The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549

FORM NPORT-P
Monthly Portfolio Investments Report

NPORT-P: Filer Information

Confidential
Filer CIK
0000793040
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?

Submission Contact Information

Name
Phone
E-Mail Address

Notification Information

Notify via Filing Website only?
Notification E-mail Address
Series ID
Class (Contract) ID

NPORT-P: Part A: General Information

Item A.1. Information about the Registrant.

a. Name of Registrant
Ellsworth Growth & Income Fund Ltd
b. Investment Company Act file number for Registrant: (e.g., 811-______)
811-04656
c. CIK number of Registrant
0000793040
d. LEI of Registrant
549300GYFOXHCDQTI772
e. Address and telephone number of Registrant:
i. Street Address 1
One Corporate Center
ii. Street Address 2
iii. City
Rye
iv. State, if applicable
v. Foreign country, if applicable
vi. Zip / Postal Code
10580-1422
vii. Telephone number
1-800-422-3554

Item A.2. Information about the Series.

a. Name of Series.
Ellsworth Growth & Income Fund Ltd
b. EDGAR series identifier (if any).
c. LEI of Series.
549300GYFOXHCDQTI772

Item A.3. Reporting period.

a. Date of fiscal year-end.
2022-09-30
b. Date as of which information is reported.
2021-12-31

Item A.4. Final filing

a. Does the Fund anticipate that this will be its final filing on Form N PORT? Yes No

NPORT-P: Part B: Information About the Fund

Report the following information for the Fund and its consolidated subsidiaries.

Item B.1. Assets and liabilities. Report amounts in U.S. dollars.

a. Total assets, including assets attributable to miscellaneous securities reported in Part D.
217401011.08
b. Total liabilities.
30281529.58
c. Net assets.
187119481.50

Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.

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.
30000000.00000000
f. Cash and cash equivalents not reported in Parts C and D.
48791.71000000

Item B.3. Portfolio level risk metrics.

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
#1 United States Dollar
Interest Rate Risk (DV01)
107.06011000 4190.68036000 10097.11506000 539.55481000 61.16135000
Interest Rate Risk (DV100)
10706.00777000 419068.02904000 1009711.51163000 53955.48127000 6116.13525000

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
Investment grade 58.73805000 267.89048000 48.22380000 0.00000000 0.00000000
Non-Investment grade 599.06826000 9717.06925000 3951.42913000 38.62822000 0.00000000

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.

Item B.4. Securities lending.

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

Item B.5. Return information.

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 2.99000000 -9.45000000 8.35000000 C000000000

b. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Asset category Instrument type Month 1 Month 2 Month 3
Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation) Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation) Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation)
Commodity Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Credit Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Equity Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Foreign Exchange Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Interest Rate Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other Contracts 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Forward 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Future 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Option 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swaption 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Swap 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Warrant 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000
Other 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000

c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.

Month Monthly net realized gain(loss) Monthly net change in unrealized appreciation (or depreciation)
Month 1 -33135.10000000 7392433.76000000
Month 2 5504889.99000000 -15606085.56000000
Month 3 1038709.14000000 2032215.66000000

Item B.6. Flow information.

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 5154319.70000000 0.00000000

Item B.7. Highly Liquid Investment Minimum information.

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

Item B.8. Derivatives Transactions.

For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has pledged as margin or collateral in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments
(2) Less Liquid Investments
(3) Illiquid Investments
For purposes of Item B.8, when computing the required percentage, the denominator should only include assets (and exclude liabilities) that are categorized by the Fund as Highly Liquid Investments.
Classification

Item B.9. Derivatives Exposure for limited derivatives users.

If the Fund is excepted from the rule 18f-4 [17 CFR 270.18f-4] program requirement and limit on fund leverage risk under rule 18f-4(c)(4) [17 CFR 270.18f-4(c)(4)], provide the following information:
a. Derivatives exposure (as defined in rule 18f-4(a) [17 CFR 270.18f-4(a)]), reported as a percentage of the Fund’s net asset value.
b. Exposure from currency derivatives that hedge currency risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
c. Exposure from interest rate derivatives that hedge interest rate risks, as provided in rule 18f-4(c)(4)(i)(B) [17 CFR 270.18f-4(c)(4)(i)(B)], reported as a percentage of the Fund's net asset value.
d. The number of business days, if any, in excess of the five-business-day period described in rule 18f-4(c)(4)(ii) [17 CFR 270.18f-4(c)(4)(ii)], that the Fund’s derivatives exposure exceeded 10 percent of its net assets during the reporting period.

Item B.10. VaR information.

For Funds subject to the limit on fund leverage risk described in rule 18f-4(c)(2) [17 CFR 270.18f-4(c)(2)], provide the following information, as determined in accordance with the requirement under rule 18f-4(c)(2)(ii) to determine the fund’s compliance with the applicable VaR test at least once each business day:
a. Median daily VaR during the reporting period, reported as a percentage of the Fund's net asset value.
b. For Funds that were subject to the Relative VaR Test during the reporting period, provide:
i. As applicable, the name of the Fund’s Designated Index, or a statement that the Fund's Designated Reference Portfolio is the Fund’s Securities Portfolio.
ii. As applicable, the index identifier for the Fund’s Designated Index.
iii. Median VaR Ratio during the reporting period, reported as a percentage of the VaRof the Fund's Designated Reference Portfolio.
c. Backtesting Results. Number of exceptions that the Fund identified as a result of its backtesting of its VaR calculation model (as described in rule 18f-4(c)(1)(iv) [17 CFR 270.18f-4(c)(1)(iv)] during the reporting period.

