# EDGAR Filing Document

**Accession Number:** 0001768666
**File Stem:** 0001752724-23-040593
**Filing Date:** 2023-2
**Character Count:** 107038
**Document Hash:** 436c02e9ba695e98fb7251593e5aa107
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040593.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040593

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Science & Technology Trust II
- **CENTRAL INDEX KEY:** 0001768666
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23428
- **FILM NUMBER:** 23668257

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800 882 0052

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock Science & technology Trust II
- **DATE OF NAME CHANGE:** 20190221

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** BlackRock Science & Technology Trust II

- **b. Investment Company Act file number:** 811-23428

- **c. CIK number of Registrant:** 0001768666

- **d. LEI of Registrant:** 549300NQ3IL1NKVC9M67

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

**Item A.2. Information about the Series.**

- **a. Name of Series:** BlackRock Science & Technology Trust II

- **c. LEI of Series:** 549300NQ3IL1NKVC9M67

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1563473945.93

**Total Liabilities:** $37802277.42

**Net Assets:** $1525671668.51

**Cash Not Reported:** $8766891.22

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.06%               | 1.84%                | -5.90%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-25891880.92            | $17305057.69                               |
| Month 2  | $-5154231.66             | $40779447.07                               |
| Month 3  | $35293931.21             | $-152809966.60                             |

