADI1SGWT7 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -31.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -6665.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00051572703 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Netflix Inc |
Title of issue. | Netflix Inc |
At least one of the following other identifiers: |
- CUSIP. | 64110L106 |
- ISIN (if CUSIP is not available). | US64110L1061 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 565.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 5052.73000000 |
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: 239 |
a. Name of issuer (if any). | EXACT SCIENCES CORP |
b. LEI (if any) of issuer. (1) | 549300VM3X1FYD4N9Z14 |
c. Title of the issue or description of the investment. | Exact Sciences Corp |
d. CUSIP (if any). | 30063PAC9 |
At least one of the following other identifiers: |
- ISIN | US30063PAC95 |
Balance. (2) |
a. Balance | 1095000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1348218.75000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.104323010340 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2028-03-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.38000000 |
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 | Exact Sciences Corp | Exact Sciences Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 30063P105 | ||
ISIN (if CUSIP is not available) | US30063P1057 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 8.20760000 | 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: 240 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | CROWN CASTLE INTERNATIONAL COR NOV20 185 CALL |
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 | ADI1S8870 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -127.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -3175.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00024567642 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Crown Castle International Corp |
Title of issue. | Crown Castle International Corp |
At least one of the following other identifiers: |
- CUSIP. | 22822V101 |
- ISIN (if CUSIP is not available). | US22822V1017 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 185.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 3937.83000000 |
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: 241 |
a. Name of issuer (if any). | Adobe Inc |
b. LEI (if any) of issuer. (1) | FU4LY2G4933NH2E1CP29 |
c. Title of the issue or description of the investment. | Adobe Inc |
d. CUSIP (if any). | 00724F101 |
At least one of the following other identifiers: |
- ISIN | US00724F1012 |
Balance. (2) |
a. Balance | 31426.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 14050564.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 1.087210214260 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Merck & Co Inc |
b. LEI (if any) of issuer. (1) | 4YV9Y5M8S0BRK1RP0397 |
c. Title of the issue or description of the investment. | Merck & Co Inc |
d. CUSIP (if any). | 58933Y105 |
At least one of the following other identifiers: |
- ISIN | US58933Y1055 |
Balance. (2) |
a. Balance | 168565.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 12677773.65000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.980985846387 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | CREE INC |
b. LEI (if any) of issuer. (1) | 549300OGU88P3AW3TO93 |
c. Title of the issue or description of the investment. | Cree Inc |
d. CUSIP (if any). | 225447AB7 |
At least one of the following other identifiers: |
- ISIN | US225447AB76 |
Balance. (2) |
a. Balance | 2275000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2844969.13000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.220139160627 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-09-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.88000000 |
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 | Cree Inc | Cree Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 225447101 | ||
ISIN (if CUSIP is not available) | US2254471012 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 16.67450000 | 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: 244 |
a. Name of issuer (if any). | ENVESTNET INC |
b. LEI (if any) of issuer. (1) | 549300HLWZ5OKIDM8737 |
c. Title of the issue or description of the investment. | Envestnet Inc |
d. CUSIP (if any). | 29404KAD8 |
At least one of the following other identifiers: |
- ISIN | US29404KAD81 |
Balance. (2) |
a. Balance | 2190000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2200105.49000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.170240643651 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-08-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.75000000 |
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 | Envestnet Inc | Envestnet Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 29404K106 | ||
ISIN (if CUSIP is not available) | US29404K1060 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 9.36820000 | 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: 245 |
a. Name of issuer (if any). | Roper Technologies Inc |
b. LEI (if any) of issuer. (1) | 54930003T4SXCIWVXY35 |
c. Title of the issue or description of the investment. | Roper Technologies Inc |
d. CUSIP (if any). | 776696106 |
At least one of the following other identifiers: |
- ISIN | US7766961061 |
Balance. (2) |
a. Balance | 15472.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5745372.48000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.444567732529 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | APPLE INC NOV20 128 CALL |