NPORT-P: Part C: Schedule of Portfolio Investments

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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Q2 HOLDINGS INC
b. LEI (if any) of issuer. (1)
549300M9RKR9DZXWS696
c. Title of the issue or description of the investment.
Q2 Holdings Inc
d. CUSIP (if any).
74736LAD1
At least one of the following other identifiers:
- ISIN
US74736LAD10
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BM97NS4
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1735000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1953563.22000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.044019149871

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-06-01
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 Q2 Holdings Inc Q2 Holdings Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 74736L109
ISIN (if CUSIP is not available) US74736L1098
Ticker (if CUSIP and ISIN are not available) QTWO

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 11.28510000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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).
252131AK3
At least one of the following other identifiers:
- ISIN
US252131AK39
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BNVVGF9
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2100000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2502937.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.337614597868

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

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
Ticker (if CUSIP and ISIN are not available) DXCM

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

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
FORD MOTOR COMPANY
b. LEI (if any) of issuer. (1)
20S05OYHG0MQM4VUIC57
c. Title of the issue or description of the investment.
Ford Motor Co
d. CUSIP (if any).
345370CY4
At least one of the following other identifiers:
- ISIN
US345370CY41
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BLF85K0
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4141875.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.213492131763

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-03-15
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 Ford Motor Co Ford Motor Co United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 345370860
ISIN (if CUSIP is not available) US3453708600
Ticker (if CUSIP and ISIN are not available) F

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 57.18860000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
BLOOM ENERGY CORP
b. LEI (if any) of issuer. (1)
549300XB5J9BFW5JXV97
c. Title of the issue or description of the investment.
Bloom Energy Corp
d. CUSIP (if any).
093712AH0
At least one of the following other identifiers:
- ISIN
US093712AH05
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMFK2F7
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1155000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1797619.58000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.960680077557

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-08-15
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 Bloom Energy Corp Bloom Energy Corp United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 093712107
ISIN (if CUSIP is not available) US0937121079
Ticker (if CUSIP and ISIN are not available) BE

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 61.68080000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
PETIQ INC
b. LEI (if any) of issuer. (1)
549300GROACFGKVYOX14
c. Title of the issue or description of the investment.
PetIQ Inc
d. CUSIP (if any).
71639TAB2
At least one of the following other identifiers:
- ISIN
US71639TAB26
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BKPFR53
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2390000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2801753.10000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.497307002745

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-06-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
4.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated
#1 PetIQ Inc PetIQ Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 71639T106
ISIN (if CUSIP is not available) US71639T1060
Ticker (if CUSIP and ISIN are not available) PETQ

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 33.72680000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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).
049164BJ4
At least one of the following other identifiers:
- ISIN
US049164BJ49
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BF028Z1
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1700000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2771000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.480871995682

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-06-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
1.87500000
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 I 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
Ticker (if CUSIP and ISIN are not available) AAWW

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 16.37130000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
CRYOPORT INC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
CryoPort Inc
d. CUSIP (if any).
229050AC3
At least one of the following other identifiers:
- ISIN
US229050AC34
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMQ81H5
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1016000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
938765.54000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.501693106711

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-12-01
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 CRYOPORT INC CryoPort Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 229050AC3
ISIN (if CUSIP is not available) US229050AC34

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 8.50380000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
LIVEPERSON INC
b. LEI (if any) of issuer. (1)
549300IN2P1JZ20G7N40
c. Title of the issue or description of the investment.
LivePerson Inc
d. CUSIP (if any).
538146AB7
At least one of the following other identifiers:
- ISIN
US538146AB76
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMGB6G8
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1250000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1455500.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.777845250709

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-03-01
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 LivePerson Inc LivePerson Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 538146101
ISIN (if CUSIP is not available) US5381461012
Ticker (if CUSIP and ISIN are not available) LPSN

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 25.91820000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
AMYRIS INC
b. LEI (if any) of issuer. (1)
549300BG17WCUK6EIM58
c. Title of the issue or description of the investment.
Amyris Inc
d. CUSIP (if any).
03236MAH4
At least one of the following other identifiers:
- ISIN
US03236MAH43
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMQ81M0
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1354000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1140745.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.609634545187

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-11-15
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 AMYRIS INC Amyris Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 03236MAH4
ISIN (if CUSIP is not available) US03236MAH43

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 93.05790000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
SHIFT4 PAYMENTS INC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Shift4 Payments Inc
d. CUSIP (if any).
82452JAA7
At least one of the following other identifiers:
- ISIN
US82452JAA79
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BNNGSN4
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1589100.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.849243481897

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-12-15
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 Shift4 Payments Inc Shift4 Payments Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 82452J109
ISIN (if CUSIP is not available) US82452J1097
Ticker (if CUSIP and ISIN are not available) FOUR

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 12.42620000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
COHERUS BIOSCIENCES INC
b. LEI (if any) of issuer. (1)
5493007IL8W5MV932D26
c. Title of the issue or description of the investment.
Coherus Biosciences Inc
d. CUSIP (if any).
19249HAB9
At least one of the following other identifiers:
- ISIN
US19249HAB96
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BM9CH65
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
735000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
812634.38000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.434286357297