**Designated Index Information**

- **Index Name:** MSCI Custom ACWI SMID Growth IT Call Overwrite Index

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                       | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Unqork Inc. SERIES C                       | Unqork Inc. SERIES C                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    292000 | NS      | $2280520.00   | 0.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | MONGODB INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -84 | NC      | $-223440.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                           | Pure Storage Inc                                        | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    931063 | NS      | $24915245.88  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                  | Jabil Inc                                               | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    308161 | NS      | $21016580.20  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CREDO TECHNOLOGY GROUP HOLDING                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |     -4026 | NC      | $-70455.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ELECTRONIC ARTS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -48 | NC      | $-912.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP           | LSCC US FLEX                                            | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -201 | NC      | $-7607.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                       | FEB23 WISE LN C @ 6.965                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   -150000 | NC      | $-14349.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphawave IP Group PLC                     | Alphawave IP Group PLC                                  | CUSIP: 000000000<br>LEI: 213800ZXTO21EU4VMH37 | Long             | EC               | CORP              | GB        |   4346392 | NS      | $5359662.46   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Freee KK                                   | Freee KK                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    452800 | NS      | $10047317.29  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ZOOMINFO TECHNOLOGIES INC                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -610 | NC      | $-13725.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MONGODB INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -50 | NC      | $-113750.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -94 | NC      | $-5452.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SPLUNK INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -156 | NC      | $-702.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                             | Atlassian Corp                                          | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     65383 | NS      | $8413484.44   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MARVELL TECHNOLOGY INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -905 | NC      | $-55205.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PINTEREST INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -590 | NC      | $-24780.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                   | Okta Inc                                                | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |    119167 | NS      | $8142681.11   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenzhen Inovance Technology Co Ltd        | Shenzhen Inovance Technology Co Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    941700 | NS      | $9438228.97   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | JAN23 3769 JP C @ 13114.5                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    -23600 | NC      | $-1587.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | MERCADOLIBRE INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -27 | NC      | $-82620.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JAN23 INF LN C @ 5.7461                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   -411900 | NC      | $-233003.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 300124 CH C @ 73.54                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -364700 | NC      | $-60098.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bilibili Inc                               | Bilibili Inc                                            | CUSIP: 090040106<br>LEI: 5493008V60M52L3PIS45 | Long             | EC               | CORP              | KY        |    342852 | NS      | $8122163.88   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TESLA INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -185 | NC      | $-16002.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CLOUDFLARE INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -450 | NC      | $-25200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMBARELLA INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       -25 | NC      | $-13625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | COUPANG INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -690 | NC      | $-1725.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOITEC                                     | SOITEC                                                  | CUSIP: 000000000<br>LEI: 969500ZR92SQCU9TST26 | Long             | EC               | CORP              | FR        |    195102 | NS      | $32023336.55  | 2.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SYNOPSYS INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -190 | NC      | $-52725.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | KANZHUN LTD                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |      -756 | NC      | $-20790.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                | Zscaler Inc                                             | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |     67334 | NS      | $7534674.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC        | FEB23 GDYN US CALL                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |      -878 | NC      | $-29948.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | JAN23 8069 TT C @ 174.825                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -20000 | NC      | $-1689.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP           | DAVA US FLEX                                            | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -176 | NC      | $-69082.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ENDAVA PLC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |      -230 | NC      | $-88550.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc    | MACOM Technology Solutions Holdings Inc                 | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152718 | NS      | $9618179.64   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JAN23 EVD GY C @ 61.53                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -17000 | NC      | $-19239.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | JAN23 3769 JP C @ 13064.7                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -17600 | NC      | $-6296.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | JAN23 AZPN US C @ 247.988                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    -16900 | NC      | $-4.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | TESLA INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -75 | NC      | $-9900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                             | Cloudflare Inc                                          | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |    158086 | NS      | $7147068.06   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Full Truck Alliance Co Ltd                 | Full Truck Alliance Co Ltd                              | CUSIP: 35969L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   1230077 | NS      | $9840616.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | OKTA INC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -55 | NC      | $-8717.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SHIFT4 PAYMENTS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -813 | NC      | $-483735.