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 | ADI1SGZ49 |
Description of other unique identifier. | Internal Identifier |
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) | -3796.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00029372840 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Apple Inc |
Title of issue. | Apple Inc |
At least one of the following other identifiers: |
- CUSIP. | 037833100 |
- ISIN (if CUSIP is not available). | US0378331005 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 128.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 8267.72000000 |
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: 247 |
a. Name of issuer (if any). | Microchip Technology Inc |
b. LEI (if any) of issuer. (1) | 5493007PTFULNYZJ1R12 |
c. Title of the issue or description of the investment. | Microchip Technology Inc |
d. CUSIP (if any). | 595017AF1 |
At least one of the following other identifiers: |
- ISIN | US595017AF11 |
Balance. (2) |
a. Balance | 6830000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 10641848.95000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.823449249651 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2027-02-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 1.63000000 |
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 | Microchip Technology Inc | Microchip Technology Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 595017104 | ||
ISIN (if CUSIP is not available) | US5950171042 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 10.53590000 | 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: 248 |
a. Name of issuer (if any). | DEXCOM INC |
b. LEI (if any) of issuer. (1) | 549300YSK3QDSFR5EU59 |
c. Title of the issue or description of the investment. | DexCom Inc |
d. CUSIP (if any). | 252131AJ6 |
At least one of the following other identifiers: |
- ISIN | US252131AJ65 |
Balance. (2) |
a. Balance | 6670000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6447311.64000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.498882661948 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-11-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.25000000 |
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 | DexCom Inc | DexCom Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 252131107 | ||
ISIN (if CUSIP is not available) | US2521311074 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 1.66550000 | 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: 249 |
a. Name of issuer (if any). | Waste Management Inc |
b. LEI (if any) of issuer. (1) | 549300YX8JIID70NFS41 |
c. Title of the issue or description of the investment. | Waste Management Inc |
d. CUSIP (if any). | 94106L109 |
At least one of the following other identifiers: |
- ISIN | US94106L1098 |
Balance. (2) |
a. Balance | 75432.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 8139867.12000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.629849897674 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AGILENT TECHNOLOGIES INC NOV20 120 CALL |
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 | ADI1S87C0 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -172.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -6450.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00049909068 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Agilent Technologies Inc |
Title of issue. | Agilent Technologies Inc |
At least one of the following other identifiers: |
- CUSIP. | 00846U101 |
- ISIN (if CUSIP is not available). | US00846U1016 |
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. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 1637.81000000 |
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: 251 |
a. Name of issuer (if any). | ADVANCED MICRO DEVICES |
b. LEI (if any) of issuer. (1) | R2I72C950HOYXII45366 |
c. Title of the issue or description of the investment. | Advanced Micro Devices Inc |
d. CUSIP (if any). | 007903BD8 |
At least one of the following other identifiers: |
- ISIN | US007903BD80 |
Balance. (2) |
a. Balance | 70000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 657454.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.050872738893 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2026-09-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 2.13000000 |
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 | Advanced Micro Devices Inc | Advanced Micro Devices Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 007903107 | ||
ISIN (if CUSIP is not available) | US0079031078 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 125.00310000 | 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: 252 |
a. Name of issuer (if any). | SMART GLOBAL HOLDINGS IN |
b. LEI (if any) of issuer. (1) | 529900RDGHQY8XKXPN14 |
c. Title of the issue or description of the investment. | SMART Global Holdings Inc |
d. CUSIP (if any). | 83205YAA2 |
At least one of the following other identifiers: |
- ISIN | US83205YAA29 |
Balance. (2) |
a. Balance | 1915000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1745598.70000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.135071635245 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted 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. | 2026-02-15 |
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 | SMART Global Holdings Inc | SMART Global Holdings Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