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-04-15
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 Coherus Biosciences Inc Coherus Biosciences Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 19249H103
ISIN (if CUSIP is not available) US19249H1032
Ticker (if CUSIP and ISIN are not available) CHRS

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 51.92240000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
PEBBLEBROOK HOTEL TRUST
b. LEI (if any) of issuer. (1)
5493004Q1NNH6JXCSI52
c. Title of the issue or description of the investment.
Pebblebrook Hotel Trust
d. CUSIP (if any).
70509VAA8
At least one of the following other identifiers:
- ISIN
US70509VAA89
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BNDVF38
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
340000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
376090.92000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.200989718967

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-12-15
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 Pebblebrook Hotel Trust Pebblebrook Hotel Trust United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 70509V100
ISIN (if CUSIP is not available) US70509V1008
Ticker (if CUSIP and ISIN are not available) PEB

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 39.25490000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
BRAEMAR HOTELS & RESORTS
b. LEI (if any) of issuer. (1)
549300JDUUEBN868C776
c. Title of the issue or description of the investment.
Braemar Hotels & Resorts Inc
d. CUSIP (if any).
10482BAA9
At least one of the following other identifiers:
- ISIN
US10482BAA98
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BNNFM28
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
375000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
420499.91000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.224722678060

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-06-01
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 Braemar Hotels & Resorts Inc Braemar Hotels & Resorts Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 10482B101
ISIN (if CUSIP is not available) US10482B1017
Ticker (if CUSIP and ISIN are not available) BHR

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 157.79090000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
PATRICK INDUSTRIES INC
b. LEI (if any) of issuer. (1)
549300FZ5ZTCCJ3Z5W14
c. Title of the issue or description of the investment.
Patrick Industries Inc
d. CUSIP (if any).
703343AF0
At least one of the following other identifiers:
- ISIN
US703343AF08
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMG72W4
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1027000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1070395.15000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.572038326217

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-12-01
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 Patrick Industries Inc Patrick Industries Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 703343103
ISIN (if CUSIP is not available) US7033431039
Ticker (if CUSIP and ISIN are not available) PATK

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 9.98870000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
PERFICIENT INC
b. LEI (if any) of issuer. (1)
549300HTBXKL2755T650
c. Title of the issue or description of the investment.
Perficient Inc
d. CUSIP (if any).
71375UAD3
At least one of the following other identifiers:
- ISIN
US71375UAD37
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BKSH7T0
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
850000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2160105.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.154398773812

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-08-01
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 Perficient Inc Perficient Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 71375U101
ISIN (if CUSIP is not available) US71375U1016
Ticker (if CUSIP and ISIN are not available) PRFT

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 19.35380000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Conagra Brands Inc
b. LEI (if any) of issuer. (1)
54930035UDEIH090K650
c. Title of the issue or description of the investment.
Conagra Brands Inc
d. CUSIP (if any).
205887102
At least one of the following other identifiers:
- ISIN
US2058871029
- Ticker (if ISIN is not available).
CAG

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
30000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1024500.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.547511136621

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
LIMELIGHT NETWORKS INC
b. LEI (if any) of issuer. (1)
529900BNCMDQGEKW5M59
c. Title of the issue or description of the investment.
Limelight Networks Inc
d. CUSIP (if any).
53261MAB0
At least one of the following other identifiers:
- ISIN
US53261MAB00
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BM8BP69
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1915000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1837320.97000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.981897210953

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-08-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.50000000
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 Limelight Networks Inc Limelight Networks Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 53261M104
ISIN (if CUSIP is not available) US53261M1045
Ticker (if CUSIP and ISIN are not available) LLNW

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 117.23670000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
UPWORK INC
b. LEI (if any) of issuer. (1)
5493004QJ6WWBXVE2S70
c. Title of the issue or description of the investment.
Upwork Inc
d. CUSIP (if any).
91688FAA2
At least one of the following other identifiers:
- ISIN
US91688FAA21
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMCH400
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1085000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
999282.48000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.534034442586

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-08-15
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 Upwork Inc Upwork Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 91688F104
ISIN (if CUSIP is not available) US91688F1049
Ticker (if CUSIP and ISIN are not available) UPWK

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 15.13380000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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
- Ticker (if ISIN is not available).
VZ

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
50000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2598000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.388417699308

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Pfizer Inc
b. LEI (if any) of issuer. (1)
765LHXWGK1KXCLTFYQ30
c. Title of the issue or description of the investment.
Pfizer Inc
d. CUSIP (if any).
717081103
At least one of the following other identifiers:
- ISIN
US7170811035
- Ticker (if ISIN is not available).
PFE

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
40000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2362000.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.262295075352

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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
- Ticker (if ISIN is not available).
ELAN

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
40900.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1826594.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.976164526193

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
BLACKLINE INC
b. LEI (if any) of issuer. (1)
529900P9N7PK9LV5EK56
c. Title of the issue or description of the investment.
Blackline Inc
d. CUSIP (if any).
09239BAB5
At least one of the following other identifiers:
- ISIN
US09239BAB53
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BLN8N08
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
700000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1057875.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.565347333970

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-08-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
0.12500000
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 Blackline Inc Blackline Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 09239B109
ISIN (if CUSIP is not available) US09239B1098
Ticker (if CUSIP and ISIN are not available) BL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 13.62440000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
VERITONE INC
b. LEI (if any) of issuer. (1)
549300XTAS2FCSL4EL89
c. Title of the issue or description of the investment.
Veritone Inc
d. CUSIP (if any).
92347MAA8
At least one of the following other identifiers:
- ISIN
US92347MAA80
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BN46YF7
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1170000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1122105.32000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.599673166580