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| TRAX LTD                                   | TRAX LTD                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     46928 | NS      | $44581.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Splunk Inc                                 | Splunk Inc                                              | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |     83595 | NS      | $7196693.55   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Trumid Holdings, LLC CLASS J-B             | Trumid Holdings, LLC CLASS J-B                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20154 | NS      | $13519303.20  | 0.89%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC        | IQV US FLEX                                             | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |       -68 | NC      | $-45070.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | MARVELL TECHNOLOGY INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -905 | NC      | $-11765.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JAN23 002410 CH C @ 59.517038                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   -240000 | NC      | $-84136.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | TAKE-TWO INTERACTIVE SOFTWARE                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -198 | NC      | $-42966.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | FEB23 600563 CH C @ 161.8713                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -95800 | NC      | $-53076.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PSIQUANTUM CORP, SERIES C                  | PSIQUANTUM CORP, SERIES C                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1962335 | NS      | $40424101.00  | 2.65%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC        | JAN23 GDYN US CALL                                      | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |      -878 | NC      | $-8338.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology SA                      | Spotify Technology SA                                   | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |     77350 | NS      | $6106782.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MONGODB INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -35 | NC      | $-19250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                | JAN23 6920 JP C @ 24857                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -78800 | NC      | $-96878.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Trumid Holdings, LLC, CLASS J-A            | Trumid Holdings, LLC, CLASS J-A                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20154 | NS      | $13519303.20  | 0.89%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | TRIP.COM GROUP LTD                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |     -1400 | NC      | $-672000.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                  | Qorvo Inc                                               | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     89966 | NS      | $8154518.24   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                       | JAN23 300274 CH C @ 104.2018                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   -205600 | NC      | $-346791.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | FULL TRUCK ALLIANCE CO LTD                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |     -1912 | NC      | $-33460.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Xero Ltd                                   | Xero Ltd                                                | CUSIP: 000000000<br>LEI: 254900UG5D8YST164N14 | Long             | EC               | CORP              | NZ        |    246056 | NS      | $11732892.19  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | JAN23 SOI FP C @ 162.2655                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -9000 | NC      | $-7916.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | AMBARELLA INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |       -78 | NC      | $-38610.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASM International NV                       | ASM International NV                                    | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |     70536 | NS      | $17897410.25  | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | TWILIO INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -44 | NC      | $-1826.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                  | ZoomInfo Technologies Inc                               | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    300339 | NS      | $9043207.29   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| SambaNova Systems, Inc. SERIES D           | SambaNova Systems, Inc. SERIES D                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73670 | NS      | $4677308.30   | 0.31%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | XOMETRY INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -400 | NC      | $-84000.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                   | AvidXchange Holdings Inc                                | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1115450 | NS      | $11087573.00  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                | JAN23 SOI FP C @ 167.024                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -29000 | NC      | $-925.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | COUPANG INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -760 | NC      | $-23180.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -94 | NC      | $-2679.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | JABIL INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -438 | NC      | $-36135.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MONGODB INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -35 | NC      | $-51100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BLOCK INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -255 | NC      | $-28942.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                | JAN23 ALU AU C @ 37.7951                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -60000 | NC      | $-8232.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | FEB23 2308 TT C @ 298.1241                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -293000 | NC      | $-44632.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                | Informa PLC                                             | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | EC               | CORP              | GB        |   2706045 | NS      | $20186453.05  | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -164 | NC      | $-30422.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -94 | NC      | $-1551.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                             | FEB23 GTLB US C @ 53.744                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -91000 | NC      | $-225199.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | TWILIO INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -105 | NC      | $-39112.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                  | Block Inc                                               | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |    143115 | NS      | $8993346.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sungrow Power Supply Co Ltd                | Sungrow Power Supply Co Ltd                             | CUSIP: 000000000<br>LEI: 30030052IWC7RGVFG505 | Long             | EC               | CORP              | CN        |    523600 | NS      | $8439405.33   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP           | CFLT.FLEX                                               | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -142 | NC      | $-19798.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ASPEN TECHNOLOGY INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -168 | NC      | $-80640.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PALO ALTO NETWORKS INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -190 | NC      | $-1425.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 300751 CH C @ 444.58                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -32300 | NC      | $-39843.