ISIN (if CUSIP is not available) | KYG8232Y1017 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 24.62520000 | 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: 253 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | AMERICAN EXPRESS CO NOV20 102 CALL |
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 | ADI1SGXJ8 |
Description of other unique identifier. | Internal Identifier |
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) | -6206.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00048021035 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | American Express Co |
Title of issue. | American Express Co |
At least one of the following other identifiers: |
- CUSIP. | 025816109 |
- ISIN (if CUSIP is not available). | US0258161092 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 102.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 2868.79000000 |
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: 254 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | MASTERCARD INC NOV20 340 CALL |
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 | ADI1SGXG4 |
Description of other unique identifier. | Internal Identifier |
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) | -1912.50000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00014798619 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Mastercard Inc |
Title of issue. | Mastercard Inc |
At least one of the following other identifiers: |
- CUSIP. | 57636Q104 |
- ISIN (if CUSIP is not available). | US57636Q1040 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 340.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 7812.28000000 |
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: 255 |
a. Name of issuer (if any). | Medtronic PLC |
b. LEI (if any) of issuer. (1) | 549300GX3ZBSQWUXY261 |
c. Title of the issue or description of the investment. | Medtronic PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | IE00BTN1Y115 |
Balance. (2) |
a. Balance | 41060.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4129404.20000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.319526691834 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
IRELAND
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 256 |
a. Name of issuer (if any). | REPLIGEN CORP |
b. LEI (if any) of issuer. (1) | 54930006QJ0T5AUO1E71 |
c. Title of the issue or description of the investment. | Repligen Corp |
d. CUSIP (if any). | 759916AB5 |
At least one of the following other identifiers: |
- ISIN | US759916AB50 |
Balance. (2) |
a. Balance | 1880000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2938876.52000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.227405564257 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2024-07-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.38000000 |
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 | Repligen Corp | Repligen Corp | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 759916109 | ||
ISIN (if CUSIP is not available) | US7599161095 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 8.67490000 | 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: 257 |
a. Name of issuer (if any). | HUBSPOT INC |
b. LEI (if any) of issuer. (1) | 529900BLNVEW0MVKJB37 |
c. Title of the issue or description of the investment. | HubSpot Inc |
d. CUSIP (if any). | 443573AC4 |
At least one of the following other identifiers: |
- ISIN | US443573AC47 |
Balance. (2) |
a. Balance | 2270000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2852533.14000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.220724451622 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-06-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.38000000 |
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 | HubSpot Inc | HubSpot Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 443573100 | ||
ISIN (if CUSIP is not available) | US4435731009 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 3.53960000 | 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: 258 |
a. Name of issuer (if any). | Nutanix Inc |
b. LEI (if any) of issuer. (1) | 549300X7J6E8TKVIXW09 |
c. Title of the issue or description of the investment. | Nutanix Inc |
d. CUSIP (if any). | 67059NAB4 |
At least one of the following other identifiers: |
- ISIN | US67059NAB47 |
Balance. (2) |
a. Balance | 2705000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2605501.58000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.201609544647 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-01-15 |
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 |
---|---|---|---|
#1 | Nutanix Inc | Nutanix Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 67059N108 | ||
ISIN (if CUSIP is not available) | US67059N1081 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 20.47050000 | 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: 259 |
a. Name of issuer (if any). | Transocean Inc |
b. LEI (if any) of issuer. (1) | DOL4HJ22ADYSIWES4H94 |
c. Title of the issue or description of the investment. | Transocean Inc |
d. CUSIP (if any). | 893830BJ7 |
At least one of the following other identifiers: |
- ISIN | US893830BJ77 |
Balance. (2) |
a. Balance | 2385000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 441096.14000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.034131313760 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2023-01-30 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.50000000 |