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-11-15
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 VERITONE INC Veritone Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 92347MAA8
ISIN (if CUSIP is not available) US92347MAA80

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 27.20680000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
FARFETCH LTD
b. LEI (if any) of issuer. (1)
549300QFQ74Z0F96NS78
c. Title of the issue or description of the investment.
Farfetch Ltd
d. CUSIP (if any).
30744WAD9
At least one of the following other identifiers:
- ISIN
US30744WAD92
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMGH6T9
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
750000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1703475.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.910367528995

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
CAYMAN ISLANDS
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2027-05-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.75000000
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 Farfetch Ltd Farfetch Ltd United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 30744W107
ISIN (if CUSIP is not available) KY30744W1070
Ticker (if CUSIP and ISIN are not available) FTCH

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 61.98670000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Microsoft Corp
b. LEI (if any) of issuer. (1)
INR2EJN1ERAN0W5ZP974
c. Title of the issue or description of the investment.
Microsoft Corp
d. CUSIP (if any).
594918104
At least one of the following other identifiers:
- ISIN
US5949181045
- Ticker (if ISIN is not available).
MSFT

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
14300.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4809376.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.570216613175

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
BUNGE LTD
b. LEI (if any) of issuer. (1)
5493007M0RIN8HY3MM77
c. Title of the issue or description of the investment.
Bunge Ltd
d. CUSIP (if any).
000000000
At least one of the following other identifiers:
- ISIN
BMG169622047
- Ticker (if ISIN is not available).
BG
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
B1HMD51
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
9000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1140659.10000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.609588638690

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BERMUDA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
2U INC
b. LEI (if any) of issuer. (1)
5493008RVTXVR43PYF84
c. Title of the issue or description of the investment.
2U Inc
d. CUSIP (if any).
90214JAB7
At least one of the following other identifiers:
- ISIN
US90214JAB70
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMD58V2
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1395000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1481927.30000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.791968472828

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-05-01
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 2U Inc 2U Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 90214J101
ISIN (if CUSIP is not available) US90214J1016
Ticker (if CUSIP and ISIN are not available) TWOU

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 35.37730000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
CRACKER BARREL OLD COUNT
b. LEI (if any) of issuer. (1)
8P4PHQIUWPIECBFBW745
c. Title of the issue or description of the investment.
Cracker Barrel Old Country Store Inc
d. CUSIP (if any).
22410JAA4
At least one of the following other identifiers:
- ISIN
US22410JAA43
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BM9CLK7
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2015000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1940696.88000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.037143147492

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
0.62500000
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 Cracker Barrel Old Country Sto Cracker Barrel Old Country Store Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 22410J106
ISIN (if CUSIP is not available) US22410J1060
Ticker (if CUSIP and ISIN are not available) CBRL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 5.40420000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BJBSZH7
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1960000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2004100.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.071026909616

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2027-03-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
0.37500000
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
Ticker (if CUSIP and ISIN are not available) EXAS

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

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
INVACARE CORP
b. LEI (if any) of issuer. (1)
549300NNUTG7HCZICS76
c. Title of the issue or description of the investment.
Invacare Corp
d. CUSIP (if any).
461203AP6
At least one of the following other identifiers:
- ISIN
US461203AP67
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BNNLR09
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1015000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
704207.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.376340824779

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-03-15
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 Invacare Corp Invacare Corp United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 461203101
ISIN (if CUSIP is not available) US4612031017
Ticker (if CUSIP and ISIN are not available) IVC

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 94.60960000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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).
848637AD6
At least one of the following other identifiers:
- ISIN
US848637AD65
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BK6H4C4
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2207600.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.179780951883

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-09-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
1.12500000
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
Ticker (if CUSIP and ISIN are not available) SPLK

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 6.74330000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
BLOCK INC
b. LEI (if any) of issuer. (1)
549300OHIIUWSTIZME52
c. Title of the issue or description of the investment.
Block Inc
d. CUSIP (if any).
852234AD5
At least one of the following other identifiers:
- ISIN
US852234AD56
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BK99HF1
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1049225.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.560724619151

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-05-15
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 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
Ticker (if CUSIP and ISIN are not available) SQ

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 12.84560000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Kaleyra Inc
b. LEI (if any) of issuer. (1)
549300Q16CZ1PDK9BL93
c. Title of the issue or description of the investment.
Kaleyra Inc
d. CUSIP (if any).
483379103
At least one of the following other identifiers:
- ISIN
US4833791035
- Ticker (if ISIN is not available).
KLR

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
40000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
401600.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.214622227883

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ITALY
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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).
780153BF8
At least one of the following other identifiers:
- ISIN
US780153BF87
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMFTVK2
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
685000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
810355.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.433068215828

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
LIBERIA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2023-11-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
2.87500000
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 Royal Caribbean Cruises Ltd United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 780153BF8
ISIN (if CUSIP is not available) US780153BF87
Ticker (if CUSIP and ISIN are not available) RCL

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

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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).
25470MAF6
At least one of the following other identifiers:
- ISIN
US25470MAF68
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMD1VW2
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1750000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1767500.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.944583634922