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | BILIBILI INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |      -620 | NC      | $-35960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BLOCK INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -175 | NC      | $-25550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TESLA INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -175 | NC      | $-175.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SPLUNK INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -156 | NC      | $-8892.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kanzhun Ltd                                | Kanzhun Ltd                                             | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |    381361 | NS      | $7768323.57   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                         | IQVIA Holdings Inc                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |     39417 | NS      | $8076149.13   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ATLASSIAN CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -50 | NC      | $-1125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                             | JAN23 GDYN US C @ 14.395                                | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    -91300 | NC      | $-137.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Farmer's Business Network, Inc SERIES F    | Farmer's Business Network, Inc SERIES F                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    361834 | NS      | $16865082.74  | 1.11%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 000660 KS C @ 83276.823                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -57900 | NC      | $-6881.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEEP INSTINCT LTD, Series D-2              | DEEP INSTINCT LTD, Series D-2                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1974374 | NS      | $13563949.38  | 0.89%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Array Technologies Inc                     | Array Technologies Inc                                  | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |    266710 | NS      | $5155504.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMBARELLA INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |      -125 | NC      | $-110000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PALO ALTO NETWORKS INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -146 | NC      | $-730.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Think & Learn Private Limited              | Think & Learn Private Limited                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      4651 | NS      | $11165569.63  | 0.73%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JP MORGAN CHASE BANK                       | JAN23 ALU AU C @ 40.5405                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -63000 | NC      | $-7423.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coupang Inc                                | Coupang Inc                                             | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |    634423 | NS      | $9332362.33   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Yantai Zhenghai Magnetic Material Co Ltd   | Yantai Zhenghai Magnetic Material Co Ltd                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   2591011 | NS      | $4679460.89   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                   | Adyen NV                                                | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |     16164 | NS      | $22439655.89  | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Grid Dynamics Holdings Inc                 | Grid Dynamics Holdings Inc                              | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    699155 | NS      | $7844519.10   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc          | Take-Two Interactive Software Inc                       | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |    153468 | NS      | $15980622.84  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | FIRST SOLAR INC                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -81 | NC      | $-17820.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Trax Ltd                                   | Trax Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191806 | NS      | $4831593.14   | 0.32%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC        | MPWR US FLEX                                            | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |      -136 | NC      | $-13638.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | JAN23 ASM NA C @ 271.5915                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -28200 | NC      | $-582.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | JAN23 SOI FP C @ 166.425                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     -7000 | NC      | $-4441.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Xometry Inc                                | Xometry Inc                                             | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |    195559 | NS      | $6302866.57   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CREDO TECHNOLOGY GROUP HOLDING                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |     -2850 | NC      | $-128250.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Altium Ltd                                 | Altium Ltd                                              | CUSIP: 000000000<br>LEI: 5299003MG7UFQSIFH576 | Long             | EC               | CORP              | AU        |    762952 | NS      | $18123639.70  | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Varonis Systems Inc                        | Varonis Systems Inc                                     | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |    284811 | NS      | $6818375.34   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Databricks, Inc, Series G                  | Databricks, Inc, Series G                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    312909 | NS      | $16014682.62  | 1.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | ARRAY TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -152 | NC      | $-8360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                | MongoDB Inc                                             | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |     68590 | NS      | $13501255.60  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Automattic, Inc                            | Automattic, Inc                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    400000 | NS      | $15804000.00  | 1.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | FEB23 SOI FP C @ 177.0825                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     -7100 | NC      | $-7091.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | JAN23 SDR AU C @ 3.2249                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |   -150000 | NC      | $-1885.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Databricks, Inc.                           | Databricks, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    343659 | NS      | $17588467.62  | 1.15%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RingCentral Inc                            | RingCentral Inc                                         | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |    161080 | NS      | $5702232.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                          | Wolters Kluwer NV                                       | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |    147785 | NS      | $15463514.84  | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | LATTICE SEMICONDUCTOR CORP                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -201 | NC      | $-34170.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MONGODB INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -35 | NC      | $-28875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                         | JAN23 4478 JP C @ 3515.4                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |    -93100 | NC      | $-14611.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                       | JAN23 BESI NA C @ 64.002                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -59800 | NC      | $-592.