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 | Transocean Ltd | Transocean Ltd | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
ISIN (if CUSIP is not available) | CH0048265513 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 97.29760000 | 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: 260 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | INTUIT INC NOV20 370 CALL |
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 | ADI1S7VK7 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -57.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -5985.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00046310972 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Intuit Inc |
Title of issue. | Intuit Inc |
At least one of the following other identifiers: |
- CUSIP. | 461202103 |
- ISIN (if CUSIP is not available). | US4612021034 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 370.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 17054.48000000 |
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 |
Schedule of Portfolio Investments Record: 261 |
a. Name of issuer (if any). | Synaptics Inc |
b. LEI (if any) of issuer. (1) | 549300AJ3LI4FWNRQX29 |
c. Title of the issue or description of the investment. | Synaptics Inc |
d. CUSIP (if any). | 87157DAD1 |
At least one of the following other identifiers: |
- ISIN | US87157DAD12 |
Balance. (2) |
a. Balance | 970000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1170329.92000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.090558257216 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2022-06-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.50000000 |
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 | Synaptics Inc | Synaptics Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 87157D109 | ||
ISIN (if CUSIP is not available) | US87157D1090 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 13.69470000 | 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: 262 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ALIBABA GROUP HOLDING LTD NOV20 345 CALL |
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 | ADI1S7XZ2 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -57.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -17955.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00138932918 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
CAYMAN ISLANDS
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Alibaba Group Holding Ltd |
Title of issue. | Alibaba Group Holding Ltd |
At least one of the following other identifiers: |
- CUSIP. | 01609W102 |
- ISIN (if CUSIP is not available). | US01609W1027 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 345.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 7865.42000000 |
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: 263 |
a. Name of issuer (if any). | CINEMARK HOLDINGS INC |
b. LEI (if any) of issuer. (1) | 549300LL2QMPTYIE0K55 |
c. Title of the issue or description of the investment. | Cinemark Holdings Inc |
d. CUSIP (if any). | 17243VAA0 |
At least one of the following other identifiers: |
- ISIN | US17243VAA08 |
Balance. (2) |
a. Balance | 1165000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1011406.68000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.078261031109 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-08-15 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 4.50000000 |
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 | Cinemark Holdings Inc | Cinemark Holdings Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 17243V102 | ||
ISIN (if CUSIP is not available) | US17243V1026 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 69.67670000 | 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: 264 |
a. Name of issuer (if any). | Ferrari NV |
b. LEI (if any) of issuer. (1) | 549300RIVY5EX8RCON76 |
c. Title of the issue or description of the investment. | Ferrari NV |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | NL0011585146 |
Balance. (2) |
a. Balance | 22940.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4092954.80000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.316706295565 |
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: 265 |
a. Name of issuer (if any). | Apple Inc |
b. LEI (if any) of issuer. (1) | HWUPKR0MPOU8FGXBT394 |
c. Title of the issue or description of the investment. | Apple Inc |
d. CUSIP (if any). | 037833100 |
At least one of the following other identifiers: |
- ISIN | US0378331005 |
Balance. (2) |
a. Balance | 102102.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 11114823.72000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.860047280810 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ACTIVISION BLIZZARD INC NOV20 92.5 CALL |
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 | ADI1SDLX7 |
Description of other unique identifier. | Internal Identifier |
Balance. (2) |
a. Balance | -212.00000000 |
b. Units |
Number of contracts
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | -2438.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00018864854 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Activision Blizzard Inc |
Title of issue. | Activision Blizzard Inc |
At least one of the following other identifiers: |
- CUSIP. | 00507V109 |
- ISIN (if CUSIP is not available). | US00507V1098 |
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. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 7059.78000000 |
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: 267 |