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-12-15
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 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
Ticker (if CUSIP and ISIN are not available) DISH

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 24.41230000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
DANIMER SCIENTIFIC INC
b. LEI (if any) of issuer. (1)
549300L6Q02MAX72BH35
c. Title of the issue or description of the investment.
Danimer Scientific Inc
d. CUSIP (if any).
236272AA8
At least one of the following other identifiers:
- ISIN
US236272AA82
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BNYL3B1
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
345000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
365044.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.195086314409

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-12-15
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 Danimer Scientific Inc Danimer Scientific Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 236272100
ISIN (if CUSIP is not available) US2362721001
Ticker (if CUSIP and ISIN are not available) DNMR

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 92.70850000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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
- Ticker (if ISIN is not available).
AVTR

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
25445.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3287748.45000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.757031616186

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
PAR TECHNOLOGY CORP
b. LEI (if any) of issuer. (1)
549300HYPTHBJQINVG57
c. Title of the issue or description of the investment.
PAR Technology Corp
d. CUSIP (if any).
698884AC7
At least one of the following other identifiers:
- ISIN
US698884AC73
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMBRXG0
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1750000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2572556.56000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.374820269582

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-04-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
2.87500000
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 PAR Technology Corp PAR Technology Corp United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 698884103
ISIN (if CUSIP is not available) US6988841036
Ticker (if CUSIP and ISIN are not available) PAR

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 23.27220000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
BIGCOMMERCE HOLDINGS INC
b. LEI (if any) of issuer. (1)
549300MOVEFQ78DMPG58
c. Title of the issue or description of the investment.
BigCommerce Holdings Inc
d. CUSIP (if any).
08975PAA6
At least one of the following other identifiers:
- ISIN
US08975PAA66
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BNYDHB5
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1339650.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.715932937212

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-10-01
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 BigCommerce Holdings Inc BigCommerce Holdings Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 08975P108
ISIN (if CUSIP is not available) US08975P1084
Ticker (if CUSIP and ISIN are not available) BIGC

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 13.67830000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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).
22266LAC0
At least one of the following other identifiers:
- ISIN
US22266LAC00
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BJK0DD6
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
870000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1067403.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.570439267703

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
0.12500000
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
Ticker (if CUSIP and ISIN are not available) COUP

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 6.26580000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
8X8 INC
b. LEI (if any) of issuer. (1)
254900XWSOC5U1BRW939
c. Title of the issue or description of the investment.
8x8 Inc
d. CUSIP (if any).
282914AB6
At least one of the following other identifiers:
- ISIN
US282914AB63
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BKPX542
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2060000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2058805.47000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.100262491909

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-02-01
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 8x8 Inc 8x8 Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 282914100
ISIN (if CUSIP is not available) US2829141009
Ticker (if CUSIP and ISIN are not available) EGHT

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 38.94840000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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
- Ticker (if ISIN is not available).
DHR

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1738170.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.928909157970

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
CONMED CORP
b. LEI (if any) of issuer. (1)
Z6C0YCECH9DCU5ZIQW84
c. Title of the issue or description of the investment.
CONMED Corp
d. CUSIP (if any).
207410AF8
At least one of the following other identifiers:
- ISIN
US207410AF81
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BK5BVL5
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1667500.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.891141845110

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-02-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
2.62500000
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 CONMED Corp CONMED Corp United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 207410101
ISIN (if CUSIP is not available) US2074101013
Ticker (if CUSIP and ISIN are not available) CNMD

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 11.26080000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BLH8Z42
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
485300.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.259353005956

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2028-03-01
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
0.37500000
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
Ticker (if CUSIP and ISIN are not available) EXAS

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

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
NATIONAL VISION HOLDINGS
b. LEI (if any) of issuer. (1)
549300JHURCBLI5ROA42
c. Title of the issue or description of the investment.
National Vision Holdings Inc
d. CUSIP (if any).
63845RAB3
At least one of the following other identifiers:
- ISIN
US63845RAB33
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BN7CK54
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1045000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1752334.38000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.936478856158

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-05-15
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 National Vision Holdings Inc National Vision Holdings Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 63845R107
ISIN (if CUSIP is not available) US63845R1077
Ticker (if CUSIP and ISIN are not available) EYE

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 32.07830000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
VERINT SYSTEMS INC
b. LEI (if any) of issuer. (1)
549300KEQJS5FRVUCO94
c. Title of the issue or description of the investment.
Verint Systems Inc
d. CUSIP (if any).
92343XAB6
At least one of the following other identifiers:
- ISIN
US92343XAB64
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BNYKGH5
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2190000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2341986.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.251599235539

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-04-15
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 Verint Systems Inc Verint Systems Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 92343X100
ISIN (if CUSIP is not available) US92343X1000
Ticker (if CUSIP and ISIN are not available) VRNT

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 16.10920000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
INVACARE CORP
b. LEI (if any) of issuer. (1)
549300NNUTG7HCZICS76
c. Title of the issue or description of the investment.
Invacare Corp
d. CUSIP (if any).
461203AH4
At least one of the following other identifiers:
- ISIN
US461203AH42
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BFNJ398
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
456562.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.243995171609

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-06-01
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 Invacare Corp Invacare Corp United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 461203101
ISIN (if CUSIP is not available) US4612031017
Ticker (if CUSIP and ISIN are not available) IVC