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV             | BE Semiconductor Industries NV                          | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |    193870 | NS      | $11814609.89  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ATLASSIAN CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -50 | NC      | $-12875.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                     | Marvell Technology Inc                                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    448510 | NS      | $16612810.40  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteMinder Ltd                             | SiteMinder Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   5039663 | NS      | $10447757.03  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS Eventim AG & Co KGaA                   | CTS Eventim AG & Co KGaA                                | CUSIP: 000000000<br>LEI: 529900FDHSN08UBJII80 | Long             | EC               | CORP              | DE        |    135310 | NS      | $8589330.23   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                        | Shift4 Payments Inc                                     | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    239409 | NS      | $13390145.37  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                 | Rambus Inc                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    233809 | NS      | $8375038.38   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ELECTRONIC ARTS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -48 | NC      | $-360.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                | JAN23 QRVO US C @ 103                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -21600 | NC      | $-21201.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinaxis Inc                                | Kinaxis Inc                                             | CUSIP: 49448Q109<br>LEI: 5299009VAZ14K7PFUQ15 | Long             | EC               | CORP              | CA        |     46250 | NS      | $5188949.41   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | OKTA INC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -48 | NC      | $-14688.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | CONFLUENT INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -830 | NC      | $-10375.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JAN23 300751 CH C @ 479.029005                          | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |     -7500 | NC      | $-899.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | JAN23 EVD GY C @ 61.53                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -17000 | NC      | $-13088.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DataRobot, Inc., SERIES F                  | DataRobot, Inc., SERIES F                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    875059 | NS      | $5556624.65   | 0.36%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CITIBANK NA                                | FEB23 LSCC US C @ 67.5                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -42200 | NC      | $-141991.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SPLUNK INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -22 | NC      | $-3751.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Think & Learn Private Limited, SERIES F    | Think & Learn Private Limited, SERIES F                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | IN        |      4920 | NS      | $11811352.95  | 0.77%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | MACOM TECHNOLOGY SOLUTIONS HOL                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -380 | NC      | $-26600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PURE STORAGE INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -2180 | NC      | $-81750.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FlixMobility GmbH Series F                 | FlixMobility GmbH Series F                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | DE        |       850 | NS      | $13161644.30  | 0.86%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TRAX LTD                                   | TRAX LTD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    293333 | NS      | $7389058.27   | 0.48%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | LATTICE SEMICONDUCTOR CORP                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -371 | NC      | $-15767.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                       | FEB23 ZI US C @ 33.168                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -97100 | NC      | $-135043.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                       | JAN23 NOD NO C @ 190.968                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -42700 | NC      | $-2127.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                       | JAN23 SOI FP C @ 163.488                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |     -8300 | NC      | $-5811.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | JAN23 SDR AU C @ 2.9646                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -51000 | NC      | $-5493.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | MACOM TECHNOLOGY SOLUTIONS HOL                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -260 | NC      | $-52650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TENABLE HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -210 | NC      | $-53550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JAN23 XRO AU C @ 73.5259                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -90000 | NC      | $-44201.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tuya Inc                                   | Tuya Inc                                                | CUSIP: 90114C107<br>LEI: 254900XKWS2MIZHXCO08 | Long             | EC               | CORP              | KY        |    202881 | NS      | $387502.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | FEB23 ALU AU C @ 38.2993                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -37100 | NC      | $-18444.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | MONGODB INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -35 | NC      | $-7700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SPOTIFY TECHNOLOGY SA                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | LU        |      -113 | NC      | $-41810.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | GRID DYNAMICS HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -300 | NC      | $-5250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                  | Tesla Inc                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    185296 | NS      | $22824761.28  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BILIBILI INC                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |      -620 | NC      | $-22010.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Snyk Ltd (Seed Preferred)                  | Snyk Ltd (Seed Preferred)                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2663936 | NS      | $30608624.64  | 2.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | ATLASSIAN CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-5967.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MERCADOLIBRE INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -33 | NC      | $-11055.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | JABIL INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -794 | NC      | $-99250.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TRIP.COM GROUP LTD                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |     -1491 | NC      | $-115552.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                          | JAN23 SNPS US C @ 336.656                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |    -32500 | NC      | $-214568.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wise PLC                                   | Wise PLC                                                | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |   1608578 | NS      | $10897763.77  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | JAN23 ALU AU C @ 40.0023                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -54000 | NC      | $-3001.