a. Name of issuer (if any). | Akamai Technologies Inc |
b. LEI (if any) of issuer. (1) | OC1LZNN2LF5WTJ5RIL89 |
c. Title of the issue or description of the investment. | Akamai Technologies Inc |
d. CUSIP (if any). | 00971TAJ0 |
At least one of the following other identifiers: |
- ISIN | US00971TAJ07 |
Balance. (2) |
a. Balance | 4775000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 5601671.88000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.433448409957 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-05-01 |
b. Coupon. |
i. Coupon category. (13) | Fixed |
ii. Annualized rate. | 0.13000000 |
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 | Akamai Technologies Inc | Akamai Technologies Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 00971T101 | ||
ISIN (if CUSIP is not available) | US00971T1016 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 10.51500000 | 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: 268 |
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 |
Balance. (2) |
a. Balance | 139250.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4107875.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.317860796775 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Brown-Forman Corp |
b. LEI (if any) of issuer. (1) | 549300873K3LXF7ARU34 |
c. Title of the issue or description of the investment. | Brown-Forman Corp |
d. CUSIP (if any). | 115637209 |
At least one of the following other identifiers: |
- ISIN | US1156372096 |
Balance. (2) |
a. Balance | 55605.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 3876224.55000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.299936055489 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Alliant Energy Corp |
b. LEI (if any) of issuer. (1) | 5493009ML300G373MZ12 |
c. Title of the issue or description of the investment. | Alliant Energy Corp |
d. CUSIP (if any). | 018802108 |
At least one of the following other identifiers: |
- ISIN | US0188021085 |
Balance. (2) |
a. Balance | 142204.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 7861037.12000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.608274478275 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | RINGCENTRAL INC |
b. LEI (if any) of issuer. (1) | 549300C8EH0H1614VE84 |
c. Title of the issue or description of the investment. | RingCentral Inc |
d. CUSIP (if any). | 76680RAE7 |
At least one of the following other identifiers: |
- ISIN | US76680RAE71 |
Balance. (2) |
a. Balance | 6145000.00000000 |
b. Units |
Principal amount
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6512406.78000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.503919619759 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Debt
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☒ 2 ☐ 3 ☐ N/A |
For debt securities, also provide: |
a. Maturity date. | 2025-03-01 |
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 |
---|---|---|---|
#1 | RingCentral Inc | RingCentral Inc | United States Dollar |
At least one of the following other identifiers: | |||
Identifier type | Identifier value | ||
CUSIP | 76680R206 | ||
ISIN (if CUSIP is not available) | US76680R2067 | ||
iv. Conversion ratio per US$1000 notional. (17) |
Bond Currency Record | Conversion ratio per 1000 units | ISO Currency Code |
---|---|---|
#1 | 2.77450000 | 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: 272 |
a. Name of issuer (if any). | First Republic Bank/CA |
b. LEI (if any) of issuer. (1) | YWC0TIKBQM2JV8L4IV08 |
c. Title of the issue or description of the investment. | First Republic Bank/CA |
d. CUSIP (if any). | 33616C100 |
At least one of the following other identifiers: |
- ISIN | US33616C1009 |
Balance. (2) |
a. Balance | 36590.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4615462.60000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.357137113355 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | APTIV PLC |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | Aptiv PLC |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers: |
- ISIN | JE00BMHMX696 |
Balance. (2) |
a. Balance | 37675.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4536070.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.350993840959 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
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: 274 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | ADOBE INC NOV20 515 CALL |
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 | ADI1SGWV2 |
Description of other unique identifier. | Internal Identifier |
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) | -9486.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00073401150 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Adobe Inc |
Title of issue. | Adobe Inc |
At least one of the following other identifiers: |
- CUSIP. | 00724F101 |
- ISIN (if CUSIP is not available). | US00724F1012 |
iv. Number of shares or principal amount of underlying reference instrument per contract. |
Number of shares. | 100.00000000 |
v. Exercise price or rate. | 515.00000000 |
vi. Exercise Price Currency Code |
United States Dollar
|
vii. Expiration date. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 12400.51000000 |
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: 275 |
a. Name of issuer (if any). | Options Clearing Corp. |
b. LEI (if any) of issuer. (1) | 549300CII6SLYGKNHA04 |
c. Title of the issue or description of the investment. | STARBUCKS CORP NOV20 97.5 CALL |