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 61.60950000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Eli Lilly & Co
b. LEI (if any) of issuer. (1)
FRDRIPF3EKNDJ2CQJL29
c. Title of the issue or description of the investment.
Eli Lilly & Co
d. CUSIP (if any).
532457108
At least one of the following other identifiers:
- ISIN
US5324571083
- Ticker (if ISIN is not available).
LLY

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
12960.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3579811.20000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.913115177160

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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).
29978AAC8
At least one of the following other identifiers:
- ISIN
US29978AAC80
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMXRZG2
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2030000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1980518.75000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.058424667556

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-12-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
0.12500000
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
Ticker (if CUSIP and ISIN are not available) EVBG

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

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
WORKIVA INC
b. LEI (if any) of issuer. (1)
529900RTOQ8GRWHY1O58
c. Title of the issue or description of the investment.
Workiva Inc
d. CUSIP (if any).
98139AAB1
At least one of the following other identifiers:
- ISIN
US98139AAB17
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMWMXN1
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1650000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2920248.82000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.560633236363

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-08-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
1.12500000
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 Workiva Inc Workiva Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 98139A105
ISIN (if CUSIP is not available) US98139A1051
Ticker (if CUSIP and ISIN are not available) WK

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 12.47560000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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
- Ticker (if ISIN is not available).
EQIX

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
5000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4229200.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.260160174717

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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
- Ticker (if ISIN is not available).
NEE

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
27465.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1590498.15000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.849990678282

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
DIGITALBRIDGE OPERATE
b. LEI (if any) of issuer. (1)
5493003D7P9HVU22YM89
c. Title of the issue or description of the investment.
Digitalbridge Operating Co LLC
d. CUSIP (if any).
19626LAA5
At least one of the following other identifiers:
- ISIN
US19626LAA52
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMW2QY3
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1025000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
3833602.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.048745790266

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-07-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
5.75000000
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 DigitalBridge Group Inc DigitalBridge Group Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 25401T108
ISIN (if CUSIP is not available) US25401T1088
Ticker (if CUSIP and ISIN are not available) DBRG

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 434.78260000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
T-Mobile US Inc
b. LEI (if any) of issuer. (1)
549300QHIJYOHPACPG31
c. Title of the issue or description of the investment.
T-Mobile US Inc
d. CUSIP (if any).
872590104
At least one of the following other identifiers:
- ISIN
US8725901040
- Ticker (if ISIN is not available).
TMUS

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
16119.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1869481.62000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.999084437929

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
BLACKLINE INC
b. LEI (if any) of issuer. (1)
529900P9N7PK9LV5EK56
c. Title of the issue or description of the investment.
Blackline Inc
d. CUSIP (if any).
09239BAC3
At least one of the following other identifiers:
- ISIN
US09239BAC37
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BN92KZ2
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1340000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1251560.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.668856064567

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-03-15
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 Blackline Inc Blackline Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 09239B109
ISIN (if CUSIP is not available) US09239B1098
Ticker (if CUSIP and ISIN are not available) BL

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 6.01560000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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
- Ticker (if ISIN is not available).
NEE

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
27900.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1605366.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.857936323428

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
TREASURY BILL
b. LEI (if any) of issuer. (1)
254900HROIFWPRGM1V77
c. Title of the issue or description of the investment.
United States Treasury Bill
d. CUSIP (if any).
912796R35
At least one of the following other identifiers:
- ISIN
US912796R357
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BP6NM23
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
600000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
599725.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.320503907552

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
U.S. Treasury

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2022-06-09
b. Coupon.
i. Coupon category. (13)
None
ii. Annualized rate.
0.00000000
c. Currently in default? Yes No
d. Are there any interest payments in arrears? (14) Yes No
e. Is any portion of the interest paid in kind? (15) Yes No
f. For convertible securities, also provide:
i. Mandatory convertible? Yes No
ii. Contingent convertible? Yes No
iii. Description of the reference instrument. (16)

Reference Instrument Record Name of issuer Title of issue Currency in which denominated

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code

v. Delta (if applicable).

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
PROGRESS SOFTWARE CORP
b. LEI (if any) of issuer. (1)
549300R65B3JG6972S24
c. Title of the issue or description of the investment.
Progress Software Corp
d. CUSIP (if any).
743312AA8
At least one of the following other identifiers:
- ISIN
US743312AA89
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BN4QJV8
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2084068.54000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.113763528678

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-04-15
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 Progress Software Corp Progress Software Corp United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 743312100
ISIN (if CUSIP is not available) US7433121008
Ticker (if CUSIP and ISIN are not available) PRGS

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 17.45250000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Walt Disney Co/The
b. LEI (if any) of issuer. (1)
549300GZKULIZ0WOW665
c. Title of the issue or description of the investment.
Walt Disney Co/The
d. CUSIP (if any).
254687106
At least one of the following other identifiers:
- ISIN
US2546871060
- Ticker (if ISIN is not available).
DIS

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
12500.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1936125.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.034699852992

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
SPIRE INC
b. LEI (if any) of issuer. (1)
549300NXSY15DRY2R511
c. Title of the issue or description of the investment.
Spire Inc
d. CUSIP (if any).
84857L606
At least one of the following other identifiers:
- ISIN
US84857L6065
- Ticker (if ISIN is not available).
SR

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
16290.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
804726.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.430059977480

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
PAGERDUTY INC.
b. LEI (if any) of issuer. (1)
549300U1SB749EDAGH21
c. Title of the issue or description of the investment.
PagerDuty Inc
d. CUSIP (if any).
69553PAB6
At least one of the following other identifiers:
- ISIN
US69553PAB67
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMFBBT7
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1345000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1550669.55000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.828705561585

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-07-01
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 PagerDuty Inc PagerDuty Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 69553P100
ISIN (if CUSIP is not available) US69553P1003
Ticker (if CUSIP and ISIN are not available) PD

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 24.95070000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
PROS HOLDINGS INC
b. LEI (if any) of issuer. (1)
549300LPE1KNL5RWKQ48
c. Title of the issue or description of the investment.
PROS Holdings Inc
d. CUSIP (if any).
74346YAG8
At least one of the following other identifiers:
- ISIN
US74346YAG89
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BM8QQX8
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1330000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1478029.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.789885151536

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2027-09-15
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 PROS Holdings Inc PROS Holdings Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 74346Y103
ISIN (if CUSIP is not available) US74346Y1038
Ticker (if CUSIP and ISIN are not available) PRO

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 23.91370000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
CALLAWAY GOLF CO
b. LEI (if any) of issuer. (1)
5493005UB0KFRKBPCU72
c. Title of the issue or description of the investment.
Callaway Golf Co
d. CUSIP (if any).
131193AE4
At least one of the following other identifiers:
- ISIN
US131193AE46
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMV7KH0
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1050000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1814531.25000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.969717976692

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-05-01
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 Callaway Golf Co Callaway Golf Co United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 131193104
ISIN (if CUSIP is not available) US1311931042
Ticker (if CUSIP and ISIN are not available) ELY

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 56.76980000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
TRAVERE THERAPEUTICS INC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
Travere Therapeutics Inc
d. CUSIP (if any).
761299AB2
At least one of the following other identifiers:
- ISIN
US761299AB20
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BFY00K0
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
552200.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.295105563340

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-09-15
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 Travere Therapeutics Inc Travere Therapeutics Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 89422G107
ISIN (if CUSIP is not available) US89422G1076
Ticker (if CUSIP and ISIN are not available) TVTX

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 25.77390000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
NICE SYSTEMS INC
b. LEI (if any) of issuer. (1)
254900T6KBE4O3728267
c. Title of the issue or description of the investment.
Nice Systems Inc
d. CUSIP (if any).
65366HAB9
At least one of the following other identifiers:
- ISIN
US65366HAB96
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BYZK7R8
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
532000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1939472.50000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.036488816906

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-01-15
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 Nice Ltd Nice Ltd United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 653656108
ISIN (if CUSIP is not available) US6536561086
Ticker (if CUSIP and ISIN are not available) NICE

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 12.05380000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
I3 VERTICALS LLC
b. LEI (if any) of issuer. (1)
549300VET627YPCK1T69
c. Title of the issue or description of the investment.
i3 Verticals LLC
d. CUSIP (if any).
44933TAB2
At least one of the following other identifiers:
- ISIN
US44933TAB26
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMCPKN9
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
3000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2793900.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.493110165549

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-02-15
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 I3 Verticals Inc I3 Verticals Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 46571Y107
ISIN (if CUSIP is not available) US46571Y1073
Ticker (if CUSIP and ISIN are not available) IIIV

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 24.46660000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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).
22266LAF3
At least one of the following other identifiers:
- ISIN
US22266LAF31
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BNKCRN8
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1375000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1306250.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.698083379415

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-06-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
0.37500000
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
Ticker (if CUSIP and ISIN are not available) COUP

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

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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
- Ticker (if ISIN is not available).
AVGO

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1945.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
4036633.55000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
2.157249217260

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
NY COMMUNITY CAP TRUST V
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
New York Community Capital Trust V
d. CUSIP (if any).
64944P307
At least one of the following other identifiers:
- ISIN
US64944P3073
- Ticker (if ISIN is not available).
NYCB

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
24000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1269600.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.678496963449

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-preferred
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
PERFICIENT INC
b. LEI (if any) of issuer. (1)
549300HTBXKL2755T650
c. Title of the issue or description of the investment.
Perficient Inc
d. CUSIP (if any).
71375UAE1
At least one of the following other identifiers:
- ISIN
US71375UAE10
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BKMQT08
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1250000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1189135.91000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.635495513597

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-11-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
0.12500000
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 Perficient Inc Perficient Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 71375U101
ISIN (if CUSIP is not available) US71375U1016
Ticker (if CUSIP and ISIN are not available) PRFT

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 5.21000000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
CARDLYTICS INC
b. LEI (if any) of issuer. (1)
549300JETJBH94EIPC66
c. Title of the issue or description of the investment.
Cardlytics Inc
d. CUSIP (if any).
14161WAB1
At least one of the following other identifiers:
- ISIN
US14161WAB19
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BP6SYT9
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2375000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2646640.63000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.414412122556

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2025-09-15
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 Cardlytics Inc Cardlytics Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 14161W105
ISIN (if CUSIP is not available) US14161W1053
Ticker (if CUSIP and ISIN are not available) CDLX

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 11.74570000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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).
62886HBC4
At least one of the following other identifiers:
- ISIN
US62886HBC43
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BN46XF0
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
682000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
641966.60000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.343078441033

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
BERMUDA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2027-02-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
1.12500000
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 NCL CORPORATION LTD NCL Corp Ltd United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 62886HBC4
ISIN (if CUSIP is not available) US62886HBC43

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 29.68500000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
RADIUS GBL INFASTRUCTURE
b. LEI (if any) of issuer. (1)
213800NT341MQ5USBX63
c. Title of the issue or description of the investment.
Radius Global Infrastructure Inc
d. CUSIP (if any).
750481AA1
At least one of the following other identifiers:
- ISIN
US750481AA14
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BNLXS26
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
2500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2504465.98000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.338431444937

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-09-15
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 Radius Global Infrastructure I Radius Global Infrastructure Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 750481103
ISIN (if CUSIP is not available) US7504811032
Ticker (if CUSIP and ISIN are not available) RADI

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 44.20870000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
SUMMIT HOTEL PROPERTIES
b. LEI (if any) of issuer. (1)
254900OBQWJK6X20LS71
c. Title of the issue or description of the investment.
Summit Hotel Properties Inc
d. CUSIP (if any).
866082AA8
At least one of the following other identifiers:
- ISIN
US866082AA86
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BLB3RF8
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1180000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1236640.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.660882549527

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-02-15
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 Summit Hotel Properties Inc Summit Hotel Properties Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 866082100
ISIN (if CUSIP is not available) US8660821005
Ticker (if CUSIP and ISIN are not available) INN

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 83.40280000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
PayPal Holdings Inc
b. LEI (if any) of issuer. (1)
5493005X2GO78EFZ3E94
c. Title of the issue or description of the investment.
PayPal Holdings Inc
d. CUSIP (if any).
70450Y103
At least one of the following other identifiers:
- ISIN
US70450Y1038
- Ticker (if ISIN is not available).
PYPL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
13000.00000000
b. Units
Number of shares
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2451540.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.310146853950

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Equity-common
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

N/A

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

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
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BF953F6
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1000000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
949053.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.507190909461

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2026-08-15
b. Coupon.
i. Coupon category. (13)
Fixed
ii. Annualized rate.
3.37500000
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
Ticker (if CUSIP and ISIN are not available) DISH

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

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
Match Group Financeco 3 Inc
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
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BJSB5T1
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2646600.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.414390409156

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

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
Ticker (if CUSIP and ISIN are not available) MTCH

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

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
INTERDIGITAL INC
b. LEI (if any) of issuer. (1)
N/A
c. Title of the issue or description of the investment.
InterDigital Inc
d. CUSIP (if any).
45867GAB7
At least one of the following other identifiers:
- ISIN
US45867GAB77
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMHKYN7
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1870000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
2061675.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.101796020100

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UNITED STATES OF AMERICA
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-06-01
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 InterDigital Inc InterDigital Inc United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 45867G101
ISIN (if CUSIP is not available) US45867G1013
Ticker (if CUSIP and ISIN are not available) IDCC

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 12.30180000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
CYBERARK SOFTWARE LTD
b. LEI (if any) of issuer. (1)
529900YEXNDM894PWS93
c. Title of the issue or description of the investment.
CyberArk Software Ltd
d. CUSIP (if any).
23248VAB1
At least one of the following other identifiers:
- ISIN
US23248VAB18
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BMC6Y85
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
1500000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
1897500.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
1.014057961677

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
ISRAEL
b. Investment ISO country code. (9)

Item C.6. Is the investment a Restricted Security?

a. Is the investment a Restricted Security? Yes No

Item C.7. Liquidity classification information.

a. Liquidity classification information. (10)
Category.
N/A

Item C.8. Fair value level.

a. Level within the fair value hierarchy (12) 1 2 3 N/A

Item C.9. Debt securities.

For debt securities, also provide:
a. Maturity date.
2024-11-15
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 CyberArk Software Ltd CyberArk Software Ltd United States Dollar
At least one of the following other identifiers:
Identifier type Identifier value
CUSIP 000000000
ISIN (if CUSIP is not available) IL0011334468
Ticker (if CUSIP and ISIN are not available) CYBR

iv. Conversion ratio per US$1000 notional. (17)

Bond Currency Record Conversion ratio per 1000 units ISO Currency Code
#1 6.34780000 United States Dollar

v. Delta (if applicable).
XXXX

Item C.10. Repurchase and reverse repurchase agreements.

N/A

Item C.11. Derivatives.

N/A

Item C.12. Securities lending.

a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? Yes No
b. Does any portion of this investment represent that is treated as a Fund asset and received 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

Item C.1. Identification of investment.

a. Name of issuer (if any).
JOHN BEAN TECHNOLOGIES C
b. LEI (if any) of issuer. (1)
5493007CT6ATBZ2L6826
c. Title of the issue or description of the investment.
John Bean Technologies Corp
d. CUSIP (if any).
477839AA2
At least one of the following other identifiers:
- ISIN
US477839AA21
- Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used
BN0ZBC4
Description of other unique identifier.
SEDOL

Item C.2. Amount of each investment.

Balance. (2)
a. Balance
340000.00000000
b. Units
Principal amount
c. Description of other units.
d. Currency. (3)
United States Dollar
e. Value. (4)
375360.00000000
f. Exchange rate.
g. Percentage value compared to net assets of the Fund.
0.200599102237

Item C.3. Payoff profile.

a. Payoff profile. (5) Long Short N/A

Item C.4. Asset and issuer type.

a. Asset type. (6)
Debt
b. Issuer type. (7)
Corporate

Item C.5. Country of investment or issuer.

a. ISO country code. (8)
UN