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | PURE STORAGE INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1544 | NC      | $-7720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ELECTRONIC ARTS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -96 | NC      | $-1344.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | PINTEREST INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1045 | NC      | $-3657.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP           | WOLF US FLEX                                            | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -669 | NC      | $-70185.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP           | WOLF US FLEX                                            | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -371 | NC      | $-13093.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DataRobot, Inc.                            | DataRobot, Inc.                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92093 | NS      | $479804.53    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nordic Semiconductor ASA                   | Nordic Semiconductor ASA                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXJGFK95 | Long             | EC               | CORP              | NO        |    267825 | NS      | $4489333.87   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CREDO TECHNOLOGY GROUP HOLDING                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |     -1844 | NC      | $-18440.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Trip.com Group Ltd                         | Trip.com Group Ltd                                      | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |    731410 | NS      | $25160504.00  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Electronics Inc                      | Delta Electronics Inc                                   | CUSIP: 000000000<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |    898000 | NS      | $8324447.58   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | FEB23 XRO AU C @ 80.3323                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -12300 | NC      | $-13960.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 ALU AU C @ 39.5704                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -54000 | NC      | $-83.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Glodon Co Ltd                              | Glodon Co Ltd                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |   1107983 | NS      | $9578165.70   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | JAN23 SOI FP C @ 166.95                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -9200 | NC      | $-12249.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 WISE LN C @ 7.48                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -137000 | NC      | $-137.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUSQUEHANNA FINANCIAL GROUP LLLP           | LOGI US FLEX                                            | CUSIP: 000000000<br>LEI: 549300E8QX0ZMRDC2M81 | N/A              | DE               |  | US        |      -450 | NC      | $-169370.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Unqork Inc.  Series B                      | Unqork Inc.  Series B                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    597680 | NS      | $3723546.40   | 0.24%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CNEX Labs, Inc                             | CNEX Labs, Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1161804 | NS      | $3194961.00   | 0.21%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Credo Technology Group Holding Ltd         | Credo Technology Group Holding Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   3296992 | NS      | $43882963.52  | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                              | Ambarella Inc                                           | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |     87401 | NS      | $7186984.23   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Locaweb Servicos de Internet SA            | Locaweb Servicos de Internet SA                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |   6904011 | NS      | $9188957.17   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | UNITY SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -331 | NC      | $-30121.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                            | First Solar Inc                                         | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     44526 | NS      | $6669549.54   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ResearchGate GmbH, SERIES D                | ResearchGate GmbH, SERIES D                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    424688 | NS      | $5852200.64   | 0.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Endava PLC                                 | Endava PLC                                              | CUSIP: 29260V105<br>LEI: 213800JJ6CRPCWCQVZ25 | Long             | EC               | CORP              | GB        |    152105 | NS      | $11636032.50  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JAN23 ARRY US C @ 23.254                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -54800 | NC      | $-29008.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CREDO TECHNOLOGY GROUP HOLDING                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |      -890 | NC      | $-17800.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                              | Lasertec Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    189400 | NS      | $30923449.01  | 2.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Snorkel AI Inc SERIES B                    | Snorkel AI Inc SERIES B                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    247943 | NS      | $1765354.16   | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Gitlab Inc                                 | Gitlab Inc                                              | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    316185 | NS      | $14367446.40  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Snorkel AI Inc                             | Snorkel AI Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    500250 | NS      | $3561780.00   | 0.23%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Samsung SDI Co Ltd                         | Samsung SDI Co Ltd                                      | CUSIP: 000000000<br>LEI: 9884002AESDO4YW87G32 | Long             | EC               | CORP              | KR        |     55754 | NS      | $26178865.44  | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Bytedance Ltd Series E-1                   | Bytedance Ltd Series E-1                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    308260 | NS      | $50803379.31  | 3.33%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Xiamen Faratronic Co Ltd                   | Xiamen Faratronic Co Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    239377 | NS      | $5523282.32   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                             | JAN23 GTLB US C @ 53.744                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -91000 | NC      | $-150104.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC        | CRDO US FLEX                                            | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |     -2000 | NC      | $-59086.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | PALO ALTO NETWORKS INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -171 | NC      | $-2565.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | FEB23 INF LN C @ 6.4688                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   -400000 | NC      | $-55655.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TCL Technology Group Corp                  | TCL Technology Group Corp                               | CUSIP: 000000000<br>LEI: 300300K9RLEXIIDB1U19 | Long             | EC               | CORP              | CN        |  11070900 | NS      | $5932007.28   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | CLOUDFLARE INC                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -340 | NC      | $-41310.