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 | ADI1S85Y4 |
Description of other unique identifier. | Internal Identifier |
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) | -6200.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | -0.00047974608 |
a. Payoff profile. (5) | ☐ Long ☐ Short ☒ N/A |
a. Asset type. (6) |
Derivative-equity
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. 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 | Options Clearing Corp. | 549300CII6SLYGKNHA04 |
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. | Starbucks Corp |
Title of issue. | Starbucks Corp |
At least one of the following other identifiers: |
- CUSIP. | 855244109 |
- ISIN (if CUSIP is not available). | US8552441094 |
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. | 2020-11-20 |
viii. Delta. | XXXX |
ix. Unrealized appreciation or depreciation. (24) | 10084.63000000 |
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: 276 |
a. Name of issuer (if any). | Cisco Systems Inc |
b. LEI (if any) of issuer. (1) | 8E6NF1YAL0WT6CWXXV93 |
c. Title of the issue or description of the investment. | Cisco Systems Inc |
d. CUSIP (if any). | 17275R102 |
At least one of the following other identifiers: |
- ISIN | US17275R1023 |
Balance. (2) |
a. Balance | 176066.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6320769.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.489091025827 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | ATP OIL & GAS CORPORATIO |
b. LEI (if any) of issuer. (1) | N/A |
c. Title of the issue or description of the investment. | ATP Oil & Gas Corp/United States |
d. CUSIP (if any). | 00208J702 |
At least one of the following other identifiers: |
- ISIN | US00208J7028 |
Balance. (2) |
a. Balance | 45100.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4.51000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.000000348976 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☒ Yes ☐ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☐ 1 ☐ 2 ☒ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 278 |
a. Name of issuer (if any). | STANLEY BLACK & DECKER I |
b. LEI (if any) of issuer. (1) | 549300DJ09SMTO561131 |
c. Title of the issue or description of the investment. | Stanley Black & Decker Inc |
d. CUSIP (if any). | 854502846 |
At least one of the following other identifiers: |
- ISIN | US8545028461 |
Balance. (2) |
a. Balance | 12250.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 1278655.00000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.098940278635 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ☐ Yes ☒ No |
c. Is any portion of this investment on loan by the Fund? | ☐ Yes ☒ No |
Schedule of Portfolio Investments Record: 279 |
a. Name of issuer (if any). | GFL ENVIRONMENTAL INC |
b. LEI (if any) of issuer. (1) | 549300FYK4MBXWIVZU26 |
c. Title of the issue or description of the investment. | GFL Environmental Inc |
d. CUSIP (if any). | 36168Q120 |
At least one of the following other identifiers: |
- ISIN | US36168Q1206 |
Balance. (2) |
a. Balance | 50435.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 2503593.40000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.193724052685 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-preferred
|
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: 280 |
a. Name of issuer (if any). | CyrusOne Inc |
b. LEI (if any) of issuer. (1) | 5493006S177ZK2ZNBU43 |
c. Title of the issue or description of the investment. | CyrusOne Inc |
d. CUSIP (if any). | 23283R100 |
At least one of the following other identifiers: |
- ISIN | US23283R1005 |
Balance. (2) |
a. Balance | 93039.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 6610420.95000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.511503799455 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as a Fund asset and received 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). | Texas Instruments Inc |
b. LEI (if any) of issuer. (1) | WDJNR2L6D8RWOEB8T652 |
c. Title of the issue or description of the investment. | Texas Instruments Inc |
d. CUSIP (if any). | 882508104 |
At least one of the following other identifiers: |
- ISIN | US8825081040 |
Balance. (2) |
a. Balance | 32010.00000000 |
b. Units |
Number of shares
|
c. Description of other units. | |
d. Currency. (3) |
United States Dollar
|
e. Value. (4) | 4628325.90000000 |
f. Exchange rate. | |
g. Percentage value compared to net assets of the Fund. | 0.358132454933 |
a. Payoff profile. (5) | ☒ Long ☐ Short ☐ N/A |
a. Asset type. (6) |
Equity-common
|
b. Issuer type. (7) |
Corporate
|
a. ISO country code. (8) |
UNITED STATES OF AMERICA
|
b. Investment ISO country code. (9) |
a. Is the investment a Restricted Security? | ☐ Yes ☒ No |
a. Liquidity classification information. (10) |
Category. |
N/A
|
a. Level within the fair value hierarchy (12) | ☒ 1 ☐ 2 ☐ 3 ☐ N/A |
N/A |
N/A |
N/A |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ☐ Yes ☒ No |
b. Does any portion of this investment represent that is treated as 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. |
Explanatory Note Record | Note Item | Explanatory Notes |
---|---|---|
#1 | B.5.a | Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees. |
The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. |
Registrant: | AllianzGI DIVIDEND, INTEREST & PREMIUM STRATEGY FUND |
By (Signature): | Scott Whisten |
Name: | Scott Whisten |
Title: | Treasurer |
Date: | 2020-11-24 |
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