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                     | Palo Alto Networks Inc                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |    105737 | NS      | $14754540.98  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | VARONIS SYSTEMS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -380 | NC      | $-34200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TAKE-TWO INTERACTIVE SOFTWARE                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -208 | NC      | $-2704.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | QORVO INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -143 | NC      | $-15730.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ENDAVA PLC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | GB        |      -175 | NC      | $-45500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                             | JAN23 4478 JP C @ 3323.25                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |    -93600 | NC      | $-19970.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 NOD NO C @ 184.788                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    -42600 | NC      | $-2151.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -94 | NC      | $-1222.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                              | Wolfspeed Inc                                           | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |    466553 | NS      | $32210819.12  | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ATLASSIAN CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -49 | NC      | $-8697.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                       | JAN23 WISE LN C @ 6.2952                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |   -200000 | NC      | $-4328.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | KANZHUN LTD                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |      -920 | NC      | $-78200.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC        | LSCC FLEX                                               | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |      -333 | NC      | $-116493.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | FIRST SOLAR INC                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -8 | NC      | $-92.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                | JAN23 2308 TT C @ 305.7697                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |    -40000 | NC      | $-1518.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET EXECUTION SERVICES, LLC        | YMM.FLEX                                                | CUSIP: 000000000<br>LEI: 549300HXJLXCPDWAH070 | N/A              | DE               |  | US        |     -1912 | NC      | $-42465.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | OKTA INC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -74 | NC      | $-8251.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Klarna Holdings AB                         | Klarna Holdings AB                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |     86839 | NS      | $15909782.61  | 1.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | ARRAY TECHNOLOGIES INC                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -304 | NC      | $-3800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Astranis Space Technologies Corp, Series C | Astranis Space Technologies Corp, Series C              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    775515 | NS      | $10818434.25  | 0.71%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Monolithic Power Systems Inc               | Monolithic Power Systems Inc                            | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |     65404 | NS      | $23127508.44  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | COUPANG INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1086 | NC      | $-1086.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MERCADOLIBRE INC                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -17 | NC      | $-5100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                  | Logitech International SA                               | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |    164045 | NS      | $10211801.25  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix Inc                               | SK Hynix Inc                                            | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |    180204 | NS      | $10751691.03  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc                         | E Ink Holdings Inc                                      | CUSIP: 000000000<br>LEI: 529900UOR451FJJYL571 | Long             | EC               | CORP              | TW        |   1298000 | NS      | $6797253.29   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SPOTIFY TECHNOLOGY SA                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | LU        |      -109 | NC      | $-11172.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TWILIO INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -212 | NC      | $-26924.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                         | Unity Software Inc                                      | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |    237004 | NS      | $6775944.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ATLASSIAN CORP                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -49 | NC      | $-5022.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                        | Electronic Arts Inc                                     | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     51789 | NS      | $6327580.02   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | UNITY SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -300 | NC      | $-3900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | GITLAB INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |     -1334 | NC      | $-446890.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Rapyd Financial Network Limited, Series E  | Rapyd Financial Network Limited, Series E               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190705 | NS      | $12794398.45  | 0.84%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 8069 TT C @ 201.912                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -134000 | NC      | $-1591.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC        | WOLF US FLEX                                            | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DE               |  | US        |      -390 | NC      | $-166.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pinterest Inc                              | Pinterest Inc                                           | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    415285 | NS      | $10083119.80  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | FEB23 ALU AU C @ 38.535                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -37100 | NC      | $-13607.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Twilio Inc                                 | Twilio Inc                                              | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |    116960 | NS      | $5726361.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                               | Synopsys Inc                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |    127564 | NS      | $40729909.56  | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                 | Rapid7 Inc                                              | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |    194980 | NS      | $6625420.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | MONOLITHIC POWER SYSTEMS INC                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -130 | NC      | $-137150.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                | FEB23 DAVA US C @ 78.10                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -23000 | NC      | $-101622.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | JAN23 SOI FP C @ 164.138                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -9200 | NC      | $-9224.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | JAN23 WKL NA C @ 103.8521                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -44300 | NC      | $-19339.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | FEB23 002410 CH C @ 59.304                              | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   -165000 | NC      | $-46066.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | LOGITECH INTERNATIONAL SA                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | CH        |      -168 | NC      | $-16380.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                | JAN23 BESI NA C @ 66.8536                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -20800 | NC      | $-4679.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | SHIFT4 PAYMENTS INC                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -384 | NC      | $-151680.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TWILIO INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -105 | NC      | $-1890.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TESLA INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -122 | NC      | $-1342.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                | JAN23 CRDO US C @ 15.068                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |   -281800 | NC      | $-2744.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | TESLA INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -185 | NC      | $-1665.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                       | JAN23 006400 KS C @ 748360                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -27900 | NC      | $-7296.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                  | BlackRock Liquidity Funds: T-Fund, Institutional Shares | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |  20683362 | NS      | $20683361.50  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzhou Maxwell Technologies Co Ltd         | Suzhou Maxwell Technologies Co Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     99668 | NS      | $5916827.98   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                           | MercadoLibre Inc                                        | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |     19580 | NS      | $16569379.20  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | BLOCK INC                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -172 | NC      | $-258.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | RAMBUS INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -455 | NC      | $-39812.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | FEB23 3769 JP C @ 11518.101                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    -23600 | NC      | $-67588.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | JAN23 EVD GY C @ 58.607                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |    -20100 | NC      | $-40575.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | FEB23 ADYEN NA C @ 1399.7119                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               |  | US        |     -6703 | NC      | $-208334.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | XOMETRY INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -380 | NC      | $-34200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                       | FEB23 NOD NO C @ 191.1                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    -21900 | NC      | $-4581.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | WOLFSPEED INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -467 | NC      | $-2335.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | SPOTIFY TECHNOLOGY SA                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | LU        |       -87 | NC      | $-3045.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Databricks, Inc. SERIES F                  | Databricks, Inc. SERIES F                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    922038 | NS      | $47189904.84  | 3.09%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | OKTA INC                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -418 | NC      | $-225720.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | ZSCALER INC                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -79 | NC      | $-711.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL         | JAN23 WISE LN C @ 7.48                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |   -137000 | NC      | $-1008.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | IQVIA HOLDINGS INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -89 | NC      | $-3782.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PsiQuantum Corp                            | PsiQuantum Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    762595 | NS      | $19377538.95  | 1.27%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | RAMBUS INC                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -480 | NC      | $-24000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                 | Lattice Semiconductor Corp                              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |    382189 | NS      | $24796422.32  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | TAKE-TWO INTERACTIVE SOFTWARE                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -207 | NC      | $-92115.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GMO Payment Gateway Inc                    | GMO Payment Gateway Inc                                 | CUSIP: 000000000<br>LEI: 353800Q6U21E2PM83F86 | Long             | EC               | CORP              | JP        |    162000 | NS      | $13397229.46  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | FIRST SOLAR INC                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -81 | NC      | $-17617.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | JAN23 8069 TT C @ 193.67                                | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |   -422000 | NC      | $-4025.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | UNITY SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -223 | NC      | $-9254.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mythic AI Inc. series C                    | Mythic AI Inc. series C                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1018908 | NS      | $224159.76    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SambaNova Systems, Inc. SERIES C           | SambaNova Systems, Inc. SERIES C                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    636800 | NS      | $40430432.00  | 2.65%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Options Clearing Corp.                     | UNITY SOFTWARE INC                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -331 | NC      | $-1655.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                       | Tenable Holdings Inc                                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |    103791 | NS      | $3959626.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                       | Aspen Technology Inc                                    | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     81943 | NS      | $16831092.20  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | AMBARELLA INC                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | KY        |      -136 | NC      | $-97920.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| StarPower Semiconductor Ltd                | StarPower Semiconductor Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    198314 | NS      | $9423105.13   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Confluent Inc                              | Confluent Inc                                           | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |    187397 | NS      | $4167709.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GrubMarket, Inc. SERIES D                  | GrubMarket, Inc. SERIES D                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1762969 | NS      | $38926355.52  | 2.55%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Snyk Ltd                                   | Snyk Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1267643 | NS      | $14565218.07  | 0.95%             |  |  |  | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** BlackRock Science & Technology Trust II

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer